KCRIX vs. PJEZX
Compare and contrast key facts about Knights of Columbus Real Estate Fund (KCRIX) and PGIM US Real Estate Fund (PJEZX).
KCRIX is managed by Catholic Investor. It was launched on Sep 30, 2019. PJEZX is managed by PGIM. It was launched on Dec 21, 2010.
Performance
KCRIX vs. PJEZX - Performance Comparison
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KCRIX vs. PJEZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KCRIX Knights of Columbus Real Estate Fund | 2.80% | -1.54% | 4.12% | 8.12% | -22.77% | 35.07% | -0.90% | 5.00% |
PJEZX PGIM US Real Estate Fund | 5.84% | 2.49% | 13.08% | 15.85% | -27.26% | 48.32% | -4.86% | 5.72% |
Returns By Period
In the year-to-date period, KCRIX achieves a 2.80% return, which is significantly lower than PJEZX's 5.84% return.
KCRIX
- 1D
- 1.51%
- 1M
- -6.80%
- YTD
- 2.80%
- 6M
- 0.51%
- 1Y
- 0.60%
- 3Y*
- 3.26%
- 5Y*
- 2.03%
- 10Y*
- —
PJEZX
- 1D
- 1.61%
- 1M
- -5.65%
- YTD
- 5.84%
- 6M
- 3.63%
- 1Y
- 8.02%
- 3Y*
- 10.81%
- 5Y*
- 6.41%
- 10Y*
- 8.14%
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KCRIX vs. PJEZX - Expense Ratio Comparison
KCRIX has a 1.16% expense ratio, which is higher than PJEZX's 1.00% expense ratio.
Return for Risk
KCRIX vs. PJEZX — Risk / Return Rank
KCRIX
PJEZX
KCRIX vs. PJEZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Real Estate Fund (KCRIX) 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.
| KCRIX | PJEZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.48 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.18 | 0.76 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.10 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 0.70 | -0.55 |
Martin ratioReturn relative to average drawdown | 0.55 | 3.00 | -2.45 |
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
| KCRIX | PJEZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.48 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.34 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.45 | -0.30 |
Correlation
The correlation between KCRIX and PJEZX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
KCRIX vs. PJEZX - Dividend Comparison
KCRIX's dividend yield for the trailing twelve months is around 1.80%, less than PJEZX's 1.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KCRIX Knights of Columbus Real Estate Fund | 1.80% | 2.48% | 2.56% | 2.47% | 10.29% | 20.89% | 4.16% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% |
PJEZX PGIM US Real Estate Fund | 1.89% | 2.05% | 1.93% | 1.65% | 3.21% | 9.54% | 1.56% | 13.21% | 5.43% | 6.31% | 15.48% | 9.39% |
Drawdowns
KCRIX vs. PJEZX - Drawdown Comparison
The maximum KCRIX drawdown since its inception was -39.93%, smaller than the maximum PJEZX drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for KCRIX and PJEZX.
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Drawdown Indicators
| KCRIX | PJEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.93% | -43.43% | +3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -13.12% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -34.60% | +2.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.43% | — |
Current DrawdownCurrent decline from peak | -12.96% | -5.65% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -8.19% | -5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.05% | +0.06% |
Volatility
KCRIX vs. PJEZX - Volatility Comparison
The current volatility for Knights of Columbus Real Estate Fund (KCRIX) is 4.22%, while PGIM US Real Estate Fund (PJEZX) has a volatility of 5.01%. This indicates that KCRIX experiences smaller price fluctuations and is considered to be less risky 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
| KCRIX | PJEZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 5.01% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 9.49% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 17.06% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 18.93% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.25% | 21.15% | +0.10% |