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IRFIX vs. PJEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRFIX vs. PJEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers International Realty Fund (IRFIX) and PGIM US Real Estate Fund (PJEZX). The values are adjusted to include any dividend payments, if applicable.

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IRFIX vs. PJEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRFIX
Cohen & Steers International Realty Fund
-4.81%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%
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, IRFIX achieves a -4.81% return, which is significantly lower than PJEZX's 4.16% return. Over the past 10 years, IRFIX has underperformed PJEZX with an annualized return of 2.52%, while PJEZX has yielded a comparatively higher 7.97% annualized return.


IRFIX

1D
0.46%
1M
-14.45%
YTD
-4.81%
6M
-3.48%
1Y
14.38%
3Y*
3.81%
5Y*
-2.16%
10Y*
2.52%

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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IRFIX vs. PJEZX - Expense Ratio Comparison

Both IRFIX and PJEZX have an expense ratio of 1.00%.


Return for Risk

IRFIX vs. PJEZX — Risk / Return Rank

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

IRFIX
IRFIX Risk / Return Rank: 4242
Overall Rank
IRFIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 4242
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 3737
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.

IRFIX vs. PJEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) 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.


IRFIXPJEZXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.44

+0.55

Sortino ratio

Return per unit of downside risk

1.37

0.71

+0.65

Omega ratio

Gain probability vs. loss probability

1.19

1.10

+0.09

Calmar ratio

Return relative to maximum drawdown

0.86

0.56

+0.31

Martin ratio

Return relative to average drawdown

3.90

2.43

+1.48

IRFIX vs. PJEZX - Sharpe Ratio Comparison

The current IRFIX Sharpe Ratio is 0.99, which is higher than the PJEZX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IRFIX 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


IRFIXPJEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.44

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.34

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.38

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.45

-0.27

Correlation

The correlation between IRFIX and PJEZX is 0.51, 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

IRFIX vs. PJEZX - Dividend Comparison

IRFIX's dividend yield for the trailing twelve months is around 6.48%, more than PJEZX's 1.92% yield.


TTM20252024202320222021202020192018201720162015
IRFIX
Cohen & Steers International Realty Fund
6.48%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%
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

IRFIX vs. PJEZX - Drawdown Comparison

The maximum IRFIX drawdown since its inception was -70.13%, which is greater than PJEZX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for IRFIX and PJEZX.


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Drawdown Indicators


IRFIXPJEZXDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-43.43%

-26.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-13.12%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-38.41%

-34.60%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-43.43%

+3.92%

Current Drawdown

Current decline from peak

-20.71%

-7.15%

-13.56%

Average Drawdown

Average peak-to-trough decline

-18.69%

-8.19%

-10.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.03%

+0.26%

Volatility

IRFIX vs. PJEZX - Volatility Comparison

Cohen & Steers International Realty Fund (IRFIX) has a higher volatility of 5.06% compared to PGIM US Real Estate Fund (PJEZX) at 4.73%. This indicates that IRFIX'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


IRFIXPJEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.73%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

9.36%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

17.02%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

18.92%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

21.14%

-5.55%