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FARCX vs. PURZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FARCX vs. PURZX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FARCX achieves a 14.50% return, which is significantly higher than PURZX's 10.30% return. Over the past 10 years, FARCX has outperformed PURZX with an annualized return of 5.73%, while PURZX has yielded a comparatively lower 4.49% annualized return.


FARCX

1D
1.17%
1M
-0.24%
YTD
14.50%
6M
15.11%
1Y
15.30%
3Y*
11.71%
5Y*
4.18%
10Y*
5.73%

PURZX

1D
0.81%
1M
-0.53%
YTD
10.30%
6M
10.40%
1Y
12.60%
3Y*
11.84%
5Y*
2.14%
10Y*
4.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FARCX vs. PURZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FARCX
Nuveen Real Estate Securities Fund
14.50%2.56%6.04%11.55%-24.57%41.57%-6.14%25.63%-5.57%5.67%
PURZX
PGIM Global Real Estate Fund
10.30%9.22%3.64%11.24%-26.73%27.91%-4.39%20.60%-5.32%10.36%

Correlation

The correlation between FARCX and PURZX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since May 6, 1998

0.90

The correlation between FARCX and PURZX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

FARCX vs. PURZX — Risk / Return Rank

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

FARCX
FARCX Risk / Return Rank: 2727
Overall Rank
FARCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FARCX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FARCX Omega Ratio Rank: 2121
Omega Ratio Rank
FARCX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FARCX Martin Ratio Rank: 3333
Martin Ratio Rank

PURZX
PURZX Risk / Return Rank: 1919
Overall Rank
PURZX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PURZX Sortino Ratio Rank: 1717
Sortino Ratio Rank
PURZX Omega Ratio Rank: 1818
Omega Ratio Rank
PURZX Calmar Ratio Rank: 1717
Calmar Ratio Rank
PURZX 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. PURZX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FARCXPURZXDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

2.17

1.39

+0.78

Martin ratioReturn relative to average drawdown

6.99

5.04

+1.96

FARCX vs. PURZX - Sharpe Ratio Comparison

The current FARCX Sharpe Ratio is 1.25, which is comparable to the PURZX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FARCX and PURZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FARCX vs. PURZX - Drawdown Comparison

The maximum FARCX drawdown since its inception was -70.62%, roughly equal to the maximum PURZX drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for FARCX and PURZX.


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Drawdown Indicators


FARCXPURZXDifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-69.49%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-10.16%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.59%

-18.57%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-34.80%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

-41.05%

0.00%

Current Drawdown

Current decline from peak

-1.50%

-2.30%

+0.80%

Average Drawdown

Average peak-to-trough decline

-10.44%

-11.97%

+1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.79%

-0.37%

Volatility

FARCX vs. PURZX - Volatility Comparison

Nuveen Real Estate Securities Fund (FARCX) has a higher volatility of 4.93% compared to PGIM Global Real Estate Fund (PURZX) at 4.05%. This indicates that FARCX's price experiences larger fluctuations and is considered to be riskier than PURZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FARCXPURZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

4.05%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.55%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

12.44%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

16.35%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.20%

17.30%

+2.90%

FARCX vs. PURZX - Expense Ratio Comparison

FARCX has a 0.97% expense ratio, which is higher than PURZX's 0.93% expense ratio.


Dividends

FARCX vs. PURZX - Dividend Comparison

FARCX's dividend yield for the trailing twelve months is around 5.09%, more than PURZX's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
FARCX
Nuveen Real Estate Securities Fund
5.09%5.77%9.34%3.30%20.25%15.12%2.89%11.46%6.19%13.43%10.99%8.24%
PURZX
PGIM Global Real Estate Fund
2.71%2.85%2.68%2.27%2.22%16.92%1.71%10.18%4.22%3.93%4.67%3.45%

Frequently Asked Questions


With a correlation of 0.92, FARCX and PURZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FARCX has higher volatility (4.93%) compared to PURZX (4.05%). In terms of maximum drawdown, FARCX dropped -70.62% vs PURZX's -69.49%.

FARCX currently has the higher Sharpe Ratio (1.25 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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