VRTPX vs. FPRO
Compare and contrast key facts about Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Real Estate Investment ETF (FPRO).
VRTPX is managed by Vanguard. It was launched on Sep 26, 2017. FPRO is an actively managed fund by Fidelity. It was launched on Feb 2, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTPX or FPRO.
Key characteristics
| VRTPX | FPRO | |
|---|---|---|
| YTD Return | 11.87% | 11.80% |
| 1Y Return | 33.58% | 31.04% |
| 3Y Return (Ann) | -0.62% | 0.22% |
| Sharpe Ratio | 1.83 | 1.79 |
| Sortino Ratio | 2.62 | 2.55 |
| Omega Ratio | 1.33 | 1.32 |
| Calmar Ratio | 1.02 | 1.00 |
| Martin Ratio | 7.11 | 6.42 |
| Ulcer Index | 4.41% | 4.53% |
| Daily Std Dev | 17.14% | 16.29% |
| Max Drawdown | -42.33% | -32.80% |
| Current Drawdown | -7.62% | -7.01% |
Correlation
The correlation between VRTPX and FPRO is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VRTPX vs. FPRO - Performance Comparison
The year-to-date returns for both stocks are quite close, with VRTPX having a 11.87% return and FPRO slightly lower at 11.80%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VRTPX vs. FPRO - Expense Ratio Comparison
VRTPX has a 0.08% expense ratio, which is lower than FPRO's 0.59% expense ratio.
Risk-Adjusted Performance
VRTPX vs. FPRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Real Estate Investment ETF (FPRO). 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.
Dividends
VRTPX vs. FPRO - Dividend Comparison
VRTPX's dividend yield for the trailing twelve months is around 3.77%, more than FPRO's 2.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VRTPX Vanguard Real Estate II Index Fund | 3.77% | 3.98% | 3.99% | 2.58% | 3.92% | 3.49% | 4.77% | 1.32% |
FPRO Fidelity Real Estate Investment ETF | 2.39% | 2.83% | 2.67% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VRTPX vs. FPRO - Drawdown Comparison
The maximum VRTPX drawdown since its inception was -42.33%, which is greater than FPRO's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for VRTPX and FPRO. For additional features, visit the drawdowns tool.
Volatility
VRTPX vs. FPRO - Volatility Comparison
Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Real Estate Investment ETF (FPRO) have volatilities of 5.26% and 5.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.