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FSREX vs. TAREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSREX vs. TAREX - Performance Comparison

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

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FSREX vs. TAREX - 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%
TAREX
Third Avenue Real Estate Value Fund
-11.96%12.52%13.54%23.48%-26.53%30.69%-8.23%21.09%-19.98%16.10%

Returns By Period

In the year-to-date period, FSREX achieves a -0.40% return, which is significantly higher than TAREX's -11.96% return. Over the past 10 years, FSREX has outperformed TAREX with an annualized return of 5.43%, while TAREX has yielded a comparatively lower 3.93% annualized return.


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%

TAREX

1D
0.18%
1M
-13.71%
YTD
-11.96%
6M
-13.39%
1Y
-1.20%
3Y*
10.84%
5Y*
3.79%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSREX vs. TAREX - Expense Ratio Comparison

FSREX has a 0.00% expense ratio, which is lower than TAREX's 1.15% expense ratio.


Return for Risk

FSREX vs. TAREX — 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

TAREX
TAREX Risk / Return Rank: 44
Overall Rank
TAREX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TAREX Sortino Ratio Rank: 44
Sortino Ratio Rank
TAREX Omega Ratio Rank: 44
Omega Ratio Rank
TAREX Calmar Ratio Rank: 44
Calmar Ratio Rank
TAREX Martin Ratio Rank: 44
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. TAREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Real Estate Income Fund (FSREX) and Third Avenue Real Estate Value Fund (TAREX). 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.


FSREXTAREXDifference

Sharpe ratio

Return per unit of total volatility

1.96

-0.07

+2.03

Sortino ratio

Return per unit of downside risk

2.70

0.02

+2.68

Omega ratio

Gain probability vs. loss probability

1.41

1.00

+0.41

Calmar ratio

Return relative to maximum drawdown

2.14

-0.14

+2.28

Martin ratio

Return relative to average drawdown

10.21

-0.51

+10.73

FSREX vs. TAREX - Sharpe Ratio Comparison

The current FSREX Sharpe Ratio is 1.96, which is higher than the TAREX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FSREX and TAREX, 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


FSREXTAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

-0.07

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.21

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.21

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.46

+0.48

Correlation

The correlation between FSREX and TAREX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSREX vs. TAREX - Dividend Comparison

FSREX's dividend yield for the trailing twelve months is around 5.69%, less than TAREX's 6.45% 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%
TAREX
Third Avenue Real Estate Value Fund
6.45%5.68%6.59%5.28%8.76%9.03%0.99%18.22%11.07%1.06%1.80%5.60%

Drawdowns

FSREX vs. TAREX - Drawdown Comparison

The maximum FSREX drawdown since its inception was -32.02%, smaller than the maximum TAREX drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FSREX and TAREX.


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Drawdown Indicators


FSREXTAREXDifference

Max Drawdown

Largest peak-to-trough decline

-32.02%

-67.68%

+35.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-15.81%

+12.91%

Max Drawdown (5Y)

Largest decline over 5 years

-15.22%

-31.89%

+16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.02%

-44.73%

+12.71%

Current Drawdown

Current decline from peak

-1.76%

-15.66%

+13.90%

Average Drawdown

Average peak-to-trough decline

-2.57%

-11.19%

+8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

4.31%

-3.70%

Volatility

FSREX vs. TAREX - Volatility Comparison

The current volatility for Fidelity Series Real Estate Income Fund (FSREX) is 1.06%, while Third Avenue Real Estate Value Fund (TAREX) has a volatility of 5.34%. This indicates that FSREX experiences smaller price fluctuations and is considered to be less risky than TAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSREXTAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

5.34%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

10.58%

-8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.02%

17.38%

-14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.80%

18.21%

-13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

18.67%

-10.78%