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SFREX vs. FIKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFREX vs. FIKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental Global Real Estate Index Fund (SFREX) 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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SFREX vs. FIKMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SFREX
Schwab Fundamental Global Real Estate Index Fund
-2.53%11.26%3.05%4.10%-21.06%18.56%-11.16%22.61%-1.68%
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
0.00%7.29%8.03%9.51%-14.48%19.04%-0.98%18.04%-1.71%

Returns By Period


SFREX

1D
0.21%
1M
-11.77%
YTD
-2.53%
6M
-5.00%
1Y
6.19%
3Y*
5.99%
5Y*
-0.08%
10Y*
2.93%

FIKMX

1D
0.33%
1M
-3.12%
YTD
0.00%
6M
1.05%
1Y
4.47%
3Y*
7.50%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFREX vs. FIKMX - Expense Ratio Comparison

SFREX has a 0.39% expense ratio, which is lower than FIKMX's 0.59% expense ratio.


Return for Risk

SFREX vs. FIKMX — Risk / Return Rank

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

SFREX
SFREX Risk / Return Rank: 1717
Overall Rank
SFREX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SFREX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SFREX Omega Ratio Rank: 1515
Omega Ratio Rank
SFREX Calmar Ratio Rank: 1616
Calmar Ratio Rank
SFREX Martin Ratio Rank: 1818
Martin Ratio Rank

FIKMX
FIKMX Risk / Return Rank: 4444
Overall Rank
FIKMX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FIKMX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FIKMX Omega Ratio Rank: 4242
Omega Ratio Rank
FIKMX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FIKMX Martin Ratio Rank: 4747
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.

SFREX vs. FIKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) 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.


SFREXFIKMXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.94

-0.50

Sortino ratio

Return per unit of downside risk

0.72

1.25

-0.53

Omega ratio

Gain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratio

Return relative to maximum drawdown

0.47

1.11

-0.64

Martin ratio

Return relative to average drawdown

1.76

4.71

-2.95

SFREX vs. FIKMX - Sharpe Ratio Comparison

The current SFREX Sharpe Ratio is 0.44, which is lower than the FIKMX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SFREX 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


SFREXFIKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.94

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.62

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.51

-0.36

Correlation

The correlation between SFREX and FIKMX is 0.79, 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

SFREX vs. FIKMX - Dividend Comparison

SFREX's dividend yield for the trailing twelve months is around 3.60%, less than FIKMX's 4.80% yield.


TTM20252024202320222021202020192018201720162015
SFREX
Schwab Fundamental Global Real Estate Index Fund
3.60%3.51%3.75%3.53%2.89%2.92%3.46%4.10%5.45%2.78%5.00%1.29%
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
4.80%4.80%4.81%5.15%6.24%1.59%4.90%5.82%2.31%0.00%0.00%0.00%

Drawdowns

SFREX vs. FIKMX - Drawdown Comparison

The maximum SFREX drawdown since its inception was -41.98%, which is greater than FIKMX's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for SFREX and FIKMX.


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Drawdown Indicators


SFREXFIKMXDifference

Max Drawdown

Largest peak-to-trough decline

-41.98%

-34.49%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-4.35%

-7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

-18.04%

-16.14%

Max Drawdown (10Y)

Largest decline over 10 years

-41.98%

Current Drawdown

Current decline from peak

-11.77%

-3.12%

-8.65%

Average Drawdown

Average peak-to-trough decline

-10.54%

-5.26%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

1.02%

+2.17%

Volatility

SFREX vs. FIKMX - Volatility Comparison

Schwab Fundamental Global Real Estate Index Fund (SFREX) has a higher volatility of 4.18% compared to Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) at 1.57%. This indicates that SFREX'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


SFREXFIKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

1.57%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

2.88%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

4.95%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

6.52%

+9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

10.69%

+7.22%