RRGIX vs. FRIRX
RRGIX (DWS RREEF Global Real Estate Securities Fund) and FRIRX (Fidelity Advisor Real Estate Income Fund Class I) are both REIT funds. Over the past 10 years, RRGIX returned 4.69%/yr vs 4.79%/yr for FRIRX. Their correlation of 0.86 means they have usually moved in the same direction. RRGIX charges 0.88%/yr vs 0.71%/yr for FRIRX.
Performance
RRGIX vs. FRIRX - Performance Comparison
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Returns By Period
In the year-to-date period, RRGIX achieves a 13.86% return, which is significantly higher than FRIRX's 3.23% return. Both investments have delivered pretty close results over the past 10 years, with RRGIX having a 4.69% annualized return and FRIRX not far ahead at 4.79%.
RRGIX
- 1D
- -0.24%
- 1M
- 1.99%
- 6M
- 9.85%
- YTD
- 13.86%
- 1Y
- 19.17%
- 3Y*
- 10.42%
- 5Y*
- 2.23%
- 10Y*
- 4.69%
- ALL TIME*
- 1.65%
FRIRX
- 1D
- -0.32%
- 1M
- -1.43%
- 6M
- 2.39%
- YTD
- 3.23%
- 1Y
- 6.22%
- 3Y*
- 7.42%
- 5Y*
- 2.91%
- 10Y*
- 4.79%
- ALL TIME*
- 6.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RRGIX vs. FRIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RRGIX DWS RREEF Global Real Estate Securities Fund | 13.86% | 8.77% | 2.97% | 11.22% | -26.42% | 30.53% | -4.24% | 25.09% | -4.15% | 11.62% |
FRIRX Fidelity Advisor Real Estate Income Fund Class I | 3.23% | 7.10% | 7.89% | 9.36% | -14.59% | 18.98% | -1.08% | 17.89% | -1.81% | 6.23% |
Correlation
The correlation between RRGIX and FRIRX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2010 | 0.86 |
The correlation between RRGIX and FRIRX has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
RRGIX vs. FRIRX — Risk / Return Rank
RRGIX
FRIRX
RRGIX vs. FRIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Real Estate Securities Fund (RRGIX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). 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.
| RRGIX | FRIRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.85 | -0.03 |
| Martin ratioReturn relative to average drawdown | 6.80 | 7.35 | -0.55 |
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Drawdowns
RRGIX vs. FRIRX - Drawdown Comparison
The maximum RRGIX drawdown since its inception was -73.86%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for RRGIX and FRIRX.
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Drawdown Indicators
| RRGIX | FRIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.86% | -34.50% | -39.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.93% | -3.43% | -6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | -6.13% | -11.81% |
Max Drawdown (5Y)Largest decline over 5 years | -34.35% | -18.18% | -16.17% |
Max Drawdown (10Y)Largest decline over 10 years | -40.87% | -34.50% | -6.37% |
Current DrawdownCurrent decline from peak | -0.73% | -1.51% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -26.23% | -3.25% | -22.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 0.86% | +1.79% |
Volatility
RRGIX vs. FRIRX - Volatility Comparison
DWS RREEF Global Real Estate Securities Fund (RRGIX) has a higher volatility of 3.21% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.70%. This indicates that RRGIX's price experiences larger fluctuations and is considered to be riskier than FRIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRGIX | FRIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 1.70% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 3.67% | +5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 4.42% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 6.51% | +9.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 9.51% | +7.56% |
RRGIX vs. FRIRX - Expense Ratio Comparison
RRGIX has a 0.88% expense ratio, which is higher than FRIRX's 0.71% expense ratio.
Dividends
RRGIX vs. FRIRX - Dividend Comparison
RRGIX's dividend yield for the trailing twelve months is around 2.76%, less than FRIRX's 3.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRIRX Fidelity Advisor Real Estate Income Fund Class I | 3.37% | 4.62% | 4.68% | 5.01% | 6.08% | 1.48% | 4.80% | 5.70% | 5.10% | 4.43% | 5.05% | 3.69% |
RRGIX DWS RREEF Global Real Estate Securities Fund | 2.76% | 2.65% | 3.08% | 1.39% | 7.02% | 8.80% | 9.11% | 16.41% | 5.70% | 3.74% | 4.24% | 4.31% |
Frequently Asked Questions
RRGIX and FRIRX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RRGIX has higher volatility (3.21%) compared to FRIRX (1.70%). In terms of maximum drawdown, RRGIX dropped -73.86% vs FRIRX's -34.50%.
RRGIX currently has the higher Sharpe Ratio (1.52 vs 1.44), 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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