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FRIOX vs. GRIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRIOX vs. GRIFX - Performance Comparison

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

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FRIOX vs. GRIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRIOX
Fidelity Advisor Real Estate Income Fund Class C
-0.25%6.06%6.79%8.31%-15.51%17.80%-2.13%16.74%-2.56%5.39%
GRIFX
Apollo Diversified Real Estate Fund Class I
1.48%1.14%3.78%-3.05%-1.17%22.08%-2.69%8.38%4.97%6.73%

Returns By Period

In the year-to-date period, FRIOX achieves a -0.25% return, which is significantly lower than GRIFX's 1.48% return. Both investments have delivered pretty close results over the past 10 years, with FRIOX having a 4.26% annualized return and GRIFX not far ahead at 4.44%.


FRIOX

1D
0.34%
1M
-3.18%
YTD
-0.25%
6M
0.45%
1Y
3.31%
3Y*
6.28%
5Y*
2.84%
10Y*
4.26%

GRIFX

1D
0.12%
1M
-1.43%
YTD
1.48%
6M
1.19%
1Y
2.70%
3Y*
1.42%
5Y*
3.78%
10Y*
4.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRIOX vs. GRIFX - Expense Ratio Comparison

FRIOX has a 1.72% expense ratio, which is lower than GRIFX's 2.23% expense ratio.


Return for Risk

FRIOX vs. GRIFX — Risk / Return Rank

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

FRIOX
FRIOX Risk / Return Rank: 2727
Overall Rank
FRIOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FRIOX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FRIOX Omega Ratio Rank: 2323
Omega Ratio Rank
FRIOX Calmar Ratio Rank: 2828
Calmar Ratio Rank
FRIOX Martin Ratio Rank: 3232
Martin Ratio Rank

GRIFX
GRIFX Risk / Return Rank: 2424
Overall Rank
GRIFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GRIFX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GRIFX Omega Ratio Rank: 2020
Omega Ratio Rank
GRIFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GRIFX Martin Ratio Rank: 2929
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.

FRIOX vs. GRIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Real Estate Income Fund Class C (FRIOX) and Apollo Diversified Real Estate Fund Class I (GRIFX). 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.


FRIOXGRIFXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.64

+0.07

Sortino ratio

Return per unit of downside risk

0.95

0.93

+0.03

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

0.84

0.74

+0.10

Martin ratio

Return relative to average drawdown

3.49

3.24

+0.25

FRIOX vs. GRIFX - Sharpe Ratio Comparison

The current FRIOX Sharpe Ratio is 0.71, which is comparable to the GRIFX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FRIOX and GRIFX, 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


FRIOXGRIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.64

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.68

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.96

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.01

-0.35

Correlation

The correlation between FRIOX and GRIFX is 0.81, 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

FRIOX vs. GRIFX - Dividend Comparison

FRIOX's dividend yield for the trailing twelve months is around 3.69%, less than GRIFX's 5.30% yield.


TTM20252024202320222021202020192018201720162015
FRIOX
Fidelity Advisor Real Estate Income Fund Class C
3.69%3.68%3.68%4.09%5.00%1.02%3.92%4.76%4.46%3.69%4.05%3.11%
GRIFX
Apollo Diversified Real Estate Fund Class I
5.30%5.37%5.27%5.46%4.14%3.67%5.26%5.27%5.29%5.22%5.27%2.62%

Drawdowns

FRIOX vs. GRIFX - Drawdown Comparison

The maximum FRIOX drawdown since its inception was -34.54%, which is greater than GRIFX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for FRIOX and GRIFX.


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Drawdown Indicators


FRIOXGRIFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.54%

-14.29%

-20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-4.38%

-3.61%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.83%

-14.29%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.54%

-14.29%

-20.25%

Current Drawdown

Current decline from peak

-3.18%

-4.25%

+1.07%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.38%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.82%

+0.23%

Volatility

FRIOX vs. GRIFX - Volatility Comparison

Fidelity Advisor Real Estate Income Fund Class C (FRIOX) has a higher volatility of 1.63% compared to Apollo Diversified Real Estate Fund Class I (GRIFX) at 0.83%. This indicates that FRIOX's price experiences larger fluctuations and is considered to be riskier than GRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRIOXGRIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

0.83%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.47%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

4.59%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.53%

5.56%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.49%

4.62%

+4.87%