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FIREX vs. CSRSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIREX and CSRSX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FIREX vs. CSRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Real Estate Fund (FIREX) and Cohen & Steers Realty Shares Fund (CSRSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIREX:

0.35

CSRSX:

0.82

Sortino Ratio

FIREX:

0.55

CSRSX:

1.31

Omega Ratio

FIREX:

1.07

CSRSX:

1.17

Calmar Ratio

FIREX:

0.13

CSRSX:

0.66

Martin Ratio

FIREX:

0.47

CSRSX:

2.83

Ulcer Index

FIREX:

9.26%

CSRSX:

5.53%

Daily Std Dev

FIREX:

13.13%

CSRSX:

17.41%

Max Drawdown

FIREX:

-71.40%

CSRSX:

-77.14%

Current Drawdown

FIREX:

-25.32%

CSRSX:

-10.97%

Returns By Period

In the year-to-date period, FIREX achieves a 11.15% return, which is significantly higher than CSRSX's 3.34% return. Over the past 10 years, FIREX has outperformed CSRSX with an annualized return of 2.70%, while CSRSX has yielded a comparatively lower 1.66% annualized return.


FIREX

YTD

11.15%

1M

9.67%

6M

4.48%

1Y

4.50%

5Y*

1.37%

10Y*

2.70%

CSRSX

YTD

3.34%

1M

6.35%

6M

-3.28%

1Y

14.15%

5Y*

7.52%

10Y*

1.66%

*Annualized

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FIREX vs. CSRSX - Expense Ratio Comparison

FIREX has a 0.95% expense ratio, which is higher than CSRSX's 0.88% expense ratio.


Risk-Adjusted Performance

FIREX vs. CSRSX — Risk-Adjusted Performance Rank

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

FIREX
The Risk-Adjusted Performance Rank of FIREX is 3838
Overall Rank
The Sharpe Ratio Rank of FIREX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FIREX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FIREX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FIREX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FIREX is 3232
Martin Ratio Rank

CSRSX
The Risk-Adjusted Performance Rank of CSRSX is 7676
Overall Rank
The Sharpe Ratio Rank of CSRSX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CSRSX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of CSRSX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of CSRSX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of CSRSX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIREX vs. CSRSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Real Estate Fund (FIREX) and Cohen & Steers Realty Shares Fund (CSRSX). 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.


The current FIREX Sharpe Ratio is 0.35, which is lower than the CSRSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FIREX and CSRSX, 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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Dividends

FIREX vs. CSRSX - Dividend Comparison

FIREX's dividend yield for the trailing twelve months is around 4.74%, more than CSRSX's 2.70% yield.


TTM20242023202220212020201920182017201620152014
FIREX
Fidelity International Real Estate Fund
4.74%5.27%1.86%0.44%3.76%1.77%2.18%1.72%2.09%1.55%4.16%6.23%
CSRSX
Cohen & Steers Realty Shares Fund
2.70%2.78%2.95%3.32%1.59%2.54%2.63%3.89%2.70%3.09%3.84%2.29%

Drawdowns

FIREX vs. CSRSX - Drawdown Comparison

The maximum FIREX drawdown since its inception was -71.40%, smaller than the maximum CSRSX drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for FIREX and CSRSX. For additional features, visit the drawdowns tool.


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Volatility

FIREX vs. CSRSX - Volatility Comparison


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