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SOAAX vs. GREIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOAAX vs. GREIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spirit of America Real Estate Income & Growth Fund (SOAAX) and Goldman Sachs Real Estate Securities Fund (GREIX). The values are adjusted to include any dividend payments, if applicable.

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SOAAX vs. GREIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOAAX
Spirit of America Real Estate Income & Growth Fund
2.88%-0.90%7.57%9.60%-28.40%42.01%-5.06%28.09%-6.82%6.80%
GREIX
Goldman Sachs Real Estate Securities Fund
1.00%-0.70%11.77%17.05%-28.76%44.65%-7.53%25.70%-5.03%2.55%

Returns By Period

In the year-to-date period, SOAAX achieves a 2.88% return, which is significantly higher than GREIX's 1.00% return. Both investments have delivered pretty close results over the past 10 years, with SOAAX having a 4.27% annualized return and GREIX not far ahead at 4.37%.


SOAAX

1D
0.00%
1M
-7.12%
YTD
2.88%
6M
0.16%
1Y
2.52%
3Y*
5.29%
5Y*
3.18%
10Y*
4.27%

GREIX

1D
0.43%
1M
-7.45%
YTD
1.00%
6M
-1.01%
1Y
-1.02%
3Y*
7.97%
5Y*
4.46%
10Y*
4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOAAX vs. GREIX - Expense Ratio Comparison

SOAAX has a 1.52% expense ratio, which is higher than GREIX's 0.91% expense ratio.


Return for Risk

SOAAX vs. GREIX — Risk / Return Rank

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

SOAAX
SOAAX Risk / Return Rank: 1010
Overall Rank
SOAAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SOAAX Sortino Ratio Rank: 88
Sortino Ratio Rank
SOAAX Omega Ratio Rank: 88
Omega Ratio Rank
SOAAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SOAAX Martin Ratio Rank: 1212
Martin Ratio Rank

GREIX
GREIX Risk / Return Rank: 55
Overall Rank
GREIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GREIX Sortino Ratio Rank: 55
Sortino Ratio Rank
GREIX Omega Ratio Rank: 55
Omega Ratio Rank
GREIX Calmar Ratio Rank: 55
Calmar Ratio Rank
GREIX Martin Ratio Rank: 55
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.

SOAAX vs. GREIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit of America Real Estate Income & Growth Fund (SOAAX) and Goldman Sachs Real Estate Securities Fund (GREIX). 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.


SOAAXGREIXDifference

Sharpe ratio

Return per unit of total volatility

0.21

-0.01

+0.22

Sortino ratio

Return per unit of downside risk

0.40

0.10

+0.30

Omega ratio

Gain probability vs. loss probability

1.06

1.01

+0.04

Calmar ratio

Return relative to maximum drawdown

0.26

-0.10

+0.36

Martin ratio

Return relative to average drawdown

1.08

-0.35

+1.43

SOAAX vs. GREIX - Sharpe Ratio Comparison

The current SOAAX Sharpe Ratio is 0.21, which is higher than the GREIX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of SOAAX and GREIX, 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


SOAAXGREIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

-0.01

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.23

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.21

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

Correlation

The correlation between SOAAX and GREIX is 0.96, 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

SOAAX vs. GREIX - Dividend Comparison

SOAAX's dividend yield for the trailing twelve months is around 10.34%, less than GREIX's 36.66% yield.


TTM20252024202320222021202020192018201720162015
SOAAX
Spirit of America Real Estate Income & Growth Fund
10.34%10.64%9.53%9.32%9.32%6.12%8.13%7.11%8.47%6.87%7.18%8.97%
GREIX
Goldman Sachs Real Estate Securities Fund
36.66%35.97%12.22%4.00%3.54%6.27%10.16%18.31%17.65%20.54%12.29%4.46%

Drawdowns

SOAAX vs. GREIX - Drawdown Comparison

The maximum SOAAX drawdown since its inception was -78.19%, which is greater than GREIX's maximum drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for SOAAX and GREIX.


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Drawdown Indicators


SOAAXGREIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.19%

-74.21%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

-12.40%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-34.43%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

-42.98%

+1.74%

Current Drawdown

Current decline from peak

-13.95%

-7.74%

-6.21%

Average Drawdown

Average peak-to-trough decline

-14.68%

-12.88%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.34%

-0.24%

Volatility

SOAAX vs. GREIX - Volatility Comparison

Spirit of America Real Estate Income & Growth Fund (SOAAX) and Goldman Sachs Real Estate Securities Fund (GREIX) have volatilities of 4.17% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOAAXGREIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

4.12%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

9.23%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

16.27%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

19.36%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

20.98%

-1.27%