FRIOX vs. MXREX
Compare and contrast key facts about Fidelity Advisor Real Estate Income Fund Class C (FRIOX) and Great-West Real Estate Index Fund (MXREX).
FRIOX is managed by Fidelity. It was launched on Apr 14, 2010. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
FRIOX vs. MXREX - Performance Comparison
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FRIOX vs. MXREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXREX Great-West Real Estate Index Fund | 2.86% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Returns By Period
In the year-to-date period, FRIOX achieves a -0.25% return, which is significantly lower than MXREX's 2.86% return. Over the past 10 years, FRIOX has outperformed MXREX with an annualized return of 4.26%, while MXREX has yielded a comparatively lower 2.94% annualized return.
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%
MXREX
- 1D
- 0.32%
- 1M
- -7.03%
- YTD
- 2.86%
- 6M
- 1.99%
- 1Y
- 5.16%
- 3Y*
- 7.96%
- 5Y*
- 4.56%
- 10Y*
- 2.94%
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FRIOX vs. MXREX - Expense Ratio Comparison
FRIOX has a 1.72% expense ratio, which is higher than MXREX's 0.70% expense ratio.
Return for Risk
FRIOX vs. MXREX — Risk / Return Rank
FRIOX
MXREX
FRIOX vs. MXREX - 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 Great-West Real Estate Index Fund (MXREX). 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.
| FRIOX | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.38 | +0.33 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.65 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 0.46 | +0.38 |
Martin ratioReturn relative to average drawdown | 3.49 | 2.02 | +1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRIOX | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.38 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.24 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.14 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.18 | +0.48 |
Correlation
The correlation between FRIOX and MXREX is 0.86, 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. MXREX - Dividend Comparison
FRIOX's dividend yield for the trailing twelve months is around 3.69%, more than MXREX's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXREX Great-West Real Estate Index Fund | 2.01% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% | 0.00% | 0.00% |
Drawdowns
FRIOX vs. MXREX - Drawdown Comparison
The maximum FRIOX drawdown since its inception was -34.54%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for FRIOX and MXREX.
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Drawdown Indicators
| FRIOX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.54% | -43.89% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -4.38% | -13.36% | +8.98% |
Max Drawdown (5Y)Largest decline over 5 years | -18.83% | -33.06% | +14.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.54% | -43.89% | +9.35% |
Current DrawdownCurrent decline from peak | -3.18% | -7.44% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -11.77% | +8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 3.03% | -1.98% |
Volatility
FRIOX vs. MXREX - Volatility Comparison
The current volatility for Fidelity Advisor Real Estate Income Fund Class C (FRIOX) is 1.63%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 4.18%. This indicates that FRIOX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRIOX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 4.18% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 9.11% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.92% | 17.87% | -12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.53% | 19.35% | -12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.49% | 21.94% | -12.45% |