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RPFRX vs. FIKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPFRX vs. FIKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Real Estate Fund (RPFRX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX). The values are adjusted to include any dividend payments, if applicable.

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RPFRX vs. FIKMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RPFRX
Davis Real Estate Fund
-1.44%-6.17%2.30%10.48%-26.78%43.26%-8.25%25.39%-3.94%
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
0.41%7.29%8.03%9.51%-14.48%19.04%-0.98%18.04%-1.71%

Returns By Period

In the year-to-date period, RPFRX achieves a -1.44% return, which is significantly lower than FIKMX's 0.41% return.


RPFRX

1D
1.65%
1M
-6.54%
YTD
-1.44%
6M
-7.17%
1Y
-7.61%
3Y*
1.18%
5Y*
-0.38%
10Y*
3.07%

FIKMX

1D
0.41%
1M
-2.56%
YTD
0.41%
6M
1.22%
1Y
4.81%
3Y*
7.65%
5Y*
3.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPFRX vs. FIKMX - Expense Ratio Comparison

RPFRX has a 0.95% expense ratio, which is higher than FIKMX's 0.59% expense ratio.


Return for Risk

RPFRX vs. FIKMX — Risk / Return Rank

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

RPFRX
RPFRX Risk / Return Rank: 11
Overall Rank
RPFRX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RPFRX Sortino Ratio Rank: 11
Sortino Ratio Rank
RPFRX Omega Ratio Rank: 11
Omega Ratio Rank
RPFRX Calmar Ratio Rank: 11
Calmar Ratio Rank
RPFRX Martin Ratio Rank: 11
Martin Ratio Rank

FIKMX
FIKMX Risk / Return Rank: 4242
Overall Rank
FIKMX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FIKMX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FIKMX Omega Ratio Rank: 4040
Omega Ratio Rank
FIKMX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FIKMX Martin Ratio Rank: 4343
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.

RPFRX vs. FIKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Real Estate Fund (RPFRX) and Fidelity Advisor Real Estate Income Fund Class Z (FIKMX). 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.


RPFRXFIKMXDifference

Sharpe ratio

Return per unit of total volatility

-0.44

0.99

-1.43

Sortino ratio

Return per unit of downside risk

-0.49

1.32

-1.81

Omega ratio

Gain probability vs. loss probability

0.94

1.19

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.51

1.17

-1.68

Martin ratio

Return relative to average drawdown

-1.41

4.90

-6.30

RPFRX vs. FIKMX - Sharpe Ratio Comparison

The current RPFRX Sharpe Ratio is -0.44, which is lower than the FIKMX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RPFRX and FIKMX, 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


RPFRXFIKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

0.99

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.61

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.52

-0.16

Correlation

The correlation between RPFRX and FIKMX is 0.88, 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

RPFRX vs. FIKMX - Dividend Comparison

RPFRX's dividend yield for the trailing twelve months is around 7.31%, more than FIKMX's 4.78% yield.


TTM20252024202320222021202020192018201720162015
RPFRX
Davis Real Estate Fund
7.31%6.48%1.43%2.26%5.33%1.05%1.77%2.78%6.03%5.84%1.61%1.19%
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
4.78%4.80%4.81%5.15%6.24%1.59%4.90%5.82%2.31%0.00%0.00%0.00%

Drawdowns

RPFRX vs. FIKMX - Drawdown Comparison

The maximum RPFRX drawdown since its inception was -75.01%, which is greater than FIKMX's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for RPFRX and FIKMX.


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Drawdown Indicators


RPFRXFIKMXDifference

Max Drawdown

Largest peak-to-trough decline

-75.01%

-34.49%

-40.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-4.35%

-9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-35.52%

-18.04%

-17.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.29%

Current Drawdown

Current decline from peak

-23.57%

-2.72%

-20.85%

Average Drawdown

Average peak-to-trough decline

-13.38%

-5.26%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

1.04%

+3.92%

Volatility

RPFRX vs. FIKMX - Volatility Comparison

Davis Real Estate Fund (RPFRX) has a higher volatility of 4.83% compared to Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) at 1.67%. This indicates that RPFRX's price experiences larger fluctuations and is considered to be riskier than FIKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPFRXFIKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

1.67%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

2.90%

+7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

4.96%

+12.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

6.52%

+13.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

10.69%

+10.41%