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REIFX vs. TAREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REIFX vs. TAREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Third Avenue International Real Estate Value Fund (REIFX) and Third Avenue Real Estate Value Fund (TAREX). The values are adjusted to include any dividend payments, if applicable.

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REIFX vs. TAREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REIFX
Third Avenue International Real Estate Value Fund
-4.88%25.35%-5.51%13.91%-18.22%18.78%5.04%21.50%-5.89%27.14%
TAREX
Third Avenue Real Estate Value Fund
-11.96%12.52%13.54%23.48%-26.53%30.69%-8.23%21.09%-19.98%16.10%

Returns By Period

In the year-to-date period, REIFX achieves a -4.88% return, which is significantly higher than TAREX's -11.96% return. Over the past 10 years, REIFX has outperformed TAREX with an annualized return of 6.63%, while TAREX has yielded a comparatively lower 3.93% annualized return.


REIFX

1D
-0.38%
1M
-13.84%
YTD
-4.88%
6M
-5.97%
1Y
12.14%
3Y*
7.58%
5Y*
4.01%
10Y*
6.63%

TAREX

1D
0.18%
1M
-13.71%
YTD
-11.96%
6M
-13.39%
1Y
-1.20%
3Y*
10.84%
5Y*
3.79%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REIFX vs. TAREX - Expense Ratio Comparison

REIFX has a 1.00% expense ratio, which is lower than TAREX's 1.15% expense ratio.


Return for Risk

REIFX vs. TAREX — Risk / Return Rank

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

REIFX
REIFX Risk / Return Rank: 3838
Overall Rank
REIFX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
REIFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
REIFX Omega Ratio Rank: 3636
Omega Ratio Rank
REIFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
REIFX Martin Ratio Rank: 3535
Martin Ratio Rank

TAREX
TAREX Risk / Return Rank: 44
Overall Rank
TAREX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TAREX Sortino Ratio Rank: 44
Sortino Ratio Rank
TAREX Omega Ratio Rank: 44
Omega Ratio Rank
TAREX Calmar Ratio Rank: 44
Calmar Ratio Rank
TAREX Martin Ratio Rank: 44
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.

REIFX vs. TAREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue International Real Estate Value Fund (REIFX) and Third Avenue Real Estate Value Fund (TAREX). 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.


REIFXTAREXDifference

Sharpe ratio

Return per unit of total volatility

0.90

-0.07

+0.97

Sortino ratio

Return per unit of downside risk

1.26

0.02

+1.24

Omega ratio

Gain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratio

Return relative to maximum drawdown

0.88

-0.14

+1.02

Martin ratio

Return relative to average drawdown

3.74

-0.51

+4.25

REIFX vs. TAREX - Sharpe Ratio Comparison

The current REIFX Sharpe Ratio is 0.90, which is higher than the TAREX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of REIFX and TAREX, 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


REIFXTAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.07

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.21

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.21

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.46

-0.04

Correlation

The correlation between REIFX and TAREX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

REIFX vs. TAREX - Dividend Comparison

REIFX's dividend yield for the trailing twelve months is around 2.40%, less than TAREX's 6.45% yield.


TTM20252024202320222021202020192018201720162015
REIFX
Third Avenue International Real Estate Value Fund
2.40%2.28%2.37%2.63%1.98%2.22%3.74%1.40%11.92%2.80%0.90%3.00%
TAREX
Third Avenue Real Estate Value Fund
6.45%5.68%6.59%5.28%8.76%9.03%0.99%18.22%11.07%1.06%1.80%5.60%

Drawdowns

REIFX vs. TAREX - Drawdown Comparison

The maximum REIFX drawdown since its inception was -37.61%, smaller than the maximum TAREX drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for REIFX and TAREX.


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Drawdown Indicators


REIFXTAREXDifference

Max Drawdown

Largest peak-to-trough decline

-37.61%

-67.68%

+30.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-15.81%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-31.89%

+5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

-44.73%

+7.12%

Current Drawdown

Current decline from peak

-14.06%

-15.66%

+1.60%

Average Drawdown

Average peak-to-trough decline

-6.84%

-11.19%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.31%

-0.99%

Volatility

REIFX vs. TAREX - Volatility Comparison

Third Avenue International Real Estate Value Fund (REIFX) and Third Avenue Real Estate Value Fund (TAREX) have volatilities of 5.59% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REIFXTAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

5.34%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

10.58%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

17.38%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

18.21%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

18.67%

-4.46%