GREIX vs. FRIRX
Compare and contrast key facts about Goldman Sachs Real Estate Securities Fund (GREIX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX).
GREIX is managed by Goldman Sachs. It was launched on Jul 27, 1998. FRIRX is managed by Fidelity.
Performance
GREIX vs. FRIRX - Performance Comparison
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GREIX vs. FRIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 1.00% | -0.70% | 11.77% | 17.05% | -28.76% | 44.65% | -7.53% | 25.70% | -5.03% | 2.55% |
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
Over the past 10 years, GREIX has underperformed FRIRX with an annualized return of 4.37%, while FRIRX has yielded a comparatively higher 5.26% annualized return.
GREIX
- 1D
- 0.43%
- 1M
- -7.45%
- YTD
- 1.00%
- 6M
- -1.01%
- 1Y
- -1.02%
- 3Y*
- 7.97%
- 5Y*
- 4.46%
- 10Y*
- 4.37%
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%
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GREIX vs. FRIRX - Expense Ratio Comparison
GREIX has a 0.91% expense ratio, which is higher than FRIRX's 0.71% expense ratio.
Return for Risk
GREIX vs. FRIRX — Risk / Return Rank
GREIX
FRIRX
GREIX vs. FRIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Real Estate Securities Fund (GREIX) 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.
| GREIX | FRIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.91 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.21 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.10 | -1.19 |
Martin ratioReturn relative to average drawdown | -0.35 | 4.66 | -5.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GREIX | FRIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.91 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.60 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.56 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.78 | -0.46 |
Correlation
The correlation between GREIX and FRIRX is 0.89, 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
GREIX vs. FRIRX - Dividend Comparison
GREIX's dividend yield for the trailing twelve months is around 36.66%, more than FRIRX's 4.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 36.66% | 35.97% | 12.22% | 4.00% | 3.54% | 6.27% | 10.16% | 18.31% | 17.65% | 20.54% | 12.29% | 4.46% |
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
GREIX vs. FRIRX - Drawdown Comparison
The maximum GREIX drawdown since its inception was -74.21%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for GREIX and FRIRX.
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Drawdown Indicators
| GREIX | FRIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.21% | -34.50% | -39.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -4.30% | -8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -34.43% | -18.18% | -16.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.98% | -34.50% | -8.48% |
Current DrawdownCurrent decline from peak | -7.74% | -3.11% | -4.63% |
Average DrawdownAverage peak-to-trough decline | -12.88% | -3.30% | -9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.01% | +2.33% |
Volatility
GREIX vs. FRIRX - Volatility Comparison
Goldman Sachs Real Estate Securities Fund (GREIX) has a higher volatility of 4.12% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.57%. This indicates that GREIX's price experiences larger fluctuations and is considered to be riskier 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
| GREIX | FRIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 1.57% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 2.81% | +6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 4.91% | +11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.36% | 6.53% | +12.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 9.49% | +11.49% |