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TAREX vs. REIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAREX vs. REIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Third Avenue Real Estate Value Fund (TAREX) and Third Avenue International Real Estate Value Fund (REIFX). The values are adjusted to include any dividend payments, if applicable.

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TAREX vs. REIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAREX
Third Avenue Real Estate Value Fund
-11.96%12.52%13.54%23.48%-26.53%30.69%-8.23%21.09%-19.98%16.10%
REIFX
Third Avenue International Real Estate Value Fund
-4.88%25.35%-5.51%13.91%-18.22%18.78%5.04%21.50%-5.89%27.14%

Returns By Period

In the year-to-date period, TAREX achieves a -11.96% return, which is significantly lower than REIFX's -4.88% return. Over the past 10 years, TAREX has underperformed REIFX with an annualized return of 3.93%, while REIFX has yielded a comparatively higher 6.63% annualized return.


TAREX

1D
0.18%
1M
-13.71%
YTD
-11.96%
6M
-13.39%
1Y
-1.20%
3Y*
10.84%
5Y*
3.79%
10Y*
3.93%

REIFX

1D
-0.38%
1M
-13.84%
YTD
-4.88%
6M
-5.97%
1Y
12.14%
3Y*
7.58%
5Y*
4.01%
10Y*
6.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAREX vs. REIFX - Expense Ratio Comparison

TAREX has a 1.15% expense ratio, which is higher than REIFX's 1.00% expense ratio.


Return for Risk

TAREX vs. REIFX — Risk / Return Rank

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

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

REIFX
REIFX Risk / Return Rank: 3838
Overall Rank
REIFX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
REIFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
REIFX Omega Ratio Rank: 3636
Omega Ratio Rank
REIFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
REIFX Martin Ratio Rank: 3535
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.

TAREX vs. REIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue Real Estate Value Fund (TAREX) and Third Avenue International Real Estate Value Fund (REIFX). 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.


TAREXREIFXDifference

Sharpe ratio

Return per unit of total volatility

-0.07

0.90

-0.97

Sortino ratio

Return per unit of downside risk

0.02

1.26

-1.24

Omega ratio

Gain probability vs. loss probability

1.00

1.17

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.14

0.88

-1.02

Martin ratio

Return relative to average drawdown

-0.51

3.74

-4.25

TAREX vs. REIFX - Sharpe Ratio Comparison

The current TAREX Sharpe Ratio is -0.07, which is lower than the REIFX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of TAREX and REIFX, 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


TAREXREIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.90

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.29

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.47

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.42

+0.04

Correlation

The correlation between TAREX and REIFX is 0.65, 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

TAREX vs. REIFX - Dividend Comparison

TAREX's dividend yield for the trailing twelve months is around 6.45%, more than REIFX's 2.40% yield.


TTM20252024202320222021202020192018201720162015
TAREX
Third Avenue Real Estate Value Fund
6.45%5.68%6.59%5.28%8.76%9.03%0.99%18.22%11.07%1.06%1.80%5.60%
REIFX
Third Avenue International Real Estate Value Fund
2.40%2.28%2.37%2.63%1.98%2.22%3.74%1.40%11.92%2.80%0.90%3.00%

Drawdowns

TAREX vs. REIFX - Drawdown Comparison

The maximum TAREX drawdown since its inception was -67.68%, which is greater than REIFX's maximum drawdown of -37.61%. Use the drawdown chart below to compare losses from any high point for TAREX and REIFX.


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Drawdown Indicators


TAREXREIFXDifference

Max Drawdown

Largest peak-to-trough decline

-67.68%

-37.61%

-30.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-14.06%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-26.20%

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-44.73%

-37.61%

-7.12%

Current Drawdown

Current decline from peak

-15.66%

-14.06%

-1.60%

Average Drawdown

Average peak-to-trough decline

-11.19%

-6.84%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

3.32%

+0.99%

Volatility

TAREX vs. REIFX - Volatility Comparison

Third Avenue Real Estate Value Fund (TAREX) and Third Avenue International Real Estate Value Fund (REIFX) have volatilities of 5.34% and 5.59%, 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


TAREXREIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.59%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

9.21%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

13.71%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

13.94%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

14.21%

+4.46%