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FIRIX vs. IRFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIRIX vs. IRFIX - Performance Comparison

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

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FIRIX vs. IRFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIRIX
Fidelity Advisor International Real Estate Fund Class I
-5.03%22.73%-9.43%4.07%-26.55%11.87%5.82%28.09%-6.12%26.95%
IRFIX
Cohen & Steers International Realty Fund
-4.81%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%

Returns By Period

The year-to-date returns for both investments are quite close, with FIRIX having a -5.03% return and IRFIX slightly higher at -4.81%. Over the past 10 years, FIRIX has outperformed IRFIX with an annualized return of 3.64%, while IRFIX has yielded a comparatively lower 2.52% annualized return.


FIRIX

1D
0.20%
1M
-13.64%
YTD
-5.03%
6M
-2.99%
1Y
12.98%
3Y*
3.22%
5Y*
-2.20%
10Y*
3.64%

IRFIX

1D
0.46%
1M
-14.45%
YTD
-4.81%
6M
-3.48%
1Y
14.38%
3Y*
3.81%
5Y*
-2.16%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIRIX vs. IRFIX - Expense Ratio Comparison

FIRIX has a 0.92% expense ratio, which is lower than IRFIX's 1.00% expense ratio.


Return for Risk

FIRIX vs. IRFIX — Risk / Return Rank

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

FIRIX
FIRIX Risk / Return Rank: 4040
Overall Rank
FIRIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FIRIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FIRIX Omega Ratio Rank: 4040
Omega Ratio Rank
FIRIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FIRIX Martin Ratio Rank: 3636
Martin Ratio Rank

IRFIX
IRFIX Risk / Return Rank: 4242
Overall Rank
IRFIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 4242
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 3737
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.

FIRIX vs. IRFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Real Estate Fund Class I (FIRIX) and Cohen & Steers International Realty Fund (IRFIX). 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.


FIRIXIRFIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.99

-0.03

Sortino ratio

Return per unit of downside risk

1.35

1.37

-0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

0.89

0.86

+0.03

Martin ratio

Return relative to average drawdown

3.90

3.90

0.00

FIRIX vs. IRFIX - Sharpe Ratio Comparison

The current FIRIX Sharpe Ratio is 0.96, which is comparable to the IRFIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FIRIX and IRFIX, 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


FIRIXIRFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.99

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.14

-0.02

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

0.12

0.18

-0.05

Correlation

The correlation between FIRIX and IRFIX is 0.93, 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

FIRIX vs. IRFIX - Dividend Comparison

FIRIX's dividend yield for the trailing twelve months is around 3.15%, less than IRFIX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
FIRIX
Fidelity Advisor International Real Estate Fund Class I
3.15%2.99%5.16%1.90%4.41%5.49%1.84%5.15%2.10%3.41%4.27%3.09%
IRFIX
Cohen & Steers International Realty Fund
6.48%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%

Drawdowns

FIRIX vs. IRFIX - Drawdown Comparison

The maximum FIRIX drawdown since its inception was -71.41%, roughly equal to the maximum IRFIX drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for FIRIX and IRFIX.


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Drawdown Indicators


FIRIXIRFIXDifference

Max Drawdown

Largest peak-to-trough decline

-71.41%

-70.13%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-14.85%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-38.41%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-37.07%

-39.51%

+2.44%

Current Drawdown

Current decline from peak

-21.56%

-20.71%

-0.85%

Average Drawdown

Average peak-to-trough decline

-20.00%

-18.69%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.29%

-0.12%

Volatility

FIRIX vs. IRFIX - Volatility Comparison

Fidelity Advisor International Real Estate Fund Class I (FIRIX) and Cohen & Steers International Realty Fund (IRFIX) have volatilities of 5.19% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIRIXIRFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.06%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

9.13%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.91%

13.55%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

15.12%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.67%

15.59%

-1.92%