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VGISX vs. FIREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGISX vs. FIREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Fidelity International Real Estate Fund (FIREX). The values are adjusted to include any dividend payments, if applicable.

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VGISX vs. FIREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGISX
Virtus Duff & Phelps Global Real Estate Securities Fund
1.35%9.48%3.58%10.19%-26.86%31.60%-0.97%29.80%-4.73%13.01%
FIREX
Fidelity International Real Estate Fund
-3.31%22.85%-9.46%4.01%-26.61%11.85%5.71%27.96%-6.15%24.61%

Returns By Period

In the year-to-date period, VGISX achieves a 1.35% return, which is significantly higher than FIREX's -3.31% return. Over the past 10 years, VGISX has outperformed FIREX with an annualized return of 5.28%, while FIREX has yielded a comparatively lower 3.60% annualized return.


VGISX

1D
1.73%
1M
-8.11%
YTD
1.35%
6M
0.16%
1Y
8.70%
3Y*
7.69%
5Y*
2.64%
10Y*
5.28%

FIREX

1D
1.89%
1M
-10.33%
YTD
-3.31%
6M
-1.14%
1Y
14.41%
3Y*
3.84%
5Y*
-2.02%
10Y*
3.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGISX vs. FIREX - Expense Ratio Comparison

VGISX has a 1.16% expense ratio, which is higher than FIREX's 0.95% expense ratio.


Return for Risk

VGISX vs. FIREX — Risk / Return Rank

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

VGISX
VGISX Risk / Return Rank: 2222
Overall Rank
VGISX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VGISX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VGISX Omega Ratio Rank: 1818
Omega Ratio Rank
VGISX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VGISX Martin Ratio Rank: 2525
Martin Ratio Rank

FIREX
FIREX Risk / Return Rank: 5050
Overall Rank
FIREX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FIREX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FIREX Omega Ratio Rank: 5252
Omega Ratio Rank
FIREX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FIREX Martin Ratio Rank: 4040
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.

VGISX vs. FIREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Fidelity International Real Estate Fund (FIREX). 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.


VGISXFIREXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.17

-0.51

Sortino ratio

Return per unit of downside risk

0.98

1.61

-0.63

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

0.91

1.05

-0.14

Martin ratio

Return relative to average drawdown

3.39

4.43

-1.04

VGISX vs. FIREX - Sharpe Ratio Comparison

The current VGISX Sharpe Ratio is 0.65, which is lower than the FIREX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VGISX and FIREX, 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


VGISXFIREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.17

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.15

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.26

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.25

+0.36

Correlation

The correlation between VGISX and FIREX is 0.71, 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

VGISX vs. FIREX - Dividend Comparison

VGISX's dividend yield for the trailing twelve months is around 2.67%, less than FIREX's 3.07% yield.


TTM20252024202320222021202020192018201720162015
VGISX
Virtus Duff & Phelps Global Real Estate Securities Fund
2.67%2.70%2.44%1.96%0.82%3.17%0.54%7.66%3.45%2.97%2.58%3.01%
FIREX
Fidelity International Real Estate Fund
3.07%2.97%5.27%1.86%4.44%5.44%1.77%5.10%2.01%1.46%4.14%2.87%

Drawdowns

VGISX vs. FIREX - Drawdown Comparison

The maximum VGISX drawdown since its inception was -41.61%, smaller than the maximum FIREX drawdown of -71.40%. Use the drawdown chart below to compare losses from any high point for VGISX and FIREX.


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Drawdown Indicators


VGISXFIREXDifference

Max Drawdown

Largest peak-to-trough decline

-41.61%

-71.40%

+29.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-13.75%

+3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.67%

-37.14%

+2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-41.61%

-37.14%

-4.47%

Current Drawdown

Current decline from peak

-8.39%

-20.18%

+11.79%

Average Drawdown

Average peak-to-trough decline

-7.98%

-18.74%

+10.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.25%

-0.46%

Volatility

VGISX vs. FIREX - Volatility Comparison

The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) is 4.67%, while Fidelity International Real Estate Fund (FIREX) has a volatility of 5.66%. This indicates that VGISX experiences smaller price fluctuations and is considered to be less risky than FIREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGISXFIREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

5.66%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

8.87%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

12.97%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

13.55%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

13.68%

+4.06%