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FRIFX vs. FIKMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIFX vs. FIKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Income Fund (FRIFX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FRIFX having a 3.88% return and FIKMX slightly lower at 3.85%.


FRIFX

1D
0.00%
1M
0.00%
YTD
3.88%
6M
4.14%
1Y
7.77%
3Y*
8.36%
5Y*
3.57%
10Y*
5.31%

FIKMX

1D
0.00%
1M
-0.00%
YTD
3.85%
6M
4.19%
1Y
7.82%
3Y*
8.47%
5Y*
3.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRIFX vs. FIKMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FRIFX
Fidelity Real Estate Income Fund
3.88%7.16%7.93%9.32%-14.54%18.90%-1.09%17.92%-1.76%
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
3.85%7.29%8.03%9.51%-14.48%19.04%-0.98%18.04%-1.71%

Correlation

The correlation between FRIFX and FIKMX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

0.99

The correlation between FRIFX and FIKMX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

FRIFX vs. FIKMX — Risk / Return Rank

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

FRIFX
FRIFX Risk / Return Rank: 4747
Overall Rank
FRIFX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FRIFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FRIFX Omega Ratio Rank: 4848
Omega Ratio Rank
FRIFX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FRIFX Martin Ratio Rank: 5353
Martin Ratio Rank

FIKMX
FIKMX Risk / Return Rank: 4949
Overall Rank
FIKMX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FIKMX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FIKMX Omega Ratio Rank: 5151
Omega Ratio Rank
FIKMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FIKMX Martin Ratio Rank: 5252
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.

FRIFX vs. FIKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Income Fund (FRIFX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRIFXFIKMXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.31

2.31

0.00

Martin ratioReturn relative to average drawdown

10.13

10.03

+0.10

FRIFX vs. FIKMX - Sharpe Ratio Comparison

The current FRIFX Sharpe Ratio is 1.89, which is comparable to the FIKMX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FRIFX and FIKMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRIFX vs. FIKMX - Drawdown Comparison

The maximum FRIFX drawdown since its inception was -38.27%, which is greater than FIKMX's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for FRIFX and FIKMX.


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Drawdown Indicators


FRIFXFIKMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.27%

-34.49%

-3.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-3.43%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-7.16%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.12%

-18.04%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-0.63%

-0.64%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.25%

-5.12%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.79%

-0.01%

Volatility

FRIFX vs. FIKMX - Volatility Comparison

Fidelity Real Estate Income Fund (FRIFX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) have volatilities of 1.34% and 1.33%, 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


FRIFXFIKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.33%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

3.23%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

4.14%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

6.49%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.47%

10.56%

-1.09%

FRIFX vs. FIKMX - Expense Ratio Comparison

FRIFX has a 0.71% expense ratio, which is higher than FIKMX's 0.59% expense ratio.


Dividends

FRIFX vs. FIKMX - Dividend Comparison

FRIFX's dividend yield for the trailing twelve months is around 4.55%, less than FIKMX's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
4.66%4.80%4.81%5.15%6.24%1.59%4.90%5.82%2.31%0.00%0.00%0.00%
FRIFX
Fidelity Real Estate Income Fund
4.55%4.69%4.65%4.99%6.04%1.47%4.77%5.68%5.08%4.40%4.98%3.65%

Frequently Asked Questions


With a correlation of 0.98, FRIFX and FIKMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FRIFX has higher volatility (1.34%) compared to FIKMX (1.33%). In terms of maximum drawdown, FRIFX dropped -38.27% vs FIKMX's -34.49%.

FIKMX currently has the higher Sharpe Ratio (1.92 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FRIFX and FIKMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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