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FIREX vs. FREL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIREX vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Real Estate Fund (FIREX) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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FIREX vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIREX
Fidelity International Real Estate Fund
-5.10%22.85%-9.46%4.01%-26.61%11.85%5.71%27.96%-6.15%24.61%
FREL
Fidelity MSCI Real Estate Index ETF
0.98%3.09%5.05%11.74%-26.21%40.46%-4.99%28.78%-4.52%8.86%

Returns By Period

In the year-to-date period, FIREX achieves a -5.10% return, which is significantly lower than FREL's 0.98% return. Over the past 10 years, FIREX has underperformed FREL with an annualized return of 3.40%, while FREL has yielded a comparatively higher 5.16% annualized return.


FIREX

1D
0.10%
1M
-13.66%
YTD
-5.10%
6M
-3.06%
1Y
12.90%
3Y*
3.20%
5Y*
-2.23%
10Y*
3.40%

FREL

1D
1.43%
1M
-6.56%
YTD
0.98%
6M
-1.57%
1Y
1.45%
3Y*
6.30%
5Y*
2.68%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIREX vs. FREL - Expense Ratio Comparison

FIREX has a 0.95% expense ratio, which is higher than FREL's 0.08% expense ratio.


Return for Risk

FIREX vs. FREL — Risk / Return Rank

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

FIREX
FIREX Risk / Return Rank: 4242
Overall Rank
FIREX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FIREX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FIREX Omega Ratio Rank: 4343
Omega Ratio Rank
FIREX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FIREX Martin Ratio Rank: 3737
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 1616
Overall Rank
FREL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 1414
Sortino Ratio Rank
FREL Omega Ratio Rank: 1414
Omega Ratio Rank
FREL Calmar Ratio Rank: 1717
Calmar Ratio Rank
FREL Martin Ratio Rank: 1818
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.

FIREX vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Real Estate Fund (FIREX) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


FIREXFRELDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.09

+0.87

Sortino ratio

Return per unit of downside risk

1.34

0.24

+1.11

Omega ratio

Gain probability vs. loss probability

1.19

1.03

+0.15

Calmar ratio

Return relative to maximum drawdown

0.89

0.20

+0.70

Martin ratio

Return relative to average drawdown

3.89

0.77

+3.12

FIREX vs. FREL - Sharpe Ratio Comparison

The current FIREX Sharpe Ratio is 0.96, which is higher than the FREL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FIREX and FREL, 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


FIREXFRELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.09

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.14

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.25

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.23

+0.02

Correlation

The correlation between FIREX and FREL is 0.52, 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.


Dividends

FIREX vs. FREL - Dividend Comparison

FIREX's dividend yield for the trailing twelve months is around 3.12%, less than FREL's 3.56% yield.


TTM20252024202320222021202020192018201720162015
FIREX
Fidelity International Real Estate Fund
3.12%2.97%5.27%1.86%4.44%5.44%1.77%5.10%2.01%1.46%4.14%2.87%
FREL
Fidelity MSCI Real Estate Index ETF
3.56%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Drawdowns

FIREX vs. FREL - Drawdown Comparison

The maximum FIREX drawdown since its inception was -71.40%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FIREX and FREL.


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Drawdown Indicators


FIREXFRELDifference

Max Drawdown

Largest peak-to-trough decline

-71.40%

-42.61%

-28.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-12.42%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-37.14%

-34.40%

-2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-37.14%

-42.61%

+5.47%

Current Drawdown

Current decline from peak

-21.66%

-9.83%

-11.83%

Average Drawdown

Average peak-to-trough decline

-18.74%

-10.05%

-8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.19%

-0.03%

Volatility

FIREX vs. FREL - Volatility Comparison

Fidelity International Real Estate Fund (FIREX) has a higher volatility of 5.23% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.55%. This indicates that FIREX's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIREXFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

4.55%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

9.29%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

16.41%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

18.85%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.68%

20.67%

-6.99%