TGREX vs. FRIRX
Compare and contrast key facts about TCW Global Real Estate Fund (TGREX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX).
TGREX is managed by TCW. It was launched on Nov 27, 2014. FRIRX is managed by Fidelity.
Performance
TGREX vs. FRIRX - Performance Comparison
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TGREX vs. FRIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGREX TCW Global Real Estate Fund | 1.07% | 7.69% | 1.94% | 11.29% | -25.92% | 27.96% | 14.65% | 29.50% | -11.22% | 11.06% |
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, TGREX achieves a 1.07% return, which is significantly higher than FRIRX's 0.41% return. Both investments have delivered pretty close results over the past 10 years, with TGREX having a 5.58% annualized return and FRIRX not far behind at 5.31%.
TGREX
- 1D
- 1.57%
- 1M
- -7.89%
- YTD
- 1.07%
- 6M
- -0.08%
- 1Y
- 6.18%
- 3Y*
- 6.35%
- 5Y*
- 1.09%
- 10Y*
- 5.58%
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%
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TGREX vs. FRIRX - Expense Ratio Comparison
TGREX has a 0.90% expense ratio, which is higher than FRIRX's 0.71% expense ratio.
Return for Risk
TGREX vs. FRIRX — Risk / Return Rank
TGREX
FRIRX
TGREX vs. FRIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Global Real Estate Fund (TGREX) 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.
| TGREX | FRIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.98 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.71 | 1.30 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.19 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.14 | -0.52 |
Martin ratioReturn relative to average drawdown | 2.20 | 4.76 | -2.56 |
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
| TGREX | FRIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.98 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.59 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.56 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.79 | -0.49 |
Correlation
The correlation between TGREX and FRIRX is 0.86, 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
TGREX vs. FRIRX - Dividend Comparison
TGREX's dividend yield for the trailing twelve months is around 2.52%, less than FRIRX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGREX TCW Global Real Estate Fund | 2.52% | 2.96% | 1.90% | 1.76% | 2.10% | 10.16% | 0.75% | 2.65% | 2.81% | 2.15% | 3.85% | 2.80% |
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
TGREX vs. FRIRX - Drawdown Comparison
The maximum TGREX drawdown since its inception was -37.78%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for TGREX and FRIRX.
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Drawdown Indicators
| TGREX | FRIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -34.50% | -3.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -4.30% | -7.20% |
Max Drawdown (5Y)Largest decline over 5 years | -33.48% | -18.18% | -15.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -34.50% | -3.28% |
Current DrawdownCurrent decline from peak | -8.53% | -2.71% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -3.30% | -5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.03% | +2.20% |
Volatility
TGREX vs. FRIRX - Volatility Comparison
TCW Global Real Estate Fund (TGREX) has a higher volatility of 4.88% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.66%. This indicates that TGREX'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
| TGREX | FRIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 1.66% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 2.84% | +6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 4.91% | +10.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 6.53% | +9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 9.49% | +7.22% |