PortfoliosLab logoPortfoliosLab logo
RRRRX vs. FIRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RRRRX vs. FIRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Estate Securities Fund (RRRRX) and Fidelity Advisor International Real Estate Fund Class I (FIRIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RRRRX vs. FIRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RRRRX
DWS RREEF Real Estate Securities Fund
2.68%-0.72%6.11%12.35%-27.32%43.02%-4.84%29.66%-3.21%6.43%
FIRIX
Fidelity Advisor International Real Estate Fund Class I
-5.03%22.73%-9.43%4.07%-26.55%11.87%5.82%28.09%-6.12%26.95%

Returns By Period

In the year-to-date period, RRRRX achieves a 2.68% return, which is significantly higher than FIRIX's -5.03% return. Over the past 10 years, RRRRX has outperformed FIRIX with an annualized return of 4.92%, while FIRIX has yielded a comparatively lower 3.64% annualized return.


RRRRX

1D
0.33%
1M
-7.06%
YTD
2.68%
6M
0.63%
1Y
0.82%
3Y*
5.91%
5Y*
3.21%
10Y*
4.92%

FIRIX

1D
0.20%
1M
-13.64%
YTD
-5.03%
6M
-2.99%
1Y
12.98%
3Y*
3.22%
5Y*
-2.20%
10Y*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RRRRX vs. FIRIX - Expense Ratio Comparison

RRRRX has a 0.61% expense ratio, which is lower than FIRIX's 0.92% expense ratio.


Return for Risk

RRRRX vs. FIRIX — Risk / Return Rank

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

RRRRX
RRRRX Risk / Return Rank: 88
Overall Rank
RRRRX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RRRRX Sortino Ratio Rank: 77
Sortino Ratio Rank
RRRRX Omega Ratio Rank: 77
Omega Ratio Rank
RRRRX Calmar Ratio Rank: 99
Calmar Ratio Rank
RRRRX Martin Ratio Rank: 99
Martin Ratio Rank

FIRIX
FIRIX Risk / Return Rank: 4040
Overall Rank
FIRIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FIRIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FIRIX Omega Ratio Rank: 4040
Omega Ratio Rank
FIRIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FIRIX Martin Ratio Rank: 3636
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.

RRRRX vs. FIRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Estate Securities Fund (RRRRX) and Fidelity Advisor International Real Estate Fund Class I (FIRIX). 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.


RRRRXFIRIXDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.96

-0.85

Sortino ratio

Return per unit of downside risk

0.26

1.35

-1.08

Omega ratio

Gain probability vs. loss probability

1.04

1.18

-0.15

Calmar ratio

Return relative to maximum drawdown

0.14

0.89

-0.75

Martin ratio

Return relative to average drawdown

0.56

3.90

-3.35

RRRRX vs. FIRIX - Sharpe Ratio Comparison

The current RRRRX Sharpe Ratio is 0.11, which is lower than the FIRIX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RRRRX and FIRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RRRRXFIRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.96

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.16

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.27

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.12

+0.20

Correlation

The correlation between RRRRX and FIRIX is 0.52, 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

RRRRX vs. FIRIX - Dividend Comparison

RRRRX's dividend yield for the trailing twelve months is around 2.47%, less than FIRIX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
RRRRX
DWS RREEF Real Estate Securities Fund
2.47%2.02%2.77%1.82%4.44%7.68%3.53%7.94%4.56%4.97%12.39%13.74%
FIRIX
Fidelity Advisor International Real Estate Fund Class I
3.15%2.99%5.16%1.90%4.41%5.49%1.84%5.15%2.10%3.41%4.27%3.09%

Drawdowns

RRRRX vs. FIRIX - Drawdown Comparison

The maximum RRRRX drawdown since its inception was -74.05%, roughly equal to the maximum FIRIX drawdown of -71.41%. Use the drawdown chart below to compare losses from any high point for RRRRX and FIRIX.


Loading graphics...

Drawdown Indicators


RRRRXFIRIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.05%

-71.41%

-2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.03%

-13.82%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

-37.07%

+2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-37.07%

-4.07%

Current Drawdown

Current decline from peak

-11.68%

-21.56%

+9.88%

Average Drawdown

Average peak-to-trough decline

-12.61%

-20.00%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.17%

-0.11%

Volatility

RRRRX vs. FIRIX - Volatility Comparison

The current volatility for DWS RREEF Real Estate Securities Fund (RRRRX) is 4.24%, while Fidelity Advisor International Real Estate Fund Class I (FIRIX) has a volatility of 5.19%. This indicates that RRRRX experiences smaller price fluctuations and is considered to be less risky than FIRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RRRRXFIRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.19%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

8.70%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

12.91%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.52%

13.55%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

13.67%

+6.97%