REIPX vs. CREEX
REIPX (T. Rowe Price Real Estate Fund Class I) and CREEX (Columbia Real Estate Equity Fund) are both REIT funds. Over the past 10 years, REIPX returned 12.36%/yr vs 5.89%/yr for CREEX. A 0.59 correlation means they provide meaningful diversification when combined. REIPX charges 0.65%/yr vs 1.01%/yr for CREEX.
Performance
REIPX vs. CREEX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with REIPX having a 13.66% return and CREEX slightly lower at 13.56%. Over the past 10 years, REIPX has outperformed CREEX with an annualized return of 12.36%, while CREEX has yielded a comparatively lower 5.89% annualized return.
REIPX
- 1D
- 0.11%
- 1M
- 1.49%
- YTD
- 13.66%
- 6M
- 13.30%
- 1Y
- 24.53%
- 3Y*
- 17.14%
- 5Y*
- 10.70%
- 10Y*
- 12.36%
CREEX
- 1D
- -0.57%
- 1M
- -1.31%
- YTD
- 13.56%
- 6M
- 13.93%
- 1Y
- 12.89%
- 3Y*
- 11.49%
- 5Y*
- 4.68%
- 10Y*
- 5.89%
REIPX vs. CREEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REIPX T. Rowe Price Real Estate Fund Class I | 13.66% | 14.74% | 11.96% | 9.84% | -3.09% | 25.70% | 1.40% | 33.77% | -9.20% | 15.57% |
CREEX Columbia Real Estate Equity Fund | 13.56% | 0.19% | 7.40% | 16.20% | -25.10% | 41.91% | -3.54% | 28.40% | -7.21% | 4.56% |
Correlation
The correlation between REIPX and CREEX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.59 |
The correlation between REIPX and CREEX shifts across timeframes, from 0.58 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
REIPX vs. CREEX — Risk / Return Rank
REIPX
CREEX
REIPX vs. CREEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Real Estate Fund Class I (REIPX) and Columbia Real Estate Equity Fund (CREEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REIPX | CREEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.18 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 1.81 | +1.69 |
| Martin ratioReturn relative to average drawdown | 12.98 | 5.38 | +7.61 |
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Drawdowns
REIPX vs. CREEX - Drawdown Comparison
The maximum REIPX drawdown since its inception was -39.69%, smaller than the maximum CREEX drawdown of -70.78%. Use the drawdown chart below to compare losses from any high point for REIPX and CREEX.
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Drawdown Indicators
| REIPX | CREEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.69% | -70.78% | +31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -7.94% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.32% | -19.89% | +5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -31.25% | +13.23% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | -41.42% | +1.73% |
Current DrawdownCurrent decline from peak | -0.55% | -2.85% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -10.70% | +6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.66% | -0.70% |
Volatility
REIPX vs. CREEX - Volatility Comparison
The current volatility for T. Rowe Price Real Estate Fund Class I (REIPX) is 3.60%, while Columbia Real Estate Equity Fund (CREEX) has a volatility of 4.82%. This indicates that REIPX experiences smaller price fluctuations and is considered to be less risky than CREEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REIPX | CREEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.82% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 10.07% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 14.19% | -3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 19.06% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 20.70% | -2.85% |
REIPX vs. CREEX - Expense Ratio Comparison
REIPX has a 0.65% expense ratio, which is lower than CREEX's 1.01% expense ratio.
Dividends
REIPX vs. CREEX - Dividend Comparison
REIPX's dividend yield for the trailing twelve months is around 2.50%, less than CREEX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 3.83% | 6.26% | 10.13% | 32.32% | 5.92% | 6.41% | 7.50% | 12.02% | 8.22% | 14.73% | 4.23% | 8.59% |
REIPX T. Rowe Price Real Estate Fund Class I | 2.50% | 2.87% | 9.05% | 6.30% | 6.86% | 8.89% | 3.65% | 12.62% | 11.53% | 9.03% | 7.88% | 0.00% |
Frequently Asked Questions
REIPX and CREEX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CREEX has higher volatility (4.82%) compared to REIPX (3.60%). In terms of maximum drawdown, REIPX dropped -39.69% vs CREEX's -70.78%.
REIPX currently has the higher Sharpe Ratio (2.32 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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