PortfoliosLab logoPortfoliosLab logo
FRIRX vs. CSSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRIRX vs. CSSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Real Estate Income Fund Class I (FRIRX) and Cohen & Steers Global Realty Shares, Inc. (CSSPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FRIRX vs. CSSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
0.00%7.10%7.89%9.36%-14.59%18.98%-1.08%17.89%-1.81%6.23%
CSSPX
Cohen & Steers Global Realty Shares, Inc.
-0.28%10.61%0.84%10.75%-25.08%26.46%-2.35%24.80%-3.86%12.95%

Returns By Period

Over the past 10 years, FRIRX has outperformed CSSPX with an annualized return of 5.26%, while CSSPX has yielded a comparatively lower 4.51% annualized return.


FRIRX

1D
0.33%
1M
-3.11%
YTD
0.00%
6M
0.98%
1Y
4.37%
3Y*
7.38%
5Y*
3.90%
10Y*
5.26%

CSSPX

1D
0.30%
1M
-9.79%
YTD
-0.28%
6M
-0.90%
1Y
8.52%
3Y*
6.71%
5Y*
2.06%
10Y*
4.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FRIRX vs. CSSPX - Expense Ratio Comparison

FRIRX has a 0.71% expense ratio, which is lower than CSSPX's 0.90% expense ratio.


Return for Risk

FRIRX vs. CSSPX — Risk / Return Rank

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

FRIRX
FRIRX Risk / Return Rank: 4343
Overall Rank
FRIRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FRIRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FRIRX Omega Ratio Rank: 4040
Omega Ratio Rank
FRIRX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FRIRX Martin Ratio Rank: 4646
Martin Ratio Rank

CSSPX
CSSPX Risk / Return Rank: 2727
Overall Rank
CSSPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSSPX Sortino Ratio Rank: 2525
Sortino Ratio Rank
CSSPX Omega Ratio Rank: 2424
Omega Ratio Rank
CSSPX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CSSPX Martin Ratio Rank: 3030
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.

FRIRX vs. CSSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Real Estate Income Fund Class I (FRIRX) and Cohen & Steers Global Realty Shares, Inc. (CSSPX). 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.


FRIRXCSSPXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.63

+0.28

Sortino ratio

Return per unit of downside risk

1.21

0.94

+0.27

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

1.10

0.80

+0.29

Martin ratio

Return relative to average drawdown

4.66

3.16

+1.49

FRIRX vs. CSSPX - Sharpe Ratio Comparison

The current FRIRX Sharpe Ratio is 0.91, which is higher than the CSSPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FRIRX and CSSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FRIRXCSSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.63

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.13

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.27

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.33

+0.46

Correlation

The correlation between FRIRX and CSSPX is 0.85, 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

FRIRX vs. CSSPX - Dividend Comparison

FRIRX's dividend yield for the trailing twelve months is around 4.62%, more than CSSPX's 3.47% yield.


TTM20252024202320222021202020192018201720162015
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
4.62%4.62%4.68%5.01%6.08%1.48%4.80%5.70%5.10%4.43%5.05%3.69%
CSSPX
Cohen & Steers Global Realty Shares, Inc.
3.47%3.46%2.78%2.85%3.02%3.21%2.41%8.61%3.95%2.79%6.89%2.68%

Drawdowns

FRIRX vs. CSSPX - Drawdown Comparison

The maximum FRIRX drawdown since its inception was -34.50%, smaller than the maximum CSSPX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for FRIRX and CSSPX.


Loading graphics...

Drawdown Indicators


FRIRXCSSPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-40.47%

+5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-4.30%

-10.29%

+5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-18.18%

-32.72%

+14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-40.47%

+5.97%

Current Drawdown

Current decline from peak

-3.11%

-9.79%

+6.68%

Average Drawdown

Average peak-to-trough decline

-3.30%

-8.47%

+5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.61%

-1.60%

Volatility

FRIRX vs. CSSPX - Volatility Comparison

The current volatility for Fidelity Advisor Real Estate Income Fund Class I (FRIRX) is 1.57%, while Cohen & Steers Global Realty Shares, Inc. (CSSPX) has a volatility of 4.06%. This indicates that FRIRX experiences smaller price fluctuations and is considered to be less risky than CSSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FRIRXCSSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

4.06%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

8.24%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

13.99%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.53%

15.87%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.49%

16.99%

-7.50%