MXREX vs. FRIOX
Compare and contrast key facts about Great-West Real Estate Index Fund (MXREX) and Fidelity Advisor Real Estate Income Fund Class C (FRIOX).
MXREX is managed by Great-West. It was launched on Nov 27, 2012. FRIOX is managed by Fidelity. It was launched on Apr 14, 2010.
Performance
MXREX vs. FRIOX - Performance Comparison
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MXREX vs. FRIOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 2.86% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
FRIOX Fidelity Advisor Real Estate Income Fund Class C | -0.25% | 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, MXREX achieves a 2.86% return, which is significantly higher than FRIOX's -0.25% return. Over the past 10 years, MXREX has underperformed FRIOX with an annualized return of 2.94%, while FRIOX has yielded a comparatively higher 4.26% annualized return.
MXREX
- 1D
- 0.32%
- 1M
- -7.03%
- YTD
- 2.86%
- 6M
- 1.99%
- 1Y
- 5.16%
- 3Y*
- 7.96%
- 5Y*
- 4.56%
- 10Y*
- 2.94%
FRIOX
- 1D
- 0.34%
- 1M
- -3.18%
- YTD
- -0.25%
- 6M
- 0.45%
- 1Y
- 3.31%
- 3Y*
- 6.28%
- 5Y*
- 2.84%
- 10Y*
- 4.26%
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MXREX vs. FRIOX - Expense Ratio Comparison
MXREX has a 0.70% expense ratio, which is lower than FRIOX's 1.72% expense ratio.
Return for Risk
MXREX vs. FRIOX — Risk / Return Rank
MXREX
FRIOX
MXREX vs. FRIOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Real Estate Index Fund (MXREX) 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.
| MXREX | FRIOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.71 | -0.33 |
Sortino ratioReturn per unit of downside risk | 0.65 | 0.95 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 0.84 | -0.38 |
Martin ratioReturn relative to average drawdown | 2.02 | 3.49 | -1.47 |
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
| MXREX | FRIOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.71 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.44 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.45 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.66 | -0.48 |
Correlation
The correlation between MXREX and FRIOX is 0.86, 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
MXREX vs. FRIOX - Dividend Comparison
MXREX's dividend yield for the trailing twelve months is around 2.01%, less than FRIOX's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 2.01% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% | 0.00% | 0.00% |
FRIOX Fidelity Advisor Real Estate Income Fund Class C | 3.69% | 3.68% | 3.68% | 4.09% | 5.00% | 1.02% | 3.92% | 4.76% | 4.46% | 3.69% | 4.05% | 3.11% |
Drawdowns
MXREX vs. FRIOX - Drawdown Comparison
The maximum MXREX drawdown since its inception was -43.89%, which is greater than FRIOX's maximum drawdown of -34.54%. Use the drawdown chart below to compare losses from any high point for MXREX and FRIOX.
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Drawdown Indicators
| MXREX | FRIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.89% | -34.54% | -9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -4.38% | -8.98% |
Max Drawdown (5Y)Largest decline over 5 years | -33.06% | -18.83% | -14.23% |
Max Drawdown (10Y)Largest decline over 10 years | -43.89% | -34.54% | -9.35% |
Current DrawdownCurrent decline from peak | -7.44% | -3.18% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -3.66% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 1.05% | +1.98% |
Volatility
MXREX vs. FRIOX - Volatility Comparison
Great-West Real Estate Index Fund (MXREX) has a higher volatility of 4.18% compared to Fidelity Advisor Real Estate Income Fund Class C (FRIOX) at 1.63%. This indicates that MXREX'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
| MXREX | FRIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 1.63% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 2.86% | +6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 4.92% | +12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 6.53% | +12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 9.49% | +12.45% |