PortfoliosLab logoPortfoliosLab logo
CREMX vs. FSRNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CREMX vs. FSRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Redwood Real Estate Income Fund (CREMX) and Fidelity Real Estate Index Fund (FSRNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CREMX vs. FSRNX - Yearly Performance Comparison


2026 (YTD)202520242023
CREMX
Redwood Real Estate Income Fund
1.84%7.72%8.09%1.95%
FSRNX
Fidelity Real Estate Index Fund
-0.56%3.03%4.99%10.73%

Returns By Period

In the year-to-date period, CREMX achieves a 1.84% return, which is significantly higher than FSRNX's -0.56% return.


CREMX

1D
0.04%
1M
0.52%
YTD
1.84%
6M
3.80%
1Y
7.64%
3Y*
5Y*
10Y*

FSRNX

1D
0.44%
1M
-7.86%
YTD
-0.56%
6M
-3.07%
1Y
-0.02%
3Y*
5.74%
5Y*
2.79%
10Y*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CREMX vs. FSRNX - Expense Ratio Comparison

CREMX has a 5.16% expense ratio, which is higher than FSRNX's 0.07% expense ratio.


Return for Risk

CREMX vs. FSRNX — Risk / Return Rank

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

CREMX
CREMX Risk / Return Rank: 100100
Overall Rank
CREMX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CREMX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CREMX Omega Ratio Rank: 100100
Omega Ratio Rank
CREMX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CREMX Martin Ratio Rank: 100100
Martin Ratio Rank

FSRNX
FSRNX Risk / Return Rank: 77
Overall Rank
FSRNX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSRNX Sortino Ratio Rank: 66
Sortino Ratio Rank
FSRNX Omega Ratio Rank: 66
Omega Ratio Rank
FSRNX Calmar Ratio Rank: 77
Calmar Ratio Rank
FSRNX Martin Ratio Rank: 88
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.

CREMX vs. FSRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwood Real Estate Income Fund (CREMX) and Fidelity Real Estate Index Fund (FSRNX). 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.


CREMXFSRNXDifference

Sharpe ratio

Return per unit of total volatility

10.81

0.05

+10.75

Sortino ratio

Return per unit of downside risk

14.46

0.19

+14.27

Omega ratio

Gain probability vs. loss probability

13.62

1.03

+12.59

Calmar ratio

Return relative to maximum drawdown

16.19

0.06

+16.12

Martin ratio

Return relative to average drawdown

101.79

0.24

+101.55

CREMX vs. FSRNX - Sharpe Ratio Comparison

The current CREMX Sharpe Ratio is 10.81, which is higher than the FSRNX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of CREMX and FSRNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CREMXFSRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.81

0.05

+10.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

8.81

0.32

+8.49

Correlation

The correlation between CREMX and FSRNX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CREMX vs. FSRNX - Dividend Comparison

CREMX's dividend yield for the trailing twelve months is around 6.66%, more than FSRNX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
CREMX
Redwood Real Estate Income Fund
6.66%7.38%7.64%1.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSRNX
Fidelity Real Estate Index Fund
2.79%2.77%2.86%2.84%2.66%1.25%3.33%4.52%3.62%2.27%3.40%2.57%

Drawdowns

CREMX vs. FSRNX - Drawdown Comparison

The maximum CREMX drawdown since its inception was -0.71%, smaller than the maximum FSRNX drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for CREMX and FSRNX.


Loading graphics...

Drawdown Indicators


CREMXFSRNXDifference

Max Drawdown

Largest peak-to-trough decline

-0.71%

-44.26%

+43.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-12.45%

+12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-34.27%

Max Drawdown (10Y)

Largest decline over 10 years

-44.26%

Current Drawdown

Current decline from peak

0.00%

-11.07%

+11.07%

Average Drawdown

Average peak-to-trough decline

-0.02%

-9.77%

+9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

3.18%

-3.10%

Volatility

CREMX vs. FSRNX - Volatility Comparison

The current volatility for Redwood Real Estate Income Fund (CREMX) is 0.11%, while Fidelity Real Estate Index Fund (FSRNX) has a volatility of 4.21%. This indicates that CREMX experiences smaller price fluctuations and is considered to be less risky than FSRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CREMXFSRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

4.21%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.29%

9.20%

-8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

0.67%

16.38%

-15.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.89%

18.89%

-18.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.89%

21.41%

-20.52%