CREEX vs. REIPX
CREEX (Columbia Real Estate Equity Fund) and REIPX (T. Rowe Price Real Estate Fund Class I) are both REIT funds. Over the past 10 years, CREEX returned 5.89%/yr vs 12.36%/yr for REIPX. A 0.59 correlation means they provide meaningful diversification when combined. CREEX charges 1.01%/yr vs 0.65%/yr for REIPX.
Performance
CREEX vs. REIPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CREEX having a 13.56% return and REIPX slightly higher at 13.66%. Over the past 10 years, CREEX has underperformed REIPX with an annualized return of 5.89%, while REIPX has yielded a comparatively higher 12.36% annualized return.
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%
REIPX
- 1D
- 0.11%
- 1M
- 1.49%
- YTD
- 13.66%
- 6M
- 13.30%
- 1Y
- 24.53%
- 3Y*
- 17.14%
- 5Y*
- 10.70%
- 10Y*
- 12.36%
CREEX vs. REIPX - 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% |
REIPX T. Rowe Price Real Estate Fund Class I | 13.66% | 14.74% | 11.96% | 9.84% | -3.09% | 25.70% | 1.40% | 33.77% | -9.20% | 15.57% |
Correlation
The correlation between CREEX and REIPX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.59 |
The correlation between CREEX and REIPX shifts across timeframes, from 0.58 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CREEX vs. REIPX — Risk / Return Rank
CREEX
REIPX
CREEX vs. REIPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Real Estate Equity Fund (CREEX) and T. Rowe Price Real Estate Fund Class I (REIPX). 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 | REIPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.49 | -1.69 |
| Martin ratioReturn relative to average drawdown | 5.38 | 12.98 | -7.61 |
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Drawdowns
CREEX vs. REIPX - Drawdown Comparison
The maximum CREEX drawdown since its inception was -70.78%, which is greater than REIPX's maximum drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for CREEX and REIPX.
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Drawdown Indicators
| CREEX | REIPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.78% | -39.69% | -31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.94% | -7.31% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.89% | -14.32% | -5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -18.02% | -13.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.42% | -39.69% | -1.73% |
Current DrawdownCurrent decline from peak | -2.85% | -0.55% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -4.39% | -6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.96% | +0.70% |
Volatility
CREEX vs. REIPX - Volatility Comparison
Columbia Real Estate Equity Fund (CREEX) has a higher volatility of 4.82% compared to T. Rowe Price Real Estate Fund Class I (REIPX) at 3.60%. This indicates that CREEX's price experiences larger fluctuations and is considered to be riskier than REIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CREEX | REIPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.60% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 8.39% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 11.02% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 14.91% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 17.85% | +2.85% |
CREEX vs. REIPX - Expense Ratio Comparison
CREEX has a 1.01% expense ratio, which is higher than REIPX's 0.65% expense ratio.
Dividends
CREEX vs. REIPX - Dividend Comparison
CREEX's dividend yield for the trailing twelve months is around 3.83%, more than REIPX's 2.50% 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% |
REIPX T. Rowe Price Real Estate Fund Class I | 2.50% | 2.87% | 9.05% | 6.30% | 6.86% | 8.89% | 3.65% | 12.62% | 11.53% | 9.03% | 7.88% | 0.00% |
Frequently Asked Questions
CREEX and REIPX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CREEX has higher volatility (4.82%) compared to REIPX (3.60%). In terms of maximum drawdown, CREEX dropped -70.78% vs REIPX's -39.69%.
REIPX currently has the higher Sharpe Ratio (2.32 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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