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RYCRX vs. FRIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYCRX vs. FRIRX - Performance Comparison

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

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RYCRX vs. FRIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCRX
Rydex Real Estate Fund
-1.26%2.15%4.92%9.78%-28.10%33.75%-6.05%23.45%-8.28%5.49%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
0.41%7.10%7.89%9.36%-14.59%18.98%-1.08%17.89%-1.81%6.23%

Returns By Period

In the year-to-date period, RYCRX achieves a -1.26% return, which is significantly lower than FRIRX's 0.41% return. Over the past 10 years, RYCRX has underperformed FRIRX with an annualized return of 2.71%, while FRIRX has yielded a comparatively higher 5.31% annualized return.


RYCRX

1D
1.46%
1M
-6.96%
YTD
-1.26%
6M
-4.51%
1Y
-0.46%
3Y*
5.09%
5Y*
0.21%
10Y*
2.71%

FRIRX

1D
0.41%
1M
-2.56%
YTD
0.41%
6M
1.15%
1Y
4.63%
3Y*
7.52%
5Y*
3.80%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYCRX vs. FRIRX - Expense Ratio Comparison

RYCRX has a 2.36% expense ratio, which is higher than FRIRX's 0.71% expense ratio.


Return for Risk

RYCRX vs. FRIRX — Risk / Return Rank

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

RYCRX
RYCRX Risk / Return Rank: 44
Overall Rank
RYCRX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RYCRX Sortino Ratio Rank: 44
Sortino Ratio Rank
RYCRX Omega Ratio Rank: 44
Omega Ratio Rank
RYCRX Calmar Ratio Rank: 55
Calmar Ratio Rank
RYCRX Martin Ratio Rank: 55
Martin Ratio Rank

FRIRX
FRIRX Risk / Return Rank: 4141
Overall Rank
FRIRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FRIRX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FRIRX Omega Ratio Rank: 4040
Omega Ratio Rank
FRIRX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FRIRX 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.

RYCRX vs. FRIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Real Estate Fund (RYCRX) 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.


RYCRXFRIRXDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.98

-1.01

Sortino ratio

Return per unit of downside risk

0.09

1.30

-1.22

Omega ratio

Gain probability vs. loss probability

1.01

1.19

-0.18

Calmar ratio

Return relative to maximum drawdown

0.03

1.14

-1.11

Martin ratio

Return relative to average drawdown

0.08

4.76

-4.68

RYCRX vs. FRIRX - Sharpe Ratio Comparison

The current RYCRX Sharpe Ratio is -0.03, which is lower than the FRIRX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RYCRX and FRIRX, 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


RYCRXFRIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.98

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.59

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.56

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.79

-0.69

Correlation

The correlation between RYCRX and FRIRX is 0.92, 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

RYCRX vs. FRIRX - Dividend Comparison

RYCRX's dividend yield for the trailing twelve months is around 4.48%, less than FRIRX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
RYCRX
Rydex Real Estate Fund
4.48%4.43%0.98%2.34%4.55%0.42%10.95%1.94%0.82%0.58%6.91%1.36%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
4.60%4.62%4.68%5.01%6.08%1.48%4.80%5.70%5.10%4.43%5.05%3.69%

Drawdowns

RYCRX vs. FRIRX - Drawdown Comparison

The maximum RYCRX drawdown since its inception was -74.89%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for RYCRX and FRIRX.


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Drawdown Indicators


RYCRXFRIRXDifference

Max Drawdown

Largest peak-to-trough decline

-74.89%

-34.50%

-40.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-4.30%

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-36.88%

-18.18%

-18.70%

Max Drawdown (10Y)

Largest decline over 10 years

-45.88%

-34.50%

-11.38%

Current Drawdown

Current decline from peak

-16.49%

-2.71%

-13.78%

Average Drawdown

Average peak-to-trough decline

-18.87%

-3.30%

-15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

1.03%

+3.08%

Volatility

RYCRX vs. FRIRX - Volatility Comparison

Rydex Real Estate Fund (RYCRX) has a higher volatility of 4.68% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.66%. This indicates that RYCRX'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


RYCRXFRIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

1.66%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

2.84%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

4.91%

+12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

6.53%

+12.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

9.49%

+11.89%