PortfoliosLab logoPortfoliosLab logo
PGZ vs. REZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGZ vs. REZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Real Estate Income Fund (PGZ) and iShares Residential Real Estate ETF (REZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PGZ achieves a 6.74% return, which is significantly lower than REZ's 12.29% return. Over the past 10 years, PGZ has underperformed REZ with an annualized return of 4.01%, while REZ has yielded a comparatively higher 7.05% annualized return.


PGZ

1D
-0.03%
1M
3.28%
YTD
6.74%
6M
7.55%
1Y
8.40%
3Y*
15.84%
5Y*
2.17%
10Y*
4.01%

REZ

1D
0.89%
1M
0.88%
YTD
12.29%
6M
12.93%
1Y
13.92%
3Y*
10.92%
5Y*
4.39%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGZ vs. REZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGZ
Principal Real Estate Income Fund
6.74%14.50%17.99%4.05%-27.98%38.70%-36.50%36.77%3.92%18.23%
REZ
iShares Residential Real Estate ETF
12.29%4.80%12.73%10.97%-28.31%47.86%-6.62%24.49%3.89%3.87%

Correlation

The correlation between PGZ and REZ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2013

0.43

The correlation between PGZ and REZ shifts across timeframes, from 0.40 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PGZ vs. REZ — Risk / Return Rank

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

PGZ
PGZ Risk / Return Rank: 6565
Overall Rank
PGZ Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PGZ Sortino Ratio Rank: 6262
Sortino Ratio Rank
PGZ Omega Ratio Rank: 6363
Omega Ratio Rank
PGZ Calmar Ratio Rank: 6161
Calmar Ratio Rank
PGZ Martin Ratio Rank: 6969
Martin Ratio Rank

REZ
REZ Risk / Return Rank: 3131
Overall Rank
REZ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 2828
Sortino Ratio Rank
REZ Omega Ratio Rank: 2727
Omega Ratio Rank
REZ Calmar Ratio Rank: 3636
Calmar Ratio Rank
REZ Martin Ratio Rank: 3636
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.

PGZ vs. REZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Real Estate Income Fund (PGZ) and iShares Residential Real Estate ETF (REZ). 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.


PGZREZDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.17

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

0.86

1.60

-0.74

Martin ratioReturn relative to average drawdown

3.22

4.86

-1.64

PGZ vs. REZ - Sharpe Ratio Comparison

The current PGZ Sharpe Ratio is 0.82, which is comparable to the REZ Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of PGZ and REZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PGZ vs. REZ - Drawdown Comparison

The maximum PGZ drawdown since its inception was -53.58%, smaller than the maximum REZ drawdown of -66.87%. Use the drawdown chart below to compare losses from any high point for PGZ and REZ.


Loading charts...

Drawdown Indicators


PGZREZDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-66.87%

+13.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-8.76%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-10.56%

-18.39%

+7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-35.34%

-35.05%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-53.58%

-44.15%

-9.43%

Current Drawdown

Current decline from peak

-9.07%

0.00%

-9.07%

Average Drawdown

Average peak-to-trough decline

-16.12%

-12.67%

-3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.87%

-0.26%

Volatility

PGZ vs. REZ - Volatility Comparison

The current volatility for Principal Real Estate Income Fund (PGZ) is 3.05%, while iShares Residential Real Estate ETF (REZ) has a volatility of 5.69%. This indicates that PGZ experiences smaller price fluctuations and is considered to be less risky than REZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PGZREZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

5.69%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

11.14%

-2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

10.27%

14.73%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

18.97%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

21.55%

+0.25%

Dividends

PGZ vs. REZ - Dividend Comparison

PGZ's dividend yield for the trailing twelve months is around 12.42%, more than REZ's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
PGZ
Principal Real Estate Income Fund
12.42%12.59%12.75%13.33%11.86%6.32%10.34%6.25%7.98%9.51%10.90%10.40%
REZ
iShares Residential Real Estate ETF
2.05%2.74%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%

Frequently Asked Questions


PGZ and REZ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REZ has higher volatility (5.69%) compared to PGZ (3.05%). In terms of maximum drawdown, PGZ dropped -53.58% vs REZ's -66.87%.

REZ currently has the higher Sharpe Ratio (0.95 vs 0.82), 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.

Portfolio Optimizer

Find the right allocation for PGZ and REZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer