REIIX vs. FIREX

Last updated Apr 2, 2026

Compare and contrast key facts about West Loop Realty Fund (REIIX) and Fidelity International Real Estate Fund (FIREX).

REIIX is managed by Liberty Street. It was launched on Dec 31, 2013. FIREX is managed by Fidelity. It was launched on Sep 8, 2004.

Performance

REIIX vs. FIREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in West Loop Realty Fund (REIIX) and Fidelity International Real Estate Fund (FIREX). The values are adjusted to include any dividend payments, if applicable.

REIIX vs. FIREX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REIIX West Loop Realty Fund	0.00%	2.21%	-5.60%	13.33%	-26.09%	39.77%	-2.90%	30.07%	-8.91%	6.80%
FIREX Fidelity International Real Estate Fund	-3.31%	22.85%	-9.46%	4.01%	-26.61%	11.85%	5.71%	27.96%	-6.15%	24.61%

Returns By Period

REIIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIREX

• 1D: 1.89%
• 1M: -10.33%
• YTD: -3.31%
• 6M: -1.14%
• 1Y: 14.41%
• 3Y*: 3.84%
• 5Y*: -2.02%
• 10Y*: 3.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REIIX vs. FIREX - Expense Ratio Comparison

REIIX has a 1.43% expense ratio, which is higher than FIREX's 0.95% expense ratio.

REIIX

West Loop Realty Fund

FIREX

Fidelity International Real Estate Fund

Return for Risk

REIIX vs. FIREX — Risk / Return Rank

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

FIREX

FIREX Risk / Return Rank: 50
FIREX Sharpe Ratio Rank: 62
FIREX Sortino Ratio Rank: 58
FIREX Omega Ratio Rank: 52
FIREX Calmar Ratio Rank: 36
FIREX Martin Ratio Rank: 40

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.

REIIX vs. FIREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for West Loop Realty Fund (REIIX) and Fidelity International Real Estate Fund (FIREX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	REIIX	FIREX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.17	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.25	—

Correlation

The correlation between REIIX and FIREX is 0.47, 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

REIIX vs. FIREX - Dividend Comparison

REIIX's dividend yield for the trailing twelve months is around 46.45%, more than FIREX's 3.07% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REIIX West Loop Realty Fund	46.45%	46.45%	1.45%	2.33%	12.09%	7.95%	3.11%	6.04%	3.29%	2.34%	4.64%	3.71%
FIREX Fidelity International Real Estate Fund	3.07%	2.97%	5.27%	1.86%	4.44%	5.44%	1.77%	5.10%	2.01%	1.46%	4.14%	2.87%

Drawdowns

Drawdown Indicators

	REIIX	FIREX	Difference
Max Drawdown Largest peak-to-trough decline	—	-71.40%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.14%	—
Current Drawdown Current decline from peak	—	-20.18%	—
Average Drawdown Average peak-to-trough decline	—	-18.74%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.25%	—

Volatility

Volatility by Period

	REIIX	FIREX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.97%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.55%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	13.68%	—