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GREZX vs. FRIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GREZX vs. FRIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Global Real Estate Securities Fund (GREZX) 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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GREZX vs. FRIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GREZX
GuideStone Funds Global Real Estate Securities Fund
0.11%8.53%2.87%11.06%-27.58%27.23%-4.84%24.44%-4.88%10.74%
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, GREZX has underperformed FRIRX with an annualized return of 3.19%, while FRIRX has yielded a comparatively higher 5.26% annualized return.


GREZX

1D
0.21%
1M
-9.75%
YTD
0.11%
6M
-0.28%
1Y
7.22%
3Y*
7.04%
5Y*
1.47%
10Y*
3.19%

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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GREZX vs. FRIRX - Expense Ratio Comparison

GREZX has a 1.12% expense ratio, which is higher than FRIRX's 0.71% expense ratio.


Return for Risk

GREZX vs. FRIRX — Risk / Return Rank

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

GREZX
GREZX Risk / Return Rank: 2121
Overall Rank
GREZX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GREZX Sortino Ratio Rank: 1919
Sortino Ratio Rank
GREZX Omega Ratio Rank: 1818
Omega Ratio Rank
GREZX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GREZX Martin Ratio Rank: 2626
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.

GREZX vs. FRIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Global Real Estate Securities Fund (GREZX) 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.


GREZXFRIRXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.91

-0.37

Sortino ratio

Return per unit of downside risk

0.83

1.21

-0.38

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.71

1.10

-0.39

Martin ratio

Return relative to average drawdown

2.83

4.66

-1.83

GREZX vs. FRIRX - Sharpe Ratio Comparison

The current GREZX Sharpe Ratio is 0.55, which is lower than the FRIRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GREZX 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


GREZXFRIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.91

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.60

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.56

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.78

-0.70

Correlation

The correlation between GREZX and FRIRX is 0.87, 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

GREZX vs. FRIRX - Dividend Comparison

GREZX's dividend yield for the trailing twelve months is around 3.62%, less than FRIRX's 4.62% yield.


TTM20252024202320222021202020192018201720162015
GREZX
GuideStone Funds Global Real Estate Securities Fund
3.62%3.63%2.39%2.97%0.57%4.32%2.36%7.50%4.40%3.94%4.33%6.51%
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

GREZX vs. FRIRX - Drawdown Comparison

The maximum GREZX drawdown since its inception was -77.41%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for GREZX and FRIRX.


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Drawdown Indicators


GREZXFRIRXDifference

Max Drawdown

Largest peak-to-trough decline

-77.41%

-34.50%

-42.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-4.30%

-6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

-18.18%

-16.79%

Max Drawdown (10Y)

Largest decline over 10 years

-40.52%

-34.50%

-6.02%

Current Drawdown

Current decline from peak

-10.11%

-3.11%

-7.00%

Average Drawdown

Average peak-to-trough decline

-18.64%

-3.30%

-15.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.01%

+1.67%

Volatility

GREZX vs. FRIRX - Volatility Comparison

GuideStone Funds Global Real Estate Securities Fund (GREZX) has a higher volatility of 4.14% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.57%. This indicates that GREZX'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


GREZXFRIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

1.57%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

2.81%

+5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

4.91%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

6.53%

+9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

9.49%

+7.69%