IRFIX vs. PJEZX
Compare and contrast key facts about Cohen & Steers International Realty Fund (IRFIX) and PGIM US Real Estate Fund (PJEZX).
IRFIX is managed by Cohen & Steers. It was launched on Mar 30, 2005. PJEZX is managed by PGIM. It was launched on Dec 21, 2010.
Performance
IRFIX vs. PJEZX - Performance Comparison
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IRFIX vs. PJEZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
IRFIX
PJEZX
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.
| IRFIX | PJEZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.44 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.37 | 0.71 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.10 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 0.56 | +0.31 |
Martin ratioReturn relative to average drawdown | 3.90 | 2.43 | +1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IRFIX | PJEZX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IRFIX | PJEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -20.71% | -7.15% | -13.56% |
Average DrawdownAverage peak-to-trough decline | -18.69% | -8.19% | -10.50% |
Ulcer IndexDepth 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
| IRFIX | PJEZX | Difference | |
|---|---|---|---|
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% |