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VRTPX vs. FFNOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VRTPX and FFNOX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VRTPX vs. FFNOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Multi-Asset Index Fund (FFNOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VRTPX:

0.66

FFNOX:

0.29

Sortino Ratio

VRTPX:

1.08

FFNOX:

0.53

Omega Ratio

VRTPX:

1.14

FFNOX:

1.08

Calmar Ratio

VRTPX:

0.53

FFNOX:

0.31

Martin Ratio

VRTPX:

2.36

FFNOX:

1.12

Ulcer Index

VRTPX:

5.52%

FFNOX:

4.20%

Daily Std Dev

VRTPX:

18.06%

FFNOX:

15.08%

Max Drawdown

VRTPX:

-42.33%

FFNOX:

-48.68%

Current Drawdown

VRTPX:

-12.86%

FFNOX:

-6.06%

Returns By Period

In the year-to-date period, VRTPX achieves a 1.04% return, which is significantly higher than FFNOX's 0.36% return.


VRTPX

YTD

1.04%

1M

5.36%

6M

-5.17%

1Y

11.71%

5Y*

7.47%

10Y*

N/A

FFNOX

YTD

0.36%

1M

3.85%

6M

-4.71%

1Y

4.30%

5Y*

8.02%

10Y*

6.46%

*Annualized

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VRTPX vs. FFNOX - Expense Ratio Comparison

VRTPX has a 0.08% expense ratio, which is lower than FFNOX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VRTPX vs. FFNOX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VRTPX
The Risk-Adjusted Performance Rank of VRTPX is 6868
Overall Rank
The Sharpe Ratio Rank of VRTPX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTPX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VRTPX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VRTPX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VRTPX is 6767
Martin Ratio Rank

FFNOX
The Risk-Adjusted Performance Rank of FFNOX is 4343
Overall Rank
The Sharpe Ratio Rank of FFNOX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FFNOX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FFNOX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FFNOX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FFNOX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VRTPX vs. FFNOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Multi-Asset Index Fund (FFNOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current VRTPX Sharpe Ratio is 0.66, which is higher than the FFNOX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VRTPX and FFNOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VRTPX vs. FFNOX - Dividend Comparison

VRTPX's dividend yield for the trailing twelve months is around 3.98%, more than FFNOX's 2.13% yield.


TTM20242023202220212020201920182017201620152014
VRTPX
Vanguard Real Estate II Index Fund
3.98%3.80%3.98%4.52%2.58%3.92%3.50%4.76%1.32%0.00%0.00%0.00%
FFNOX
Fidelity Multi-Asset Index Fund
2.13%2.14%3.83%2.04%1.87%1.59%2.25%2.25%1.86%2.09%2.50%4.56%

Drawdowns

VRTPX vs. FFNOX - Drawdown Comparison

The maximum VRTPX drawdown since its inception was -42.33%, smaller than the maximum FFNOX drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for VRTPX and FFNOX. For additional features, visit the drawdowns tool.


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Volatility

VRTPX vs. FFNOX - Volatility Comparison


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