VGSAX vs. FSREX
Compare and contrast key facts about Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) and Fidelity Series Real Estate Income Fund (FSREX).
VGSAX is an actively managed fund by Virtus. It was launched on Mar 2, 2009. FSREX is managed by Fidelity. It was launched on Oct 20, 2011.
Performance
VGSAX vs. FSREX - Performance Comparison
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VGSAX vs. FSREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | -0.42% | 9.19% | 3.36% | 9.89% | -27.03% | 31.24% | -1.21% | 29.47% | -4.94% | 12.77% |
FSREX Fidelity Series Real Estate Income Fund | -0.40% | 8.93% | 9.87% | 8.29% | -11.78% | 15.78% | 0.58% | 16.02% | -0.73% | 5.91% |
Returns By Period
The year-to-date returns for both investments are quite close, with VGSAX having a -0.42% return and FSREX slightly higher at -0.40%. Over the past 10 years, VGSAX has underperformed FSREX with an annualized return of 4.85%, while FSREX has yielded a comparatively higher 5.43% annualized return.
VGSAX
- 1D
- 0.25%
- 1M
- -9.95%
- YTD
- -0.42%
- 6M
- -1.54%
- 1Y
- 7.03%
- 3Y*
- 6.82%
- 5Y*
- 2.35%
- 10Y*
- 4.85%
FSREX
- 1D
- 0.30%
- 1M
- -1.67%
- YTD
- -0.40%
- 6M
- 0.75%
- 1Y
- 5.99%
- 3Y*
- 8.33%
- 5Y*
- 4.61%
- 10Y*
- 5.43%
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VGSAX vs. FSREX - Expense Ratio Comparison
VGSAX has a 1.24% expense ratio, which is higher than FSREX's 0.00% expense ratio.
Return for Risk
VGSAX vs. FSREX — Risk / Return Rank
VGSAX
FSREX
VGSAX vs. FSREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) and Fidelity Series Real Estate Income Fund (FSREX). 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.
| VGSAX | FSREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.96 | -1.43 |
Sortino ratioReturn per unit of downside risk | 0.81 | 2.70 | -1.89 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.14 | -1.43 |
Martin ratioReturn relative to average drawdown | 2.70 | 10.21 | -7.51 |
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
| VGSAX | FSREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.96 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.97 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.69 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.94 | -0.37 |
Correlation
The correlation between VGSAX and FSREX is 0.75, 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
VGSAX vs. FSREX - Dividend Comparison
VGSAX's dividend yield for the trailing twelve months is around 2.30%, less than FSREX's 5.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | 2.30% | 2.29% | 2.22% | 1.72% | 0.62% | 2.72% | 0.00% | 6.12% | 1.60% | 2.04% | 2.39% | 2.81% |
FSREX Fidelity Series Real Estate Income Fund | 5.69% | 5.64% | 6.05% | 7.43% | 9.99% | 3.58% | 6.24% | 6.62% | 5.87% | 5.49% | 5.22% | 4.33% |
Drawdowns
VGSAX vs. FSREX - Drawdown Comparison
The maximum VGSAX drawdown since its inception was -41.63%, which is greater than FSREX's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for VGSAX and FSREX.
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Drawdown Indicators
| VGSAX | FSREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.63% | -32.02% | -9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -2.90% | -7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -15.22% | -19.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -32.02% | -9.61% |
Current DrawdownCurrent decline from peak | -9.95% | -1.76% | -8.19% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -2.57% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 0.61% | +2.14% |
Volatility
VGSAX vs. FSREX - Volatility Comparison
Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) has a higher volatility of 4.13% compared to Fidelity Series Real Estate Income Fund (FSREX) at 1.06%. This indicates that VGSAX's price experiences larger fluctuations and is considered to be riskier than FSREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSAX | FSREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 1.06% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 1.67% | +6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 3.02% | +10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 4.80% | +12.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 7.89% | +9.83% |