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HLRRX vs. FRIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLRRX vs. FRIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LDR Real Estate Value Opportunity Fund (HLRRX) and Fidelity Advisor Real Estate Income Fund Class C (FRIOX). The values are adjusted to include any dividend payments, if applicable.

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HLRRX vs. FRIOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLRRX
LDR Real Estate Value Opportunity Fund
5.63%-9.13%9.45%10.50%-21.40%40.50%-3.78%31.75%-13.63%-1.24%
FRIOX
Fidelity Advisor Real Estate Income Fund Class C
0.17%6.06%6.79%8.31%-15.51%17.80%-2.13%16.74%-2.56%5.39%

Returns By Period

In the year-to-date period, HLRRX achieves a 5.63% return, which is significantly higher than FRIOX's 0.17% return. Both investments have delivered pretty close results over the past 10 years, with HLRRX having a 4.18% annualized return and FRIOX not far ahead at 4.30%.


HLRRX

1D
1.81%
1M
-3.72%
YTD
5.63%
6M
2.34%
1Y
0.20%
3Y*
5.28%
5Y*
2.02%
10Y*
4.18%

FRIOX

1D
0.42%
1M
-2.70%
YTD
0.17%
6M
0.71%
1Y
3.66%
3Y*
6.43%
5Y*
2.76%
10Y*
4.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLRRX vs. FRIOX - Expense Ratio Comparison

HLRRX has a 1.14% expense ratio, which is lower than FRIOX's 1.72% expense ratio.


Return for Risk

HLRRX vs. FRIOX — Risk / Return Rank

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

HLRRX
HLRRX Risk / Return Rank: 55
Overall Rank
HLRRX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HLRRX Sortino Ratio Rank: 44
Sortino Ratio Rank
HLRRX Omega Ratio Rank: 44
Omega Ratio Rank
HLRRX Calmar Ratio Rank: 66
Calmar Ratio Rank
HLRRX Martin Ratio Rank: 55
Martin Ratio Rank

FRIOX
FRIOX Risk / Return Rank: 2323
Overall Rank
FRIOX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FRIOX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FRIOX Omega Ratio Rank: 2020
Omega Ratio Rank
FRIOX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FRIOX Martin Ratio Rank: 2626
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.

HLRRX vs. FRIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LDR Real Estate Value Opportunity Fund (HLRRX) and Fidelity Advisor Real Estate Income Fund Class C (FRIOX). 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.


HLRRXFRIOXDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.76

-0.73

Sortino ratio

Return per unit of downside risk

0.15

1.02

-0.87

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

0.08

0.90

-0.82

Martin ratio

Return relative to average drawdown

0.20

3.69

-3.48

HLRRX vs. FRIOX - Sharpe Ratio Comparison

The current HLRRX Sharpe Ratio is 0.03, which is lower than the FRIOX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HLRRX and FRIOX, 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


HLRRXFRIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.76

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.43

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.45

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.66

-0.34

Correlation

The correlation between HLRRX and FRIOX is 0.85, 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

HLRRX vs. FRIOX - Dividend Comparison

HLRRX's dividend yield for the trailing twelve months is around 7.60%, more than FRIOX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
HLRRX
LDR Real Estate Value Opportunity Fund
7.60%9.39%4.93%5.50%13.71%17.02%9.10%2.44%2.68%17.61%15.94%10.13%
FRIOX
Fidelity Advisor Real Estate Income Fund Class C
3.68%3.68%3.68%4.09%5.00%1.02%3.92%4.76%4.46%3.69%4.05%3.11%

Drawdowns

HLRRX vs. FRIOX - Drawdown Comparison

The maximum HLRRX drawdown since its inception was -62.78%, which is greater than FRIOX's maximum drawdown of -34.54%. Use the drawdown chart below to compare losses from any high point for HLRRX and FRIOX.


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Drawdown Indicators


HLRRXFRIOXDifference

Max Drawdown

Largest peak-to-trough decline

-62.78%

-34.54%

-28.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-4.38%

-7.36%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-18.83%

-10.16%

Max Drawdown (10Y)

Largest decline over 10 years

-48.13%

-34.54%

-13.59%

Current Drawdown

Current decline from peak

-10.96%

-2.78%

-8.18%

Average Drawdown

Average peak-to-trough decline

-8.52%

-3.66%

-4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

1.06%

+3.28%

Volatility

HLRRX vs. FRIOX - Volatility Comparison

LDR Real Estate Value Opportunity Fund (HLRRX) has a higher volatility of 4.14% compared to Fidelity Advisor Real Estate Income Fund Class C (FRIOX) at 1.73%. This indicates that HLRRX's price experiences larger fluctuations and is considered to be riskier than FRIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLRRXFRIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

1.73%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

2.88%

+6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

4.93%

+10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

6.53%

+11.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.81%

9.49%

+11.32%