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FREL vs IGOV

Comparison between FIDELITY MSCI REAL ESTATE INDEX ETF (FREL, ETF) and ISHARES INTERNATIONAL TREASURY BOND ETF (IGOV, ETF).

5-Year PerformanceFREL has outperformed IGOV, delivering a return of +2.3% compared to -4.2%

FREL vs IGOV - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FREL
$1.50B
IGOV
$1.50B
Expense Ratio
Winner
FREL
0.08%
IGOV
0.35%
Max Drawdown
FREL
43.46%
Winner
IGOV
36.13%
Sharpe Ratio
Winner
FREL
0.65
IGOV
-0.47
5Y Beta
FREL
0.48
Winner
IGOV
0.06
P/E Ratio
FREL
35.51
IGOV
N/A
Forward P/E
FREL
33.76
IGOV
N/A
5Y Dividends CAGR
FREL
2.88%
Winner
IGOV
36.94%
5Y EPS CAGR
FREL
10.35%
IGOV
N/A
Debt to Equity
FREL
53.39%
IGOV
N/A
P/S Ratio
FREL
5.40
IGOV
N/A
P/B Ratio
FREL
2.65
IGOV
N/A

FREL vs IGOV - Historical Returns

Returns include dividend reinvestment.

1M
FREL
-1.12%
Winner
IGOV
+2.24%
3M
Winner
FREL
+2.81%
IGOV
+0.14%
6M
Winner
FREL
+5.75%
IGOV
-2.98%
1Y
Winner
FREL
+12.78%
IGOV
+0.50%
5Y(CAGR)
Winner
FREL
+2.26%
IGOV
-4.19%
10Y(CAGR)
Winner
FREL
+5.65%
IGOV
-1.65%
Max(CAGR)
Winner
FREL
+5.53%
IGOV
+0.15%

FREL vs IGOV - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearFRELIGOV
2026+13.30%-0.26%
2025+4.07%+10.63%
2024+4.10%-5.33%
2023+11.62%+5.84%
2022-25.63%-21.24%
2021+45.48%-9.40%
2020-3.56%+10.97%
2019+31.79%+3.91%
2018-4.08%-2.64%
2017+8.56%+12.94%
2016+9.36%+0.81%
2015-4.72%-7.05%
2014N/A-2.08%
2013N/A-1.56%
2012N/A+4.83%
2011N/A+1.55%
2010N/A+0.94%
2009N/A+9.79%

FREL vs IGOV Drawdown Comparison

The maximum drawdown for FREL was -42.57%, occurring on Mar 23, 2020. Recovery took 293 trading sessions.

The maximum drawdown for IGOV was -35.88%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current FREL drawdown is -2.49%. The current IGOV drawdown is -23.92%.

RankFRELIGOV
#1-42.57%
Feb 14, 2020 - Apr 15, 2021
-35.88%
Jan 5, 2021 - Oct 20, 2022
#2-34.37%
Dec 31, 2021 - Jun 12, 2026
-15.77%
Jul 1, 2014 - Mar 26, 2018
#3-15.67%
Feb 5, 2015 - Apr 1, 2016
-14.59%
Dec 1, 2009 - Oct 6, 2010
#4-14.14%
Aug 1, 2016 - Sep 18, 2017
-11.09%
Mar 9, 2020 - Jul 27, 2020
#5-12.75%
Dec 6, 2018 - Jan 30, 2019
-10.93%
Aug 17, 2011 - Apr 10, 2014
#6-12.43%
Dec 18, 2017 - Jun 29, 2018
-9.49%
Mar 26, 2018 - Mar 6, 2020
#7-8.54%
Aug 29, 2018 - Dec 6, 2018
-9.08%
Oct 14, 2010 - Apr 29, 2011
#8-7.53%
Sep 3, 2021 - Oct 28, 2021
-4.51%
Feb 9, 2009 - Mar 18, 2009
#9-5.49%
Nov 24, 2021 - Dec 7, 2021
-4.27%
Mar 19, 2009 - May 13, 2009
#10-5.47%
Oct 21, 2019 - Jan 16, 2020
-3.90%
Jun 3, 2011 - Jul 26, 2011
#11-5.38%
May 10, 2016 - Jun 23, 2016
-3.59%
Apr 29, 2011 - Jun 3, 2011
#12-5.11%
Jun 20, 2019 - Jul 10, 2019
-3.02%
Jun 2, 2009 - Jul 1, 2009
#13-4.48%
Apr 30, 2021 - May 26, 2021
-2.36%
Aug 6, 2020 - Oct 27, 2020
#14-4.48%
Jul 28, 2026 - Aug 11, 2026
-2.29%
Oct 8, 2009 - Nov 25, 2009
#15-4.10%
Apr 12, 2019 - Jun 5, 2019
-2.28%
Aug 5, 2009 - Aug 27, 2009

Correlation

Correlation between FREL and IGOV is -0.29 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.29
-101

Dividend Comparison (2009 - 2026)

FREL vs IGOV dividend yield comparison.

YearFRELIGOV
20261.75%0.00%
20253.59%1.41%
20243.48%0.59%
20233.73%0.00%
20223.57%0.11%
20212.34%0.39%
20203.77%0.00%
20193.32%0.24%
20185.54%0.31%
20173.27%0.19%
20164.01%0.69%
20153.80%0.12%
20140.00%1.28%
20130.00%1.32%
20120.00%2.13%
20110.00%4.05%
20100.00%2.26%
20090.00%1.94%

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