CREEX vs. FARCX
CREEX (Columbia Real Estate Equity Fund) and FARCX (Nuveen Real Estate Securities Fund) are both REIT funds. Over the past 10 years, CREEX returned 5.89%/yr vs 5.73%/yr for FARCX. With a 0.98 correlation, they move nearly in lockstep. CREEX charges 1.01%/yr vs 0.97%/yr for FARCX.
Performance
CREEX vs. FARCX - Performance Comparison
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Returns By Period
In the year-to-date period, CREEX achieves a 13.56% return, which is significantly lower than FARCX's 14.50% return. Both investments have delivered pretty close results over the past 10 years, with CREEX having a 5.89% annualized return and FARCX not far behind at 5.73%.
CREEX
- 1D
- -0.57%
- 1M
- -1.31%
- YTD
- 13.56%
- 6M
- 13.93%
- 1Y
- 12.89%
- 3Y*
- 11.49%
- 5Y*
- 4.68%
- 10Y*
- 5.89%
FARCX
- 1D
- 1.17%
- 1M
- -0.24%
- YTD
- 14.50%
- 6M
- 15.11%
- 1Y
- 15.30%
- 3Y*
- 11.71%
- 5Y*
- 4.18%
- 10Y*
- 5.73%
CREEX vs. FARCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 13.56% | 0.19% | 7.40% | 16.20% | -25.10% | 41.91% | -3.54% | 28.40% | -7.21% | 4.56% |
FARCX Nuveen Real Estate Securities Fund | 14.50% | 2.56% | 6.04% | 11.55% | -24.57% | 41.57% | -6.14% | 25.63% | -5.57% | 5.67% |
Correlation
The correlation between CREEX and FARCX is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1995 | 0.98 |
The correlation between CREEX and FARCX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
CREEX vs. FARCX — Risk / Return Rank
CREEX
FARCX
CREEX vs. FARCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Real Estate Equity Fund (CREEX) and Nuveen Real Estate Securities Fund (FARCX). 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.
| CREEX | FARCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.17 | -0.36 |
| Martin ratioReturn relative to average drawdown | 5.38 | 6.99 | -1.62 |
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Drawdowns
CREEX vs. FARCX - Drawdown Comparison
The maximum CREEX drawdown since its inception was -70.78%, roughly equal to the maximum FARCX drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for CREEX and FARCX.
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Drawdown Indicators
| CREEX | FARCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.78% | -70.62% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.94% | -7.83% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.89% | -17.59% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -31.77% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.42% | -41.05% | -0.37% |
Current DrawdownCurrent decline from peak | -2.85% | -1.50% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -10.44% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.42% | +0.24% |
Volatility
CREEX vs. FARCX - Volatility Comparison
Columbia Real Estate Equity Fund (CREEX) and Nuveen Real Estate Securities Fund (FARCX) have volatilities of 4.82% and 4.93%, 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.
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Volatility by Period
| CREEX | FARCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.93% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 9.96% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 13.57% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 18.38% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 20.20% | +0.50% |
CREEX vs. FARCX - Expense Ratio Comparison
CREEX has a 1.01% expense ratio, which is higher than FARCX's 0.97% expense ratio.
Dividends
CREEX vs. FARCX - Dividend Comparison
CREEX's dividend yield for the trailing twelve months is around 3.83%, less than FARCX's 5.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 3.83% | 6.26% | 10.13% | 32.32% | 5.92% | 6.41% | 7.50% | 12.02% | 8.22% | 14.73% | 4.23% | 8.59% |
FARCX Nuveen Real Estate Securities Fund | 5.09% | 5.77% | 9.34% | 3.30% | 20.25% | 15.12% | 2.89% | 11.46% | 6.19% | 13.43% | 10.99% | 8.24% |
Frequently Asked Questions
With a correlation of 0.97, CREEX and FARCX 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.
FARCX has higher volatility (4.93%) compared to CREEX (4.82%). In terms of maximum drawdown, CREEX dropped -70.78% vs FARCX's -70.62%.
FARCX currently has the higher Sharpe Ratio (1.25 vs 1.01), 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.
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