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PSR vs. FRESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSR vs. FRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Active U.S. Real Estate Fund (PSR) and Fidelity Real Estate Investment Portfolio (FRESX). The values are adjusted to include any dividend payments, if applicable.

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PSR vs. FRESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSR
Invesco Active U.S. Real Estate Fund
3.25%2.63%1.79%8.34%-25.52%41.71%-6.04%28.76%-4.58%11.95%
FRESX
Fidelity Real Estate Investment Portfolio
1.88%2.54%5.87%10.82%-24.36%42.34%-7.93%25.22%-4.48%4.28%

Returns By Period

In the year-to-date period, PSR achieves a 3.25% return, which is significantly higher than FRESX's 1.88% return. Over the past 10 years, PSR has outperformed FRESX with an annualized return of 4.86%, while FRESX has yielded a comparatively lower 4.41% annualized return.


PSR

1D
1.59%
1M
-6.40%
YTD
3.25%
6M
1.32%
1Y
2.77%
3Y*
4.91%
5Y*
2.26%
10Y*
4.86%

FRESX

1D
0.31%
1M
-7.31%
YTD
1.88%
6M
1.01%
1Y
1.06%
3Y*
5.93%
5Y*
4.14%
10Y*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSR vs. FRESX - Expense Ratio Comparison

PSR has a 0.35% expense ratio, which is lower than FRESX's 0.71% expense ratio.


Return for Risk

PSR vs. FRESX — Risk / Return Rank

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

PSR
PSR Risk / Return Rank: 1818
Overall Rank
PSR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PSR Sortino Ratio Rank: 1616
Sortino Ratio Rank
PSR Omega Ratio Rank: 1616
Omega Ratio Rank
PSR Calmar Ratio Rank: 1919
Calmar Ratio Rank
PSR Martin Ratio Rank: 2121
Martin Ratio Rank

FRESX
FRESX Risk / Return Rank: 88
Overall Rank
FRESX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FRESX Sortino Ratio Rank: 88
Sortino Ratio Rank
FRESX Omega Ratio Rank: 77
Omega Ratio Rank
FRESX Calmar Ratio Rank: 99
Calmar Ratio Rank
FRESX Martin Ratio Rank: 1010
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.

PSR vs. FRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Active U.S. Real Estate Fund (PSR) and Fidelity Real Estate Investment Portfolio (FRESX). 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.


PSRFRESXDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.12

+0.06

Sortino ratio

Return per unit of downside risk

0.34

0.28

+0.07

Omega ratio

Gain probability vs. loss probability

1.05

1.04

+0.01

Calmar ratio

Return relative to maximum drawdown

0.31

0.16

+0.15

Martin ratio

Return relative to average drawdown

1.22

0.62

+0.59

PSR vs. FRESX - Sharpe Ratio Comparison

The current PSR Sharpe Ratio is 0.18, which is higher than the FRESX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of PSR and FRESX, 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


PSRFRESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.12

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.22

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.22

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.11

Correlation

The correlation between PSR and FRESX 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

PSR vs. FRESX - Dividend Comparison

PSR's dividend yield for the trailing twelve months is around 2.62%, less than FRESX's 4.55% yield.


TTM20252024202320222021202020192018201720162015
PSR
Invesco Active U.S. Real Estate Fund
2.62%2.56%3.06%2.93%2.95%2.12%3.09%2.55%2.64%0.14%3.60%3.20%
FRESX
Fidelity Real Estate Investment Portfolio
4.55%4.64%5.58%6.95%10.16%3.70%4.77%6.91%4.23%4.00%4.90%6.09%

Drawdowns

PSR vs. FRESX - Drawdown Comparison

The maximum PSR drawdown since its inception was -42.31%, smaller than the maximum FRESX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for PSR and FRESX.


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Drawdown Indicators


PSRFRESXDifference

Max Drawdown

Largest peak-to-trough decline

-42.31%

-76.34%

+34.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-12.24%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-32.13%

-2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-42.31%

-40.93%

-1.38%

Current Drawdown

Current decline from peak

-12.97%

-7.49%

-5.48%

Average Drawdown

Average peak-to-trough decline

-9.36%

-11.16%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.13%

-0.07%

Volatility

PSR vs. FRESX - Volatility Comparison

Invesco Active U.S. Real Estate Fund (PSR) has a higher volatility of 4.52% compared to Fidelity Real Estate Investment Portfolio (FRESX) at 3.97%. This indicates that PSR's price experiences larger fluctuations and is considered to be riskier than FRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSRFRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

3.97%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

9.06%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

16.32%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

18.73%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

20.57%

-0.27%