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FSREX vs. FRIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSREX vs. FRIRX - Performance Comparison

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

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FSREX vs. FRIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSREX
Fidelity Series Real Estate Income Fund
-0.40%8.93%9.87%8.29%-11.78%15.78%0.58%16.02%-0.73%5.91%
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%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with FSREX having a 5.43% annualized return and FRIRX not far behind at 5.26%.


FSREX

1D
0.30%
1M
-1.67%
YTD
-0.40%
6M
0.75%
1Y
5.99%
3Y*
8.33%
5Y*
4.61%
10Y*
5.43%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSREX vs. FRIRX - Expense Ratio Comparison

FSREX has a 0.00% expense ratio, which is lower than FRIRX's 0.71% expense ratio.


Return for Risk

FSREX vs. FRIRX — Risk / Return Rank

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

FSREX
FSREX Risk / Return Rank: 9090
Overall Rank
FSREX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSREX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSREX Omega Ratio Rank: 9191
Omega Ratio Rank
FSREX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSREX Martin Ratio Rank: 9090
Martin Ratio Rank

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
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.

FSREX vs. FRIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Real Estate Income Fund (FSREX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). 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.


FSREXFRIRXDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.91

+1.04

Sortino ratio

Return per unit of downside risk

2.70

1.21

+1.49

Omega ratio

Gain probability vs. loss probability

1.41

1.18

+0.23

Calmar ratio

Return relative to maximum drawdown

2.14

1.10

+1.04

Martin ratio

Return relative to average drawdown

10.21

4.66

+5.55

FSREX vs. FRIRX - Sharpe Ratio Comparison

The current FSREX Sharpe Ratio is 1.96, which is higher than the FRIRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FSREX and FRIRX, 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


FSREXFRIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.91

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.60

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.56

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.78

+0.15

Correlation

The correlation between FSREX and FRIRX is 0.90, 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

FSREX vs. FRIRX - Dividend Comparison

FSREX's dividend yield for the trailing twelve months is around 5.69%, more than FRIRX's 4.62% yield.


TTM20252024202320222021202020192018201720162015
FSREX
Fidelity Series Real Estate Income Fund
5.69%5.64%6.05%7.43%9.99%3.58%6.24%6.62%5.87%5.49%5.22%4.33%
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%

Drawdowns

FSREX vs. FRIRX - Drawdown Comparison

The maximum FSREX drawdown since its inception was -32.02%, smaller than the maximum FRIRX drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for FSREX and FRIRX.


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Drawdown Indicators


FSREXFRIRXDifference

Max Drawdown

Largest peak-to-trough decline

-32.02%

-34.50%

+2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-4.30%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-15.22%

-18.18%

+2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.02%

-34.50%

+2.48%

Current Drawdown

Current decline from peak

-1.76%

-3.11%

+1.35%

Average Drawdown

Average peak-to-trough decline

-2.57%

-3.30%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.01%

-0.40%

Volatility

FSREX vs. FRIRX - Volatility Comparison

The current volatility for Fidelity Series Real Estate Income Fund (FSREX) is 1.06%, while Fidelity Advisor Real Estate Income Fund Class I (FRIRX) has a volatility of 1.57%. This indicates that FSREX experiences smaller price fluctuations and is considered to be less risky than FRIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSREXFRIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.57%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

2.81%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.02%

4.91%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.80%

6.53%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

9.49%

-1.60%