REIIX vs. FRIRX

Last updated Apr 1, 2026

Compare and contrast key facts about West Loop Realty Fund (REIIX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX).

REIIX is managed by Liberty Street. It was launched on Dec 31, 2013. FRIRX is managed by Fidelity.

Performance

REIIX vs. FRIRX - Performance Comparison

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

REIIX vs. FRIRX - 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%
FRIRX Fidelity Advisor Real Estate Income Fund Class I	0.00%	7.10%	7.89%	9.36%	-14.59%	18.98%	-1.08%	17.89%	-1.81%	6.23%

Returns By Period

REIIX

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

FRIRX

• 1D: 0.33%
• 1M: -3.11%
• YTD: 0.00%
• 6M: 0.98%
• 1Y: 4.37%
• 3Y*: 7.38%
• 5Y*: 3.90%
• 10Y*: 5.26%

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

REIIX vs. FRIRX - Expense Ratio Comparison

REIIX has a 1.43% expense ratio, which is higher than FRIRX's 0.71% expense ratio.

REIIX

West Loop Realty Fund

FRIRX

Fidelity Advisor Real Estate Income Fund Class I

Return for Risk

REIIX vs. FRIRX — Risk / Return Rank

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

FRIRX

FRIRX Risk / Return Rank: 43
FRIRX Sharpe Ratio Rank: 46
FRIRX Sortino Ratio Rank: 37
FRIRX Omega Ratio Rank: 40
FRIRX Calmar Ratio Rank: 44
FRIRX Martin Ratio Rank: 46

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. FRIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for West Loop Realty Fund (REIIX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). 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	FRIRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.91	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.78	—

Correlation

The correlation between REIIX and FRIRX is 0.85, 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

REIIX vs. FRIRX - Dividend Comparison

REIIX's dividend yield for the trailing twelve months is around 46.45%, more than FRIRX's 4.62% 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%
FRIRX Fidelity Advisor Real Estate Income Fund Class I	4.62%	4.62%	4.68%	5.01%	6.08%	1.48%	4.80%	5.70%	5.10%	4.43%	5.05%	3.69%

Drawdowns

Drawdown Indicators

	REIIX	FRIRX	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.50%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-4.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.50%	—
Current Drawdown Current decline from peak	—	-3.11%	—
Average Drawdown Average peak-to-trough decline	—	-3.30%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.01%	—

Volatility

Volatility by Period

	REIIX	FRIRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.81%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	4.91%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	6.53%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	9.49%	—