REIPX's Sortino Ratio of 3.07 indicates that for each unit of downside volatility, it generates 3.07 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
REIPX Sortino Ratio Rank
REIPX ranks above 81.8% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
REIPX Sortino Ratio Market Positioning
The chart shows REIPX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.55 or lower
- Yellow zone (middle 50%): 1.55 to 2.77
- Green zone (top 25%): 2.77 or higher
- Top 1%: 8.76+
- Median: 2.26 — half of all investments score higher
How it compares to other similar mutual funds
The table compares T. Rowe Price Real Estate Fund Class I's Sortino Ratio with other mutual funds in the REIT category across multiple time periods, showing how REIPX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CREMX | Redwood Real Estate Income Fund | 126.67 | |||
| QREARX | TIAA Real Estate Account | 11.34 | |||
| FSREX | Fidelity Series Real Estate Income Fund | 3.86 | |||
| REIPX | T. Rowe Price Real Estate Fund Class I | 3.07 | |||
| IRSAX | Delaware Ivy Securian Real Estate Securities Fund | 2.48 | |||
| AIGYX | abrdn Realty Income & Growth Fund | 2.43 | |||
| MXREX | Great-West Real Estate Index Fund | 2.27 | |||
| IVRSX | VY CBRE Real Estate Portfolio | 2.20 | |||
| PJEZX | PGIM US Real Estate Fund | 2.16 | |||
| GRIFX | Apollo Diversified Real Estate Fund Class I | 2.16 |
Historical Sortino Ratio
The chart shows REIPX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when REIPX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does REIPX fit in your portfolio?
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