PortfoliosLab logoPortfoliosLab logo
VRTPX vs. FRESX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRTPX vs. FRESX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VRTPX achieves a 9.18% return, which is significantly lower than FRESX's 11.41% return.


VRTPX

1D
-0.04%
1M
-1.24%
YTD
9.18%
6M
9.44%
1Y
10.63%
3Y*
8.40%
5Y*
2.41%
10Y*

FRESX

1D
-0.07%
1M
-0.99%
YTD
11.41%
6M
11.89%
1Y
11.31%
3Y*
9.05%
5Y*
3.52%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTPX vs. FRESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTPX
Vanguard Real Estate II Index Fund
9.18%2.22%3.72%13.17%-26.14%40.37%-4.65%28.96%-5.99%1.37%
FRESX
Fidelity Real Estate Investment Portfolio
11.41%2.54%5.87%10.82%-24.36%42.34%-7.93%25.22%-4.48%1.09%

Correlation

The correlation between VRTPX and FRESX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

0.98

The correlation between VRTPX and FRESX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VRTPX vs. FRESX — Risk / Return Rank

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

VRTPX
VRTPX Risk / Return Rank: 1212
Overall Rank
VRTPX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VRTPX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VRTPX Omega Ratio Rank: 99
Omega Ratio Rank
VRTPX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VRTPX Martin Ratio Rank: 1616
Martin Ratio Rank

FRESX
FRESX Risk / Return Rank: 1313
Overall Rank
FRESX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FRESX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FRESX Omega Ratio Rank: 1010
Omega Ratio Rank
FRESX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FRESX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRTPX vs. FRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Real Estate Investment Portfolio (FRESX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VRTPXFRESXDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.27

1.45

-0.18

Martin ratioReturn relative to average drawdown

3.99

4.15

-0.16

VRTPX vs. FRESX - Sharpe Ratio Comparison

The current VRTPX Sharpe Ratio is 0.77, which is comparable to the FRESX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VRTPX and FRESX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VRTPX vs. FRESX - Drawdown Comparison

The maximum VRTPX drawdown since its inception was -42.33%, smaller than the maximum FRESX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for VRTPX and FRESX.


Loading charts...

Drawdown Indicators


VRTPXFRESXDifference

Max Drawdown

Largest peak-to-trough decline

-42.33%

-76.34%

+34.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-7.78%

-0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-16.44%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.35%

-32.13%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-40.93%

Current Drawdown

Current decline from peak

-3.23%

-2.89%

-0.34%

Average Drawdown

Average peak-to-trough decline

-11.34%

-11.11%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.71%

-0.05%

Volatility

VRTPX vs. FRESX - Volatility Comparison

Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Real Estate Investment Portfolio (FRESX) have volatilities of 5.10% and 5.12%, 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.


Loading charts...

Volatility by Period


VRTPXFRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.12%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

10.03%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

13.87%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

18.78%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.77%

20.59%

+1.18%

VRTPX vs. FRESX - Expense Ratio Comparison

VRTPX has a 0.08% expense ratio, which is lower than FRESX's 0.71% expense ratio.


Dividends

VRTPX vs. FRESX - Dividend Comparison

VRTPX's dividend yield for the trailing twelve months is around 3.57%, less than FRESX's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FRESX
Fidelity Real Estate Investment Portfolio
4.21%4.64%5.58%6.95%10.16%3.70%4.77%6.91%4.23%4.00%4.90%6.09%
VRTPX
Vanguard Real Estate II Index Fund
3.57%2.79%3.80%3.93%4.52%2.58%3.92%3.50%4.77%1.32%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, VRTPX and FRESX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FRESX has higher volatility (5.12%) compared to VRTPX (5.10%). In terms of maximum drawdown, VRTPX dropped -42.33% vs FRESX's -76.34%.

FRESX currently has the higher Sharpe Ratio (0.81 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VRTPX and FRESX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer