REIIX vs. FSREX

Last updated Apr 1, 2026

Compare and contrast key facts about West Loop Realty Fund (REIIX) and Fidelity Series Real Estate Income Fund (FSREX).

REIIX is managed by Liberty Street. It was launched on Dec 31, 2013. FSREX is managed by Fidelity. It was launched on Oct 20, 2011.

Performance

REIIX vs. FSREX - Performance Comparison

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

REIIX vs. FSREX - 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%
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

REIIX

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

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%

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

REIIX vs. FSREX - Expense Ratio Comparison

REIIX has a 1.43% expense ratio, which is higher than FSREX's 0.00% expense ratio.

REIIX

West Loop Realty Fund

FSREX

Fidelity Series Real Estate Income Fund

Return for Risk

REIIX vs. FSREX — Risk / Return Rank

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

FSREX

FSREX Risk / Return Rank: 90
FSREX Sharpe Ratio Rank: 92
FSREX Sortino Ratio Rank: 92
FSREX Omega Ratio Rank: 91
FSREX Calmar Ratio Rank: 85
FSREX Martin Ratio Rank: 90

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. FSREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for West Loop Realty Fund (REIIX) 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.

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

Sharpe Ratios by Period

	REIIX	FSREX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.96	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.97	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.94	—

Correlation

The correlation between REIIX and FSREX is 0.70, 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. FSREX - Dividend Comparison

REIIX's dividend yield for the trailing twelve months is around 46.45%, more than FSREX's 5.69% 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%
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

Drawdown Indicators

	REIIX	FSREX	Difference
Max Drawdown Largest peak-to-trough decline	—	-32.02%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.22%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.02%	—
Current Drawdown Current decline from peak	—	-1.76%	—
Average Drawdown Average peak-to-trough decline	—	-2.57%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.61%	—

Volatility

Volatility by Period

	REIIX	FSREX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	3.02%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	4.80%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	7.89%	—