VRTPX vs. FRIFX
Compare and contrast key facts about Vanguard Real Estate II Index Fund (VRTPX) and Fidelity Real Estate Income Fund (FRIFX).
VRTPX is managed by Vanguard. It was launched on Sep 26, 2017. FRIFX is managed by Fidelity. It was launched on Feb 4, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTPX or FRIFX.
Key characteristics
| VRTPX | FRIFX | |
|---|---|---|
| YTD Return | 11.87% | 9.69% |
| 1Y Return | 33.58% | 19.28% |
| 3Y Return (Ann) | -0.62% | 1.30% |
| 5Y Return (Ann) | 4.96% | 4.16% |
| Sharpe Ratio | 1.83 | 3.21 |
| Sortino Ratio | 2.62 | 4.87 |
| Omega Ratio | 1.33 | 1.68 |
| Calmar Ratio | 1.02 | 1.30 |
| Martin Ratio | 7.11 | 20.68 |
| Ulcer Index | 4.41% | 0.88% |
| Daily Std Dev | 17.14% | 5.69% |
| Max Drawdown | -42.33% | -39.77% |
| Current Drawdown | -7.62% | -0.90% |
Correlation
The correlation between VRTPX and FRIFX is 0.91, 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. FRIFX - Performance Comparison
In the year-to-date period, VRTPX achieves a 11.87% return, which is significantly higher than FRIFX's 9.69% return. 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. FRIFX - Expense Ratio Comparison
VRTPX has a 0.08% expense ratio, which is lower than FRIFX's 0.71% expense ratio.
Risk-Adjusted Performance
VRTPX vs. FRIFX - 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 Income Fund (FRIFX). 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. FRIFX - Dividend Comparison
VRTPX's dividend yield for the trailing twelve months is around 3.77%, less than FRIFX's 4.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTPX Vanguard Real Estate II Index Fund | 3.77% | 3.98% | 3.99% | 2.58% | 3.92% | 3.49% | 4.77% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% |
FRIFX Fidelity Real Estate Income Fund | 4.53% | 4.99% | 4.10% | 1.33% | 4.77% | 4.38% | 4.47% | 4.37% | 4.30% | 6.32% | 7.55% | 10.31% |
Drawdowns
VRTPX vs. FRIFX - Drawdown Comparison
The maximum VRTPX drawdown since its inception was -42.33%, which is greater than FRIFX's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for VRTPX and FRIFX. For additional features, visit the drawdowns tool.
Volatility
VRTPX vs. FRIFX - Volatility Comparison
Vanguard Real Estate II Index Fund (VRTPX) has a higher volatility of 5.26% compared to Fidelity Real Estate Income Fund (FRIFX) at 1.60%. This indicates that VRTPX's price experiences larger fluctuations and is considered to be riskier than FRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.