REX vs. FRESX

Last updated Jun 4, 2026

REX (REX American Resources Corporation) is a stock, while FRESX (Fidelity Real Estate Investment Portfolio) is REIT fund managed by Fidelity. Over the past 10 years, REX returned 16.74%/yr vs 5.19%/yr for FRESX. At a 0.24 correlation, their price movements are largely independent.

Performance

REX vs. FRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX American Resources Corporation (REX) and Fidelity Real Estate Investment Portfolio (FRESX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REX achieves a 43.19% return, which is significantly higher than FRESX's 9.92% return. Over the past 10 years, REX has outperformed FRESX with an annualized return of 16.74%, while FRESX has yielded a comparatively lower 5.19% annualized return.

REX

• 1D: -4.24%
• 1M: -9.54%
• YTD: 43.19%
• 6M: 38.15%
• 1Y: 114.26%
• 3Y*: 39.18%
• 5Y*: 24.57%
• 10Y*: 16.74%

FRESX

• 1D: 0.48%
• 1M: -1.17%
• YTD: 9.92%
• 6M: 8.98%
• 1Y: 10.25%
• 3Y*: 9.16%
• 5Y*: 3.21%
• 10Y*: 5.19%

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

REX vs. FRESX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REX REX American Resources Corporation	43.19%	55.05%	-11.86%	48.46%	-0.44%	30.67%	-10.36%	20.33%	-17.73%	-16.16%
FRESX Fidelity Real Estate Investment Portfolio	9.92%	2.54%	5.87%	10.82%	-24.36%	42.34%	-7.93%	25.22%	-4.48%	4.28%

Correlation

The correlation between REX and FRESX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Nov 6, 1987	0.24

Over the past year, the correlation between REX and FRESX has dropped to 0.03 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Return for Risk

REX vs. FRESX — Risk / Return Rank

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

REX

REX Risk / Return Rank: 96
REX Sharpe Ratio Rank: 96
REX Sortino Ratio Rank: 95
REX Omega Ratio Rank: 94
REX Calmar Ratio Rank: 98
REX Martin Ratio Rank: 97

FRESX

FRESX Risk / Return Rank: 10
FRESX Sharpe Ratio Rank: 9
FRESX Sortino Ratio Rank: 9
FRESX Omega Ratio Rank: 9
FRESX Calmar Ratio Rank: 13
FRESX Martin Ratio Rank: 12

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.

REX vs. FRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX American Resources Corporation (REX) and Fidelity Real Estate Investment Portfolio (FRESX). 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.

	REX	FRESX	Difference
Sharpe ratio: Return per unit of total volatility	3.63	0.74	+2.89
Sortino ratio: Return per unit of downside risk	4.10	1.10	+3.00
Omega ratio: Gain probability vs. loss probability	1.55	1.13	+0.42
Calmar ratio: Return relative to maximum drawdown	11.69	1.27	+10.43
Martin ratio: Return relative to average drawdown	28.38	3.66	+24.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REX vs. FRESX - Sharpe Ratio Comparison

The current REX Sharpe Ratio is 3.63, which is higher than the FRESX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of REX and FRESX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REX	FRESX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.63	0.74	+2.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.17	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.25	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.39	-0.11

Drawdowns

REX vs. FRESX - Drawdown Comparison

The maximum REX drawdown since its inception was -74.42%, roughly equal to the maximum FRESX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for REX and FRESX.

Drawdown Indicators

	REX	FRESX	Difference
Max Drawdown Largest peak-to-trough decline	-74.42%	-76.34%	+1.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.83%	-7.78%	-2.05%
Max Drawdown (3Y) Largest decline over 3 years	-41.59%	-16.44%	-25.15%
Max Drawdown (5Y) Largest decline over 5 years	-41.59%	-32.13%	-9.46%
Max Drawdown (10Y) Largest decline over 10 years	-65.51%	-40.93%	-24.58%
Current Drawdown Current decline from peak	-9.54%	-2.87%	-6.67%
Average Drawdown Average peak-to-trough decline	-30.37%	-11.12%	-19.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	2.69%	+1.35%

Volatility

REX vs. FRESX - Volatility Comparison

REX American Resources Corporation (REX) has a higher volatility of 11.36% compared to Fidelity Real Estate Investment Portfolio (FRESX) at 3.78%. This indicates that REX's price experiences larger fluctuations and is considered to be riskier than FRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REX	FRESX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.36%	3.78%	+7.58%
Volatility (6M) Calculated over the trailing 6-month period	25.33%	9.27%	+16.06%
Volatility (1Y) Calculated over the trailing 1-year period	31.78%	13.27%	+18.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.47%	18.72%	+25.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.14%	20.56%	+26.58%

Dividends

REX vs. FRESX - Dividend Comparison

REX has not paid dividends to shareholders, while FRESX's dividend yield for the trailing twelve months is around 4.22%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FRESX Fidelity Real Estate Investment Portfolio	4.22%	4.64%	5.58%	6.95%	10.16%	3.70%	4.77%	6.91%	4.23%	4.00%	4.90%	6.09%
REX REX American Resources Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both REX and FRESX in my portfolio?

REX and FRESX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REX or FRESX?

REX has higher volatility (11.36%) compared to FRESX (3.78%). In terms of maximum drawdown, REX dropped -74.42% vs FRESX's -76.34%.

Which has better risk-adjusted returns?

REX currently has the higher Sharpe Ratio (3.63 vs 0.74), 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.