FRINX vs. DFITX
FRINX (Fidelity Advisor Real Estate Income Fund Class A) and DFITX (DFA International Real Estate Securities) are both REIT funds. Over the past 10 years, FRINX returned 4.58%/yr vs 1.83%/yr for DFITX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. FRINX charges 0.98%/yr vs 0.27%/yr for DFITX.
Performance
FRINX vs. DFITX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FRINX having a 3.02% return and DFITX slightly higher at 3.17%. Over the past 10 years, FRINX has outperformed DFITX with an annualized return of 4.58%, while DFITX has yielded a comparatively lower 1.83% annualized return.
FRINX
- 1D
- -0.16%
- 1M
- -1.59%
- 6M
- 2.51%
- YTD
- 3.02%
- 1Y
- 5.87%
- 3Y*
- 7.23%
- 5Y*
- 2.63%
- 10Y*
- 4.58%
- ALL TIME*
- 6.21%
DFITX
- 1D
- -1.01%
- 1M
- 3.44%
- 6M
- 0.77%
- YTD
- 3.17%
- 1Y
- 8.84%
- 3Y*
- 8.04%
- 5Y*
- -0.23%
- 10Y*
- 1.83%
- ALL TIME*
- 2.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FRINX vs. DFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRINX Fidelity Advisor Real Estate Income Fund Class A | 3.02% | 6.87% | 7.61% | 9.01% | -14.79% | 18.64% | -1.36% | 17.52% | -1.93% | 6.00% |
DFITX DFA International Real Estate Securities | 3.17% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Correlation
The correlation between FRINX and DFITX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2010 | 0.60 |
The correlation between FRINX and DFITX shifts across timeframes, from 0.51 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FRINX vs. DFITX — Risk / Return Rank
FRINX
DFITX
FRINX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Real Estate Income Fund Class A (FRINX) and DFA International Real Estate Securities (DFITX). 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.
| FRINX | DFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.77 | +0.99 |
| Martin ratioReturn relative to average drawdown | 7.04 | 2.25 | +4.79 |
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Drawdowns
FRINX vs. DFITX - Drawdown Comparison
The maximum FRINX drawdown since its inception was -34.50%, smaller than the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for FRINX and DFITX.
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Drawdown Indicators
| FRINX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -73.49% | +38.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -12.31% | +8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | -18.04% | +11.84% |
Max Drawdown (5Y)Largest decline over 5 years | -18.30% | -34.84% | +16.54% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -45.26% | +10.76% |
Current DrawdownCurrent decline from peak | -1.67% | -3.79% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -18.00% | +14.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 4.20% | -3.34% |
Volatility
FRINX vs. DFITX - Volatility Comparison
The current volatility for Fidelity Advisor Real Estate Income Fund Class A (FRINX) is 1.62%, while DFA International Real Estate Securities (DFITX) has a volatility of 3.00%. This indicates that FRINX experiences smaller price fluctuations and is considered to be less risky than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRINX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 3.00% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 3.53% | 10.28% | -6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 12.35% | -8.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 15.05% | -8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.51% | 16.25% | -6.74% |
FRINX vs. DFITX - Expense Ratio Comparison
FRINX has a 0.98% expense ratio, which is higher than DFITX's 0.27% expense ratio.
Dividends
FRINX vs. DFITX - Dividend Comparison
FRINX's dividend yield for the trailing twelve months is around 3.20%, less than DFITX's 6.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 6.47% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
FRINX Fidelity Advisor Real Estate Income Fund Class A | 3.20% | 4.40% | 4.41% | 4.78% | 5.80% | 1.31% | 4.53% | 5.45% | 4.89% | 4.21% | 4.77% | 3.53% |
Frequently Asked Questions
FRINX and DFITX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFITX has higher volatility (3.00%) compared to FRINX (1.62%). In terms of maximum drawdown, FRINX dropped -34.50% vs DFITX's -73.49%.
FRINX currently has the higher Sharpe Ratio (1.41 vs 0.77), 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.
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