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FIREX vs. VNQI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIREX vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Real Estate Fund (FIREX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

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FIREX vs. VNQI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIREX
Fidelity International Real Estate Fund
-1.98%22.85%-9.46%4.01%-26.61%11.85%5.71%27.96%-6.15%24.61%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
-2.23%21.38%-2.22%6.99%-22.94%5.93%-7.22%21.59%-9.44%26.91%

Returns By Period

In the year-to-date period, FIREX achieves a -1.98% return, which is significantly higher than VNQI's -2.23% return. Over the past 10 years, FIREX has outperformed VNQI with an annualized return of 3.74%, while VNQI has yielded a comparatively lower 2.56% annualized return.


FIREX

1D
1.37%
1M
-6.74%
YTD
-1.98%
6M
0.50%
1Y
16.10%
3Y*
4.31%
5Y*
-1.76%
10Y*
3.74%

VNQI

1D
-0.29%
1M
-7.28%
YTD
-2.23%
6M
-1.45%
1Y
15.05%
3Y*
7.76%
5Y*
-0.35%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIREX vs. VNQI - Expense Ratio Comparison

FIREX has a 0.95% expense ratio, which is higher than VNQI's 0.12% expense ratio.


Return for Risk

FIREX vs. VNQI — Risk / Return Rank

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

FIREX
FIREX Risk / Return Rank: 4747
Overall Rank
FIREX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FIREX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FIREX Omega Ratio Rank: 5050
Omega Ratio Rank
FIREX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIREX Martin Ratio Rank: 3838
Martin Ratio Rank

VNQI
VNQI Risk / Return Rank: 4646
Overall Rank
VNQI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VNQI Sortino Ratio Rank: 5353
Sortino Ratio Rank
VNQI Omega Ratio Rank: 5151
Omega Ratio Rank
VNQI Calmar Ratio Rank: 3333
Calmar Ratio Rank
VNQI Martin Ratio Rank: 4040
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. VNQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Real Estate Fund (FIREX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.


FIREXVNQIDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.05

+0.18

Sortino ratio

Return per unit of downside risk

1.70

1.50

+0.19

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.21

1.05

+0.16

Martin ratio

Return relative to average drawdown

5.00

4.47

+0.53

FIREX vs. VNQI - Sharpe Ratio Comparison

The current FIREX Sharpe Ratio is 1.23, which is comparable to the VNQI Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FIREX and VNQI, 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


FIREXVNQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.05

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.02

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.16

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.20

+0.05

Correlation

The correlation between FIREX and VNQI is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIREX vs. VNQI - Dividend Comparison

FIREX's dividend yield for the trailing twelve months is around 3.03%, less than VNQI's 4.81% yield.


TTM20252024202320222021202020192018201720162015
FIREX
Fidelity International Real Estate Fund
3.03%2.97%5.27%1.86%4.44%5.44%1.77%5.10%2.01%1.46%4.14%2.87%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.81%4.70%5.16%3.74%0.57%6.48%0.93%7.58%4.62%3.86%5.18%2.86%

Drawdowns

FIREX vs. VNQI - Drawdown Comparison

The maximum FIREX drawdown since its inception was -71.40%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for FIREX and VNQI.


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Drawdown Indicators


FIREXVNQIDifference

Max Drawdown

Largest peak-to-trough decline

-71.40%

-38.35%

-33.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-14.78%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-37.14%

-35.75%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.14%

-38.35%

+1.21%

Current Drawdown

Current decline from peak

-19.09%

-11.70%

-7.39%

Average Drawdown

Average peak-to-trough decline

-18.74%

-10.92%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.48%

-0.16%

Volatility

FIREX vs. VNQI - Volatility Comparison

The current volatility for Fidelity International Real Estate Fund (FIREX) is 5.53%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 6.27%. This indicates that FIREX experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIREXVNQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

6.27%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

9.56%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

14.37%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

15.28%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

15.96%

-2.27%