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BREFX vs. FRIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BREFX vs. FRIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Real Estate Fund Retail Shares (BREFX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). The values are adjusted to include any dividend payments, if applicable.

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BREFX vs. FRIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BREFX
Baron Real Estate Fund Retail Shares
-7.87%4.91%12.19%24.70%-28.62%24.09%43.92%44.27%-22.23%31.06%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
0.00%7.10%7.89%9.36%-14.59%18.98%-1.08%17.89%-1.81%6.23%

Returns By Period

Over the past 10 years, BREFX has outperformed FRIRX with an annualized return of 10.01%, while FRIRX has yielded a comparatively lower 5.26% annualized return.


BREFX

1D
-0.22%
1M
-9.59%
YTD
-7.87%
6M
-9.16%
1Y
3.66%
3Y*
8.11%
5Y*
1.53%
10Y*
10.01%

FRIRX

1D
0.33%
1M
-3.11%
YTD
0.00%
6M
0.98%
1Y
4.37%
3Y*
7.38%
5Y*
3.90%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BREFX vs. FRIRX - Expense Ratio Comparison

BREFX has a 1.31% expense ratio, which is higher than FRIRX's 0.71% expense ratio.


Return for Risk

BREFX vs. FRIRX — Risk / Return Rank

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

BREFX
BREFX Risk / Return Rank: 99
Overall Rank
BREFX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BREFX Sortino Ratio Rank: 99
Sortino Ratio Rank
BREFX Omega Ratio Rank: 88
Omega Ratio Rank
BREFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
BREFX Martin Ratio Rank: 99
Martin Ratio Rank

FRIRX
FRIRX Risk / Return Rank: 4343
Overall Rank
FRIRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FRIRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FRIRX Omega Ratio Rank: 4040
Omega Ratio Rank
FRIRX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FRIRX Martin Ratio Rank: 4646
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.

BREFX vs. FRIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Real Estate Fund Retail Shares (BREFX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). 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.


BREFXFRIRXDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.91

-0.70

Sortino ratio

Return per unit of downside risk

0.45

1.21

-0.76

Omega ratio

Gain probability vs. loss probability

1.06

1.18

-0.13

Calmar ratio

Return relative to maximum drawdown

0.20

1.10

-0.90

Martin ratio

Return relative to average drawdown

0.58

4.66

-4.08

BREFX vs. FRIRX - Sharpe Ratio Comparison

The current BREFX Sharpe Ratio is 0.22, which is lower than the FRIRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BREFX and FRIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BREFXFRIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.91

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.60

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.56

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.78

-0.19

Correlation

The correlation between BREFX and FRIRX is 0.74, 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.


Dividends

BREFX vs. FRIRX - Dividend Comparison

BREFX's dividend yield for the trailing twelve months is around 3.96%, less than FRIRX's 4.62% yield.


TTM20252024202320222021202020192018201720162015
BREFX
Baron Real Estate Fund Retail Shares
3.96%3.64%0.16%0.06%2.94%8.17%6.27%13.89%12.04%4.77%0.35%1.98%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
4.62%4.62%4.68%5.01%6.08%1.48%4.80%5.70%5.10%4.43%5.05%3.69%

Drawdowns

BREFX vs. FRIRX - Drawdown Comparison

The maximum BREFX drawdown since its inception was -38.52%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for BREFX and FRIRX.


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Drawdown Indicators


BREFXFRIRXDifference

Max Drawdown

Largest peak-to-trough decline

-38.52%

-34.50%

-4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-4.30%

-8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

-18.18%

-15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

-34.50%

-4.02%

Current Drawdown

Current decline from peak

-12.60%

-3.11%

-9.49%

Average Drawdown

Average peak-to-trough decline

-7.72%

-3.30%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

1.01%

+3.37%

Volatility

BREFX vs. FRIRX - Volatility Comparison

Baron Real Estate Fund Retail Shares (BREFX) has a higher volatility of 5.36% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.57%. This indicates that BREFX's price experiences larger fluctuations and is considered to be riskier than FRIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BREFXFRIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

1.57%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

2.81%

+8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

4.91%

+14.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

6.53%

+14.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

9.49%

+11.65%