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IGR vs. PJEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGR vs. PJEZX - Performance Comparison

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

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IGR vs. PJEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGR
CBRE Global Real Estate Income Fund
4.09%5.24%1.19%15.91%-35.51%52.83%-5.27%41.04%-15.51%17.32%
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

The year-to-date returns for both investments are quite close, with IGR having a 4.09% return and PJEZX slightly higher at 4.16%. Over the past 10 years, IGR has underperformed PJEZX with an annualized return of 5.26%, while PJEZX has yielded a comparatively higher 7.97% annualized return.


IGR

1D
4.03%
1M
-10.50%
YTD
4.09%
6M
-7.80%
1Y
-1.33%
3Y*
8.88%
5Y*
1.74%
10Y*
5.26%

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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IGR vs. PJEZX - Expense Ratio Comparison

IGR has a 0.04% expense ratio, which is lower than PJEZX's 1.00% expense ratio.


Return for Risk

IGR vs. PJEZX — Risk / Return Rank

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

IGR
IGR Risk / Return Rank: 55
Overall Rank
IGR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IGR Sortino Ratio Rank: 55
Sortino Ratio Rank
IGR Omega Ratio Rank: 55
Omega Ratio Rank
IGR Calmar Ratio Rank: 66
Calmar Ratio Rank
IGR Martin Ratio Rank: 66
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.

IGR vs. PJEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBRE Global Real Estate Income Fund (IGR) 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.


IGRPJEZXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.44

-0.50

Sortino ratio

Return per unit of downside risk

0.07

0.71

-0.64

Omega ratio

Gain probability vs. loss probability

1.01

1.10

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.03

0.56

-0.59

Martin ratio

Return relative to average drawdown

-0.08

2.43

-2.51

IGR vs. PJEZX - Sharpe Ratio Comparison

The current IGR Sharpe Ratio is -0.06, which is lower than the PJEZX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IGR 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


IGRPJEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.44

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.34

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.38

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.45

-0.29

Correlation

The correlation between IGR and PJEZX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGR vs. PJEZX - Dividend Comparison

IGR's dividend yield for the trailing twelve months is around 16.40%, more than PJEZX's 1.92% yield.


TTM20252024202320222021202020192018201720162015
IGR
CBRE Global Real Estate Income Fund
16.40%16.44%14.97%15.38%12.22%6.13%8.72%7.48%9.74%7.58%8.84%7.46%
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

IGR vs. PJEZX - Drawdown Comparison

The maximum IGR drawdown since its inception was -87.17%, which is greater than PJEZX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for IGR and PJEZX.


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Drawdown Indicators


IGRPJEZXDifference

Max Drawdown

Largest peak-to-trough decline

-87.17%

-43.43%

-43.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-13.12%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-47.61%

-34.60%

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-54.29%

-43.43%

-10.86%

Current Drawdown

Current decline from peak

-17.15%

-7.15%

-10.00%

Average Drawdown

Average peak-to-trough decline

-24.61%

-8.19%

-16.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

3.03%

+3.62%

Volatility

IGR vs. PJEZX - Volatility Comparison

CBRE Global Real Estate Income Fund (IGR) has a higher volatility of 8.06% compared to PGIM US Real Estate Fund (PJEZX) at 4.73%. This indicates that IGR's price experiences larger fluctuations and is considered to be riskier 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


IGRPJEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

4.73%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

9.36%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.04%

17.02%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.64%

18.92%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

21.14%

+3.25%