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FSSAX vs. PURZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSSAX vs. PURZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Small Cap Growth Fund (FSSAX) 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, FSSAX achieves a 11.67% return, which is significantly lower than PURZX's 15.78% return. Over the past 10 years, FSSAX has outperformed PURZX with an annualized return of 11.81%, while PURZX has yielded a comparatively lower 4.15% annualized return.


FSSAX

1D
2.02%
1M
-2.81%
6M
11.25%
YTD
11.67%
1Y
28.45%
3Y*
13.19%
5Y*
3.00%
10Y*
11.81%
ALL TIME*
8.56%

PURZX

1D
-0.04%
1M
2.42%
6M
11.18%
YTD
15.78%
1Y
21.39%
3Y*
10.87%
5Y*
2.60%
10Y*
4.15%
ALL TIME*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSSAX vs. PURZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSSAX
Franklin Small Cap Growth Fund
11.67%7.88%13.02%31.05%-30.29%-0.24%41.68%42.14%-3.08%21.32%
PURZX
PGIM Global Real Estate Fund
15.78%9.22%3.64%11.24%-26.73%27.91%-4.39%20.60%-5.32%10.36%

Correlation

The correlation between FSSAX and PURZX is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.55

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.61

Correlation (10Y)
Provides a long-term view across more market conditions.

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2000

0.61

Over the past year, the correlation between FSSAX and PURZX has dropped to 0.39 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

FSSAX vs. PURZX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSSAX
FSSAX Risk / Return Rank: 4848
Overall Rank
FSSAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FSSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FSSAX Omega Ratio Rank: 3737
Omega Ratio Rank
FSSAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FSSAX Martin Ratio Rank: 5656
Martin Ratio Rank

PURZX
PURZX Risk / Return Rank: 6262
Overall Rank
PURZX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PURZX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PURZX Omega Ratio Rank: 6565
Omega Ratio Rank
PURZX Calmar Ratio Rank: 5555
Calmar Ratio Rank
PURZX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSSAX vs. PURZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Growth Fund (FSSAX) 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.


FSSAXPURZXDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

2.00

1.96

+0.04

Martin ratioReturn relative to average drawdown

7.47

7.25

+0.22

FSSAX vs. PURZX - Sharpe Ratio Comparison

The current FSSAX Sharpe Ratio is 1.24, which is comparable to the PURZX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FSSAX 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

FSSAX vs. PURZX - Drawdown Comparison

The maximum FSSAX drawdown since its inception was -59.61%, smaller than the maximum PURZX drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for FSSAX and PURZX.


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Drawdown Indicators


FSSAXPURZXDifference

Max Drawdown

Largest peak-to-trough decline

-59.61%

-69.49%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-10.16%

-1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-29.48%

-18.57%

-10.91%

Max Drawdown (5Y)

Largest decline over 5 years

-42.58%

-34.80%

-7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.80%

-41.05%

-1.75%

Current Drawdown

Current decline from peak

-4.37%

-0.51%

-3.86%

Average Drawdown

Average peak-to-trough decline

-14.66%

-11.92%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.74%

+0.49%

Volatility

FSSAX vs. PURZX - Volatility Comparison

Franklin Small Cap Growth Fund (FSSAX) has a higher volatility of 4.88% compared to PGIM Global Real Estate Fund (PURZX) at 3.34%. This indicates that FSSAX'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


FSSAXPURZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

3.34%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

10.01%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

12.40%

+6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.43%

16.34%

+8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

17.27%

+6.64%

FSSAX vs. PURZX - Expense Ratio Comparison

FSSAX has a 0.78% expense ratio, which is lower than PURZX's 0.93% expense ratio.


Dividends

FSSAX vs. PURZX - Dividend Comparison

FSSAX's dividend yield for the trailing twelve months is around 6.84%, more than PURZX's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
FSSAX
Franklin Small Cap Growth Fund
6.84%7.64%0.00%0.00%0.54%16.49%9.31%12.17%22.72%1.77%0.00%1.92%
PURZX
PGIM Global Real Estate Fund
2.59%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


FSSAX and PURZX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSSAX has higher volatility (4.88%) compared to PURZX (3.34%). In terms of maximum drawdown, FSSAX dropped -59.61% vs PURZX's -69.49%.

PURZX currently has the higher Sharpe Ratio (1.62 vs 1.24), 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.

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