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FRIFX vs. KBWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FRIFX vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Income Fund (FRIFX) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
7.94%
16.74%
FRIFX
KBWY

Returns By Period

In the year-to-date period, FRIFX achieves a 8.88% return, which is significantly higher than KBWY's 3.93% return. Over the past 10 years, FRIFX has outperformed KBWY with an annualized return of 5.61%, while KBWY has yielded a comparatively lower 1.87% annualized return.


FRIFX

YTD

8.88%

1M

-0.49%

6M

7.29%

1Y

15.62%

5Y (annualized)

3.97%

10Y (annualized)

5.61%

KBWY

YTD

3.93%

1M

-4.97%

6M

14.17%

1Y

19.33%

5Y (annualized)

-0.93%

10Y (annualized)

1.87%

Key characteristics


FRIFXKBWY
Sharpe Ratio2.900.86
Sortino Ratio4.231.32
Omega Ratio1.581.17
Calmar Ratio1.290.61
Martin Ratio16.712.01
Ulcer Index0.93%8.74%
Daily Std Dev5.34%20.44%
Max Drawdown-39.77%-57.68%
Current Drawdown-1.63%-13.34%

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FRIFX vs. KBWY - Expense Ratio Comparison

FRIFX has a 0.71% expense ratio, which is higher than KBWY's 0.35% expense ratio.


FRIFX
Fidelity Real Estate Income Fund
Expense ratio chart for FRIFX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for KBWY: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.8

The correlation between FRIFX and KBWY is 0.79, 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.

Risk-Adjusted Performance

FRIFX vs. KBWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Income Fund (FRIFX) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


Sharpe ratio
The chart of Sharpe ratio for FRIFX, currently valued at 2.90, compared to the broader market-1.000.001.002.003.004.005.002.900.86
The chart of Sortino ratio for FRIFX, currently valued at 4.23, compared to the broader market0.005.0010.004.231.32
The chart of Omega ratio for FRIFX, currently valued at 1.58, compared to the broader market1.002.003.004.001.581.17
The chart of Calmar ratio for FRIFX, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.0025.001.290.61
The chart of Martin ratio for FRIFX, currently valued at 16.71, compared to the broader market0.0020.0040.0060.0080.00100.0016.712.01
FRIFX
KBWY

The current FRIFX Sharpe Ratio is 2.90, which is higher than the KBWY Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FRIFX and KBWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.90
0.86
FRIFX
KBWY

Dividends

FRIFX vs. KBWY - Dividend Comparison

FRIFX's dividend yield for the trailing twelve months is around 4.56%, less than KBWY's 8.08% yield.


TTM20232022202120202019201820172016201520142013
FRIFX
Fidelity Real Estate Income Fund
4.56%4.99%4.10%1.33%4.77%4.38%4.47%4.37%4.30%6.32%7.55%10.31%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.08%7.90%7.41%5.06%10.35%6.19%8.64%7.25%6.55%5.72%4.57%4.85%

Drawdowns

FRIFX vs. KBWY - Drawdown Comparison

The maximum FRIFX drawdown since its inception was -39.77%, smaller than the maximum KBWY drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for FRIFX and KBWY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.63%
-13.34%
FRIFX
KBWY

Volatility

FRIFX vs. KBWY - Volatility Comparison

The current volatility for Fidelity Real Estate Income Fund (FRIFX) is 1.44%, while Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a volatility of 4.28%. This indicates that FRIFX experiences smaller price fluctuations and is considered to be less risky than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
1.44%
4.28%
FRIFX
KBWY