PRFRX vs. FSREX
Compare and contrast key facts about T. Rowe Price Floating Rate Fund (PRFRX) and Fidelity Series Real Estate Income Fund (FSREX).
PRFRX is managed by T. Rowe Price. It was launched on Jul 29, 2011. FSREX is managed by Fidelity. It was launched on Oct 20, 2011.
Performance
PRFRX vs. FSREX - Performance Comparison
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PRFRX vs. FSREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRFRX T. Rowe Price Floating Rate Fund | -0.06% | 13.09% | 8.80% | 13.78% | -1.95% | 4.60% | 1.75% | 8.46% | -0.08% | 3.48% |
FSREX Fidelity Series Real Estate Income Fund | -0.40% | 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, PRFRX achieves a -0.06% return, which is significantly higher than FSREX's -0.40% return. Both investments have delivered pretty close results over the past 10 years, with PRFRX having a 5.66% annualized return and FSREX not far behind at 5.43%.
PRFRX
- 1D
- 0.00%
- 1M
- -0.11%
- YTD
- -0.06%
- 6M
- 3.35%
- 1Y
- 11.72%
- 3Y*
- 10.22%
- 5Y*
- 7.18%
- 10Y*
- 5.66%
FSREX
- 1D
- 0.30%
- 1M
- -1.67%
- YTD
- -0.40%
- 6M
- 0.75%
- 1Y
- 5.99%
- 3Y*
- 8.33%
- 5Y*
- 4.61%
- 10Y*
- 5.43%
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PRFRX vs. FSREX - Expense Ratio Comparison
PRFRX has a 0.75% expense ratio, which is higher than FSREX's 0.00% expense ratio.
Return for Risk
PRFRX vs. FSREX — Risk / Return Rank
PRFRX
FSREX
PRFRX vs. FSREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Floating Rate Fund (PRFRX) 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.
| PRFRX | FSREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.66 | 1.96 | +1.70 |
Sortino ratioReturn per unit of downside risk | 7.34 | 2.70 | +4.64 |
Omega ratioGain probability vs. loss probability | 2.39 | 1.41 | +0.97 |
Calmar ratioReturn relative to maximum drawdown | 5.81 | 2.14 | +3.67 |
Martin ratioReturn relative to average drawdown | 28.10 | 10.21 | +17.89 |
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
| PRFRX | FSREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.66 | 1.96 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.48 | 0.97 | +1.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.45 | 0.69 | +0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 0.94 | +0.49 |
Correlation
The correlation between PRFRX and FSREX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRFRX vs. FSREX - Dividend Comparison
PRFRX's dividend yield for the trailing twelve months is around 12.94%, more than FSREX's 5.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRFRX T. Rowe Price Floating Rate Fund | 12.94% | 12.91% | 8.17% | 9.57% | 4.03% | 3.86% | 4.00% | 4.84% | 4.87% | 4.04% | 4.07% | 4.07% |
FSREX Fidelity Series Real Estate Income Fund | 5.69% | 5.64% | 6.05% | 7.43% | 9.99% | 3.58% | 6.24% | 6.62% | 5.87% | 5.49% | 5.22% | 4.33% |
Drawdowns
PRFRX vs. FSREX - Drawdown Comparison
The maximum PRFRX drawdown since its inception was -20.05%, smaller than the maximum FSREX drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for PRFRX and FSREX.
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Drawdown Indicators
| PRFRX | FSREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.05% | -32.02% | +11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -2.07% | -2.90% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -5.94% | -15.22% | +9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -20.05% | -32.02% | +11.97% |
Current DrawdownCurrent decline from peak | -0.64% | -1.76% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -0.69% | -2.57% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.61% | -0.18% |
Volatility
PRFRX vs. FSREX - Volatility Comparison
The current volatility for T. Rowe Price Floating Rate Fund (PRFRX) is 0.74%, while Fidelity Series Real Estate Income Fund (FSREX) has a volatility of 1.06%. This indicates that PRFRX experiences smaller price fluctuations and is considered to be less risky 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
| PRFRX | FSREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.06% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.18% | 1.67% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 3.02% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.91% | 4.80% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.92% | 7.89% | -3.97% |