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FSRJX vs. CREMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSRJX vs. CREMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Real Estate Fund (FSRJX) and Redwood Real Estate Income Fund (CREMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSRJX achieves a 11.45% return, which is significantly higher than CREMX's 3.35% return.


FSRJX

1D
-0.10%
1M
-1.09%
YTD
11.45%
6M
11.80%
1Y
11.35%
3Y*
5Y*
10Y*

CREMX

1D
0.04%
1M
0.48%
YTD
3.35%
6M
3.54%
1Y
7.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSRJX vs. CREMX - Yearly Performance Comparison


2026 (YTD)20252024
FSRJX
Fidelity SAI Real Estate Fund
11.45%2.52%-6.54%
CREMX
Redwood Real Estate Income Fund
3.35%7.72%2.30%

Correlation

The correlation between FSRJX and CREMX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2024

0.03

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Return for Risk

FSRJX vs. CREMX — Risk / Return Rank

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

FSRJX
FSRJX Risk / Return Rank: 1313
Overall Rank
FSRJX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FSRJX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FSRJX Omega Ratio Rank: 1010
Omega Ratio Rank
FSRJX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FSRJX Martin Ratio Rank: 1616
Martin Ratio Rank

CREMX
CREMX Risk / Return Rank: 100100
Overall Rank
CREMX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CREMX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CREMX Omega Ratio Rank: 100100
Omega Ratio Rank
CREMX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CREMX Martin Ratio Rank: 100100
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.

FSRJX vs. CREMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Real Estate Fund (FSRJX) and Redwood Real Estate Income Fund (CREMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSRJXCREMXDifference
Sharpe ratioReturn per unit of total volatility

-17.04

Sortino ratioReturn per unit of downside risk

-182.29

Omega ratioGain probability vs. loss probability

1.15

183.39

-182.24

Calmar ratioReturn relative to maximum drawdown

1.45

191.47

-190.02

Martin ratioReturn relative to average drawdown

4.16

3,021.29

-3,017.13

FSRJX vs. CREMX - Sharpe Ratio Comparison

The current FSRJX Sharpe Ratio is 0.81, which is lower than the CREMX Sharpe Ratio of 17.85. The chart below compares the historical Sharpe Ratios of FSRJX and CREMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSRJX vs. CREMX - Drawdown Comparison

The maximum FSRJX drawdown since its inception was -15.66%, which is greater than CREMX's maximum drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for FSRJX and CREMX.


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Drawdown Indicators


FSRJXCREMXDifference

Max Drawdown

Largest peak-to-trough decline

-15.66%

-0.71%

-14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-0.04%

-7.79%

Current Drawdown

Current decline from peak

-2.98%

0.00%

-2.98%

Average Drawdown

Average peak-to-trough decline

-4.27%

-0.02%

-4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

0.00%

+2.71%

Volatility

FSRJX vs. CREMX - Volatility Comparison

Fidelity SAI Real Estate Fund (FSRJX) has a higher volatility of 5.17% compared to Redwood Real Estate Income Fund (CREMX) at 0.11%. This indicates that FSRJX's price experiences larger fluctuations and is considered to be riskier than CREMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRJXCREMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

0.11%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

0.30%

+9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.99%

0.43%

+13.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

0.86%

+15.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

0.86%

+15.86%

FSRJX vs. CREMX - Expense Ratio Comparison

FSRJX has a 0.56% expense ratio, which is lower than CREMX's 5.16% expense ratio.


Dividends

FSRJX vs. CREMX - Dividend Comparison

FSRJX's dividend yield for the trailing twelve months is around 2.18%, less than CREMX's 7.12% yield.


PositionTTM202520242023
CREMX
Redwood Real Estate Income Fund
7.12%7.38%7.64%1.98%
FSRJX
Fidelity SAI Real Estate Fund
2.18%2.52%2.09%0.00%

Frequently Asked Questions


FSRJX and CREMX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSRJX has higher volatility (5.17%) compared to CREMX (0.11%). In terms of maximum drawdown, FSRJX dropped -15.66% vs CREMX's -0.71%.

CREMX currently has the higher Sharpe Ratio (17.85 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSRJX and CREMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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