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FARCX vs. PJEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FARCX vs. PJEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Real Estate Securities Fund (FARCX) and PGIM US Real Estate Fund (PJEZX). The values are adjusted to include any dividend payments, if applicable.

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FARCX vs. PJEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FARCX
Nuveen Real Estate Securities Fund
2.69%2.56%6.04%11.55%-24.57%41.57%-6.14%25.63%-5.57%5.67%
PJEZX
PGIM US Real Estate Fund
4.16%2.49%13.08%15.85%-27.26%48.32%-4.86%44.30%-3.54%5.60%

Returns By Period

In the year-to-date period, FARCX achieves a 2.69% return, which is significantly lower than PJEZX's 4.16% return. Over the past 10 years, FARCX has underperformed PJEZX with an annualized return of 4.78%, while PJEZX has yielded a comparatively higher 7.97% annualized return.


FARCX

1D
0.27%
1M
-7.18%
YTD
2.69%
6M
2.07%
1Y
3.76%
3Y*
6.66%
5Y*
4.44%
10Y*
4.78%

PJEZX

1D
0.19%
1M
-6.50%
YTD
4.16%
6M
2.24%
1Y
6.37%
3Y*
10.22%
5Y*
6.49%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FARCX vs. PJEZX - Expense Ratio Comparison

FARCX has a 0.97% expense ratio, which is lower than PJEZX's 1.00% expense ratio.


Return for Risk

FARCX vs. PJEZX — Risk / Return Rank

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

FARCX
FARCX Risk / Return Rank: 1313
Overall Rank
FARCX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FARCX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FARCX Omega Ratio Rank: 1111
Omega Ratio Rank
FARCX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FARCX Martin Ratio Rank: 1616
Martin Ratio Rank

PJEZX
PJEZX Risk / Return Rank: 1818
Overall Rank
PJEZX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PJEZX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PJEZX Omega Ratio Rank: 1515
Omega Ratio Rank
PJEZX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PJEZX Martin Ratio Rank: 2323
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.

FARCX vs. PJEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Securities Fund (FARCX) and PGIM US Real Estate Fund (PJEZX). 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.


FARCXPJEZXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.44

-0.14

Sortino ratio

Return per unit of downside risk

0.52

0.71

-0.20

Omega ratio

Gain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratio

Return relative to maximum drawdown

0.36

0.56

-0.20

Martin ratio

Return relative to average drawdown

1.51

2.43

-0.92

FARCX vs. PJEZX - Sharpe Ratio Comparison

The current FARCX Sharpe Ratio is 0.30, which is lower than the PJEZX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FARCX and PJEZX, 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


FARCXPJEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.44

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.34

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.38

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.45

-0.05

Correlation

The correlation between FARCX and PJEZX is 0.98, 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

FARCX vs. PJEZX - Dividend Comparison

FARCX's dividend yield for the trailing twelve months is around 4.91%, more than PJEZX's 1.92% yield.


TTM20252024202320222021202020192018201720162015
FARCX
Nuveen Real Estate Securities Fund
4.91%5.77%9.34%3.30%20.25%15.12%2.89%11.46%6.19%13.43%10.99%8.24%
PJEZX
PGIM US Real Estate Fund
1.92%2.05%1.93%1.65%3.21%9.54%1.56%13.21%5.43%6.31%15.48%9.39%

Drawdowns

FARCX vs. PJEZX - Drawdown Comparison

The maximum FARCX drawdown since its inception was -70.62%, which is greater than PJEZX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for FARCX and PJEZX.


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Drawdown Indicators


FARCXPJEZXDifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-43.43%

-27.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-13.12%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-34.60%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

-43.43%

+2.38%

Current Drawdown

Current decline from peak

-7.58%

-7.15%

-0.43%

Average Drawdown

Average peak-to-trough decline

-10.51%

-8.19%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.03%

-0.10%

Volatility

FARCX vs. PJEZX - Volatility Comparison

The current volatility for Nuveen Real Estate Securities Fund (FARCX) is 4.11%, while PGIM US Real Estate Fund (PJEZX) has a volatility of 4.73%. This indicates that FARCX experiences smaller price fluctuations and is considered to be less risky than PJEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FARCXPJEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.73%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

9.36%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

17.02%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

18.92%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

21.14%

-0.98%