SFREX vs. FRIRX
Compare and contrast key facts about Schwab Fundamental Global Real Estate Index Fund (SFREX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX).
SFREX is managed by Charles Schwab. It was launched on Oct 21, 2014. FRIRX is managed by Fidelity.
Performance
SFREX vs. FRIRX - Performance Comparison
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SFREX vs. FRIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | -2.53% | 11.26% | 3.05% | 4.10% | -21.06% | 18.56% | -11.16% | 22.61% | -8.26% | 20.07% |
FRIRX Fidelity Advisor Real Estate Income Fund Class I | 0.00% | 7.10% | 7.89% | 9.36% | -14.59% | 18.98% | -1.08% | 17.89% | -1.81% | 6.23% |
Returns By Period
Over the past 10 years, SFREX has underperformed FRIRX with an annualized return of 2.93%, while FRIRX has yielded a comparatively higher 5.26% annualized return.
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%
FRIRX
- 1D
- 0.33%
- 1M
- -3.11%
- YTD
- 0.00%
- 6M
- 0.98%
- 1Y
- 4.37%
- 3Y*
- 7.38%
- 5Y*
- 3.90%
- 10Y*
- 5.26%
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SFREX vs. FRIRX - Expense Ratio Comparison
SFREX has a 0.39% expense ratio, which is lower than FRIRX's 0.71% expense ratio.
Return for Risk
SFREX vs. FRIRX — Risk / Return Rank
SFREX
FRIRX
SFREX vs. FRIRX - 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 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.
| SFREX | FRIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.91 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.21 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.10 | -0.63 |
Martin ratioReturn relative to average drawdown | 1.76 | 4.66 | -2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFREX | FRIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.91 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.60 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.56 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.78 | -0.63 |
Correlation
The correlation between SFREX and FRIRX is 0.78, 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. FRIRX - Dividend Comparison
SFREX's dividend yield for the trailing twelve months is around 3.60%, less than FRIRX's 4.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FRIRX Fidelity Advisor Real Estate Income Fund Class I | 4.62% | 4.62% | 4.68% | 5.01% | 6.08% | 1.48% | 4.80% | 5.70% | 5.10% | 4.43% | 5.05% | 3.69% |
Drawdowns
SFREX vs. FRIRX - Drawdown Comparison
The maximum SFREX drawdown since its inception was -41.98%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for SFREX and FRIRX.
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Drawdown Indicators
| SFREX | FRIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -34.50% | -7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -4.30% | -7.66% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -18.18% | -16.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | -34.50% | -7.48% |
Current DrawdownCurrent decline from peak | -11.77% | -3.11% | -8.66% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -3.30% | -7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.01% | +2.18% |
Volatility
SFREX vs. FRIRX - 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 I (FRIRX) at 1.57%. This indicates that SFREX'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
| SFREX | FRIRX | Difference | |
|---|---|---|---|
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% | 2.81% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 4.91% | +8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 6.53% | +9.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 9.49% | +8.42% |