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FRESX vs. NRFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRESX vs. NRFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Investment Portfolio (FRESX) and Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX). The values are adjusted to include any dividend payments, if applicable.

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FRESX vs. NRFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRESX
Fidelity Real Estate Investment Portfolio
3.33%2.54%5.87%10.82%-24.36%42.34%-7.93%25.22%-4.48%4.28%
NRFYX
Natixis Funds Trust IV AEW Global Focused Real Estate Fund
1.60%7.51%1.47%13.42%-25.75%28.33%-5.50%24.32%-4.52%3.78%

Returns By Period

In the year-to-date period, FRESX achieves a 3.33% return, which is significantly higher than NRFYX's 1.60% return. Over the past 10 years, FRESX has outperformed NRFYX with an annualized return of 4.56%, while NRFYX has yielded a comparatively lower 3.45% annualized return.


FRESX

1D
1.43%
1M
-6.17%
YTD
3.33%
6M
2.45%
1Y
2.35%
3Y*
6.43%
5Y*
4.05%
10Y*
4.56%

NRFYX

1D
1.79%
1M
-8.16%
YTD
1.60%
6M
0.49%
1Y
8.13%
3Y*
7.25%
5Y*
2.23%
10Y*
3.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRESX vs. NRFYX - Expense Ratio Comparison

FRESX has a 0.71% expense ratio, which is lower than NRFYX's 0.90% expense ratio.


Return for Risk

FRESX vs. NRFYX — Risk / Return Rank

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

FRESX
FRESX Risk / Return Rank: 99
Overall Rank
FRESX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FRESX Sortino Ratio Rank: 77
Sortino Ratio Rank
FRESX Omega Ratio Rank: 77
Omega Ratio Rank
FRESX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FRESX Martin Ratio Rank: 1212
Martin Ratio Rank

NRFYX
NRFYX Risk / Return Rank: 1717
Overall Rank
NRFYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NRFYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NRFYX Omega Ratio Rank: 1717
Omega Ratio Rank
NRFYX Calmar Ratio Rank: 1212
Calmar Ratio Rank
NRFYX Martin Ratio Rank: 1515
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.

FRESX vs. NRFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment Portfolio (FRESX) and Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX). 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.


FRESXNRFYXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.63

-0.47

Sortino ratio

Return per unit of downside risk

0.32

0.99

-0.67

Omega ratio

Gain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratio

Return relative to maximum drawdown

0.28

0.52

-0.25

Martin ratio

Return relative to average drawdown

1.07

2.18

-1.11

FRESX vs. NRFYX - Sharpe Ratio Comparison

The current FRESX Sharpe Ratio is 0.15, which is lower than the NRFYX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FRESX and NRFYX, 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


FRESXNRFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.63

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.13

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.19

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.32

+0.06

Correlation

The correlation between FRESX and NRFYX is 0.96, 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

FRESX vs. NRFYX - Dividend Comparison

FRESX's dividend yield for the trailing twelve months is around 4.49%, more than NRFYX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
FRESX
Fidelity Real Estate Investment Portfolio
4.49%4.64%5.58%6.95%10.16%3.70%4.77%6.91%4.23%4.00%4.90%6.09%
NRFYX
Natixis Funds Trust IV AEW Global Focused Real Estate Fund
3.20%2.24%4.51%2.66%3.05%5.98%3.81%17.61%10.05%10.64%11.02%9.66%

Drawdowns

FRESX vs. NRFYX - Drawdown Comparison

The maximum FRESX drawdown since its inception was -76.34%, roughly equal to the maximum NRFYX drawdown of -73.64%. Use the drawdown chart below to compare losses from any high point for FRESX and NRFYX.


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Drawdown Indicators


FRESXNRFYXDifference

Max Drawdown

Largest peak-to-trough decline

-76.34%

-73.64%

-2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-11.01%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.13%

-33.95%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.93%

-40.31%

-0.62%

Current Drawdown

Current decline from peak

-6.17%

-8.16%

+1.99%

Average Drawdown

Average peak-to-trough decline

-11.16%

-12.54%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.46%

-0.31%

Volatility

FRESX vs. NRFYX - Volatility Comparison

The current volatility for Fidelity Real Estate Investment Portfolio (FRESX) is 4.32%, while Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) has a volatility of 4.93%. This indicates that FRESX experiences smaller price fluctuations and is considered to be less risky than NRFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRESXNRFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.93%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

9.15%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

16.63%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

17.29%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

18.38%

+2.19%