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FWRAX vs. DFGEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FWRAX and DFGEX is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FWRAX vs. DFGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Real Estate Fund Class A (FWRAX) and DFA Global Real Estate Securities Portfolio (DFGEX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
23.59%
20.14%
FWRAX
DFGEX

Key characteristics

Sharpe Ratio

FWRAX:

0.69

DFGEX:

0.79

Sortino Ratio

FWRAX:

1.05

DFGEX:

1.16

Omega Ratio

FWRAX:

1.14

DFGEX:

1.15

Calmar Ratio

FWRAX:

0.49

DFGEX:

0.48

Martin Ratio

FWRAX:

1.59

DFGEX:

2.08

Ulcer Index

FWRAX:

6.81%

DFGEX:

6.09%

Daily Std Dev

FWRAX:

15.58%

DFGEX:

15.94%

Max Drawdown

FWRAX:

-41.27%

DFGEX:

-62.58%

Current Drawdown

FWRAX:

-13.13%

DFGEX:

-17.08%

Returns By Period

In the year-to-date period, FWRAX achieves a 2.50% return, which is significantly higher than DFGEX's 1.49% return.


FWRAX

YTD

2.50%

1M

0.47%

6M

-4.70%

1Y

10.25%

5Y*

6.41%

10Y*

N/A

DFGEX

YTD

1.49%

1M

-0.87%

6M

-6.40%

1Y

11.82%

5Y*

5.75%

10Y*

2.97%

*Annualized

Compare stocks, funds, or ETFs

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


FWRAX vs. DFGEX - Expense Ratio Comparison

FWRAX has a 1.20% expense ratio, which is higher than DFGEX's 0.14% expense ratio.


Expense ratio chart for FWRAX: current value is 1.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FWRAX: 1.20%
Expense ratio chart for DFGEX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFGEX: 0.14%

Risk-Adjusted Performance

FWRAX vs. DFGEX — Risk-Adjusted Performance Rank

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

FWRAX
The Risk-Adjusted Performance Rank of FWRAX is 6363
Overall Rank
The Sharpe Ratio Rank of FWRAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FWRAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FWRAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FWRAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FWRAX is 5252
Martin Ratio Rank

DFGEX
The Risk-Adjusted Performance Rank of DFGEX is 6767
Overall Rank
The Sharpe Ratio Rank of DFGEX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFGEX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DFGEX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFGEX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DFGEX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FWRAX vs. DFGEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Real Estate Fund Class A (FWRAX) and DFA Global Real Estate Securities Portfolio (DFGEX). 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.


The chart of Sharpe ratio for FWRAX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.00
FWRAX: 0.69
DFGEX: 0.79
The chart of Sortino ratio for FWRAX, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
FWRAX: 1.05
DFGEX: 1.16
The chart of Omega ratio for FWRAX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
FWRAX: 1.14
DFGEX: 1.15
The chart of Calmar ratio for FWRAX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.00
FWRAX: 0.49
DFGEX: 0.48
The chart of Martin ratio for FWRAX, currently valued at 1.59, compared to the broader market0.0010.0020.0030.0040.0050.00
FWRAX: 1.59
DFGEX: 2.08

The current FWRAX Sharpe Ratio is 0.69, which is comparable to the DFGEX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FWRAX and DFGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.69
0.79
FWRAX
DFGEX

Dividends

FWRAX vs. DFGEX - Dividend Comparison

FWRAX's dividend yield for the trailing twelve months is around 2.33%, less than DFGEX's 3.73% yield.


TTM20242023202220212020201920182017201620152014
FWRAX
Fidelity Advisor Global Real Estate Fund Class A
2.33%2.39%2.33%0.94%1.17%1.29%2.05%1.63%1.35%0.80%0.00%0.00%
DFGEX
DFA Global Real Estate Securities Portfolio
3.73%3.78%3.36%1.47%3.58%2.00%5.90%5.09%3.08%4.73%2.44%3.74%

Drawdowns

FWRAX vs. DFGEX - Drawdown Comparison

The maximum FWRAX drawdown since its inception was -41.27%, smaller than the maximum DFGEX drawdown of -62.58%. Use the drawdown chart below to compare losses from any high point for FWRAX and DFGEX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-13.13%
-17.08%
FWRAX
DFGEX

Volatility

FWRAX vs. DFGEX - Volatility Comparison

Fidelity Advisor Global Real Estate Fund Class A (FWRAX) and DFA Global Real Estate Securities Portfolio (DFGEX) have volatilities of 9.17% and 9.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.17%
9.13%
FWRAX
DFGEX