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RERFX vs. FSREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RERFX vs. FSREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Real Estate Index Fund Class R-6 (RERFX) and Fidelity Series Real Estate Income Fund (FSREX). The values are adjusted to include any dividend payments, if applicable.

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RERFX vs. FSREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RERFX
American Funds Real Estate Index Fund Class R-6
-5.46%29.26%2.96%16.02%-22.81%2.81%25.20%27.36%-17.37%31.10%
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

In the year-to-date period, RERFX achieves a -5.46% return, which is significantly lower than FSREX's -0.40% return. Over the past 10 years, RERFX has outperformed FSREX with an annualized return of 7.63%, while FSREX has yielded a comparatively lower 5.43% annualized return.


RERFX

1D
-0.16%
1M
-12.20%
YTD
-5.46%
6M
-1.00%
1Y
19.11%
3Y*
9.95%
5Y*
3.08%
10Y*
7.63%

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)

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RERFX vs. FSREX - Expense Ratio Comparison

RERFX has a 0.29% expense ratio, which is higher than FSREX's 0.00% expense ratio.


Return for Risk

RERFX vs. FSREX — Risk / Return Rank

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

RERFX
RERFX Risk / Return Rank: 5353
Overall Rank
RERFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RERFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
RERFX Omega Ratio Rank: 5252
Omega Ratio Rank
RERFX Calmar Ratio Rank: 5151
Calmar Ratio Rank
RERFX Martin Ratio Rank: 4848
Martin Ratio Rank

FSREX
FSREX Risk / Return Rank: 9090
Overall Rank
FSREX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSREX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSREX Omega Ratio Rank: 9191
Omega Ratio Rank
FSREX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSREX Martin Ratio Rank: 9090
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.

RERFX vs. FSREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Real Estate Index Fund Class R-6 (RERFX) 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.


RERFXFSREXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.96

-0.86

Sortino ratio

Return per unit of downside risk

1.51

2.70

-1.19

Omega ratio

Gain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratio

Return relative to maximum drawdown

1.26

2.14

-0.88

Martin ratio

Return relative to average drawdown

4.85

10.21

-5.36

RERFX vs. FSREX - Sharpe Ratio Comparison

The current RERFX Sharpe Ratio is 1.10, which is lower than the FSREX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of RERFX and FSREX, 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


RERFXFSREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.96

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.97

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.69

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.94

-0.54

Correlation

The correlation between RERFX and FSREX is 0.48, 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

RERFX vs. FSREX - Dividend Comparison

RERFX's dividend yield for the trailing twelve months is around 14.74%, more than FSREX's 5.69% yield.


TTM20252024202320222021202020192018201720162015
RERFX
American Funds Real Estate Index Fund Class R-6
14.74%13.93%4.90%3.90%1.98%10.14%0.38%3.10%3.11%4.94%1.58%3.38%
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

RERFX vs. FSREX - Drawdown Comparison

The maximum RERFX drawdown since its inception was -53.80%, which is greater than FSREX's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for RERFX and FSREX.


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Drawdown Indicators


RERFXFSREXDifference

Max Drawdown

Largest peak-to-trough decline

-53.80%

-32.02%

-21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-2.90%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-15.22%

-22.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-32.02%

-5.30%

Current Drawdown

Current decline from peak

-12.53%

-1.76%

-10.77%

Average Drawdown

Average peak-to-trough decline

-11.08%

-2.57%

-8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

0.61%

+2.64%

Volatility

RERFX vs. FSREX - Volatility Comparison

American Funds Real Estate Index Fund Class R-6 (RERFX) has a higher volatility of 6.60% compared to Fidelity Series Real Estate Income Fund (FSREX) at 1.06%. This indicates that RERFX's price experiences larger fluctuations and is considered to be riskier than FSREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RERFXFSREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

1.06%

+5.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

1.67%

+9.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

3.02%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

4.80%

+11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

7.89%

+8.90%