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ISIN
US7443368847
CUSIP
744336884
Issuer
PGIM
Inception Date
Dec 21, 2010
Category
REIT
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PJEZX Performance Chart

PGIM US Real Estate Fund (PJEZX) is up 13.2% since the beginning of the year. PJEZX is currently trading at $17 per share. Investors who bought $1,000 worth of PJEZX shares 5 years ago would now be looking at an investment worth $1,322.


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S&P 500 Index

Returns By Period

PGIM US Real Estate Fund (PJEZX) has returned 13.17% so far this year and 15.24% over the past 12 months. Over the last ten years, PJEZX has returned 8.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.65% annually.


PGIM US Real Estate Fund

1D
0.35%
1M
-1.41%
YTD
13.17%
6M
11.56%
1Y
15.24%
3Y*
13.00%
5Y*
5.74%
10Y*
8.97%

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJEZX Monthly Returns History

Based on dividend-adjusted daily data since Dec 21, 2010, PJEZX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Oct 2011 with a return of +14.8%, while the worst month was Mar 2020 at -18.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PJEZX closed higher 52% of trading days. The best single day was Aug 9, 2011 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -20.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.93%8.23%-4.99%8.95%-0.56%-1.30%13.17%
20250.88%3.22%-3.62%-2.18%2.52%-0.06%-1.22%3.83%1.21%-1.06%2.23%-2.96%2.49%
2024-3.35%3.13%2.31%-6.84%4.73%2.48%6.31%6.45%3.41%-2.28%4.83%-7.48%13.08%
202311.14%-4.49%-1.62%1.54%-2.95%5.20%2.92%-2.07%-6.34%-4.25%9.15%8.46%15.85%
2022-6.92%-3.21%6.57%-4.83%-7.63%-7.92%8.88%-5.94%-13.07%2.81%7.72%-5.07%-27.26%
2021-0.39%5.98%4.40%8.20%1.17%3.92%4.86%2.24%-4.97%7.52%-0.79%8.86%48.32%

Benchmark Metrics

PGIM US Real Estate Fund has an annualized alpha of -0.10%, beta of 0.87, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since December 22, 2010.

  • This fund participated in 91.59% of S&P 500 Index downside but only 82.21% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R2 of 0.53, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.10%
Beta
0.87
0.53
Upside Capture
82.21%
Downside Capture
91.59%

Expense Ratio

PJEZX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PJEZX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PJEZX Risk / Return Rank: 2222
Overall Rank
PJEZX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PJEZX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PJEZX Omega Ratio Rank: 1616
Omega Ratio Rank
PJEZX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PJEZX Martin Ratio Rank: 2727
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and compare them to S&P 500 Index.


PJEZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

2.10

2.98

-0.88

Martin ratioReturn relative to average drawdown

6.20

13.78

-7.58

Dividends

Dividend History

PGIM US Real Estate Fund provided a 1.84% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.32$0.32$0.30$0.23$0.39$1.66$0.20$1.83$0.60$0.76$1.87$1.24

Dividend yield

1.84%2.05%1.93%1.65%3.21%9.54%1.56%13.21%5.43%6.31%15.48%9.39%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM US Real Estate Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.00$0.00$0.06$0.00$0.00$0.13
2025$0.07$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.02$0.32
2024$0.08$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.30
2023$0.06$0.00$0.00$0.08$0.00$0.00$0.02$0.00$0.00$0.08$0.00$0.00$0.23
2022$0.01$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.13$0.00$0.17$0.39
2021$0.00$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.05$0.00$1.55$1.66

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM US Real Estate Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PGIM US Real Estate Fund was 43.43%, occurring on Mar 23, 2020. Recovery took 265 trading sessions.

The current PGIM US Real Estate Fund drawdown is 3.33%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.43%Mar 2020
28d1y 20d
1y 1moFeb 2020 - Apr 2021
Bear market2022
-34.60%Oct 2022
9mo 14d1y 11mo
2y 8moJan 2022 - Sep 2024
2011 bear market2011
-24.56%Oct 2011
2mo 10d4mo 3d
6mo 13dJul 2011 - Feb 2012
2025 selloff2025
-19.19%Apr 2025
4mo 10d10mo 4d
1y 2moNov 2024 - Feb 2026
2013 correction2013
-17.69%Aug 2013
2mo 29d9mo 14d
1y 8dMay 2013 - May 2014

Drawdown Indicators


PJEZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.43%

-56.78%

+13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-9.10%

+1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-18.90%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-25.43%

-9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-43.43%

-33.92%

-9.51%

Current Drawdown

Current decline from peak

-3.33%

-0.33%

-3.00%

Average Drawdown

Average peak-to-trough decline

-8.11%

-10.72%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

1.97%

+0.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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