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NRFYX vs. FSREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRFYX vs. FSREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) and Fidelity Series Real Estate Income Fund (FSREX). The values are adjusted to include any dividend payments, if applicable.

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NRFYX vs. FSREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRFYX
Natixis Funds Trust IV AEW Global Focused Real Estate Fund
1.60%7.51%1.47%13.42%-25.75%28.33%-5.50%24.32%-4.52%3.78%
FSREX
Fidelity Series Real Estate Income Fund
-0.30%8.93%9.87%8.29%-11.78%15.78%0.58%16.02%-0.73%5.91%

Returns By Period

In the year-to-date period, NRFYX achieves a 1.60% return, which is significantly higher than FSREX's -0.30% return. Over the past 10 years, NRFYX has underperformed FSREX with an annualized return of 3.45%, while FSREX has yielded a comparatively higher 5.44% annualized return.


NRFYX

1D
1.79%
1M
-8.16%
YTD
1.60%
6M
0.49%
1Y
8.13%
3Y*
7.25%
5Y*
2.23%
10Y*
3.45%

FSREX

1D
0.10%
1M
-1.38%
YTD
-0.30%
6M
0.55%
1Y
5.89%
3Y*
8.37%
5Y*
4.48%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NRFYX vs. FSREX - Expense Ratio Comparison

NRFYX has a 0.90% expense ratio, which is higher than FSREX's 0.00% expense ratio.


Return for Risk

NRFYX vs. FSREX — Risk / Return Rank

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

NRFYX
NRFYX Risk / Return Rank: 1717
Overall Rank
NRFYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NRFYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NRFYX Omega Ratio Rank: 1717
Omega Ratio Rank
NRFYX Calmar Ratio Rank: 1212
Calmar Ratio Rank
NRFYX Martin Ratio Rank: 1515
Martin Ratio Rank

FSREX
FSREX Risk / Return Rank: 8989
Overall Rank
FSREX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSREX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSREX Omega Ratio Rank: 9191
Omega Ratio Rank
FSREX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSREX Martin Ratio Rank: 8888
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.

NRFYX vs. FSREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) and Fidelity Series Real Estate Income Fund (FSREX). 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.


NRFYXFSREXDifference

Sharpe ratio

Return per unit of total volatility

0.63

2.03

-1.40

Sortino ratio

Return per unit of downside risk

0.99

2.80

-1.80

Omega ratio

Gain probability vs. loss probability

1.13

1.43

-0.30

Calmar ratio

Return relative to maximum drawdown

0.52

2.07

-1.54

Martin ratio

Return relative to average drawdown

2.18

9.72

-7.54

NRFYX vs. FSREX - Sharpe Ratio Comparison

The current NRFYX Sharpe Ratio is 0.63, which is lower than the FSREX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of NRFYX and FSREX, 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


NRFYXFSREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.03

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.94

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.69

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.94

-0.62

Correlation

The correlation between NRFYX and FSREX is 0.75, 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

NRFYX vs. FSREX - Dividend Comparison

NRFYX's dividend yield for the trailing twelve months is around 3.20%, less than FSREX's 5.68% yield.


TTM20252024202320222021202020192018201720162015
NRFYX
Natixis Funds Trust IV AEW Global Focused Real Estate Fund
3.20%2.24%4.51%2.66%3.05%5.98%3.81%17.61%10.05%10.64%11.02%9.66%
FSREX
Fidelity Series Real Estate Income Fund
5.68%5.64%6.05%7.43%9.99%3.58%6.24%6.62%5.87%5.49%5.22%4.33%

Drawdowns

NRFYX vs. FSREX - Drawdown Comparison

The maximum NRFYX drawdown since its inception was -73.64%, which is greater than FSREX's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for NRFYX and FSREX.


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Drawdown Indicators


NRFYXFSREXDifference

Max Drawdown

Largest peak-to-trough decline

-73.64%

-32.02%

-41.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-2.90%

-8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-15.22%

-18.73%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

-32.02%

-8.29%

Current Drawdown

Current decline from peak

-8.16%

-1.67%

-6.49%

Average Drawdown

Average peak-to-trough decline

-12.54%

-2.57%

-9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

0.62%

+2.84%

Volatility

NRFYX vs. FSREX - Volatility Comparison

Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) has a higher volatility of 4.93% compared to Fidelity Series Real Estate Income Fund (FSREX) at 1.07%. This indicates that NRFYX's price experiences larger fluctuations and is considered to be riskier than FSREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRFYXFSREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

1.07%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

1.66%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

3.02%

+13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

4.80%

+12.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

7.89%

+10.49%