PJEZX vs. ARIIX
PJEZX (PGIM US Real Estate Fund) and ARIIX (AB Global Real Estate Investment Fund II) are both REIT funds. Over the past 10 years, PJEZX returned 9.00%/yr vs 4.92%/yr for ARIIX. Their correlation of 0.90 suggests significant overlap in exposure. PJEZX charges 1.00%/yr vs 0.74%/yr for ARIIX.
Performance
PJEZX vs. ARIIX - Performance Comparison
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Returns By Period
In the year-to-date period, PJEZX achieves a 15.24% return, which is significantly higher than ARIIX's 6.29% return. Over the past 10 years, PJEZX has outperformed ARIIX with an annualized return of 9.00%, while ARIIX has yielded a comparatively lower 4.92% annualized return.
PJEZX
- 1D
- 0.45%
- 1M
- -0.95%
- YTD
- 15.24%
- 6M
- 15.47%
- 1Y
- 16.98%
- 3Y*
- 12.73%
- 5Y*
- 6.19%
- 10Y*
- 9.00%
ARIIX
- 1D
- 0.27%
- 1M
- -1.69%
- YTD
- 6.29%
- 6M
- 6.89%
- 1Y
- 10.63%
- 3Y*
- 9.20%
- 5Y*
- 2.16%
- 10Y*
- 4.92%
PJEZX vs. ARIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJEZX PGIM US Real Estate Fund | 15.24% | 2.49% | 13.08% | 15.85% | -27.26% | 48.32% | -4.86% | 44.30% | -3.54% | 5.60% |
ARIIX AB Global Real Estate Investment Fund II | 6.29% | 10.49% | 2.89% | 12.50% | -25.35% | 26.57% | -4.62% | 23.44% | -4.31% | 14.43% |
Correlation
The correlation between PJEZX and ARIIX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2010 | 0.90 |
The correlation between PJEZX and ARIIX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
PJEZX vs. ARIIX — Risk / Return Rank
PJEZX
ARIIX
PJEZX vs. ARIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and AB Global Real Estate Investment Fund II (ARIIX). 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.
| PJEZX | ARIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.96 | +1.34 |
| Martin ratioReturn relative to average drawdown | 6.74 | 3.42 | +3.32 |
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Drawdowns
PJEZX vs. ARIIX - Drawdown Comparison
The maximum PJEZX drawdown since its inception was -43.43%, smaller than the maximum ARIIX drawdown of -70.35%. Use the drawdown chart below to compare losses from any high point for PJEZX and ARIIX.
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Drawdown Indicators
| PJEZX | ARIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.43% | -70.35% | +26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -10.76% | +3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -17.13% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -34.60% | -33.83% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -42.30% | -1.13% |
Current DrawdownCurrent decline from peak | -2.26% | -4.35% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -12.76% | +4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.03% | -0.54% |
Volatility
PJEZX vs. ARIIX - Volatility Comparison
PGIM US Real Estate Fund (PJEZX) has a higher volatility of 5.00% compared to AB Global Real Estate Investment Fund II (ARIIX) at 4.10%. This indicates that PJEZX's price experiences larger fluctuations and is considered to be riskier than ARIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJEZX | ARIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.10% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 9.41% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 12.18% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 16.32% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 17.64% | +3.53% |
PJEZX vs. ARIIX - Expense Ratio Comparison
PJEZX has a 1.00% expense ratio, which is higher than ARIIX's 0.74% expense ratio.
Dividends
PJEZX vs. ARIIX - Dividend Comparison
PJEZX's dividend yield for the trailing twelve months is around 1.81%, less than ARIIX's 4.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARIIX AB Global Real Estate Investment Fund II | 4.14% | 3.77% | 2.99% | 3.34% | 5.98% | 4.38% | 1.54% | 8.58% | 4.72% | 5.59% | 5.20% | 3.45% |
PJEZX PGIM US Real Estate Fund | 1.81% | 2.05% | 1.93% | 1.65% | 3.21% | 9.54% | 1.56% | 13.21% | 5.43% | 6.31% | 15.48% | 9.39% |
Frequently Asked Questions
With a correlation of 0.91, PJEZX and ARIIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PJEZX has higher volatility (5.00%) compared to ARIIX (4.10%). In terms of maximum drawdown, PJEZX dropped -43.43% vs ARIIX's -70.35%.
PJEZX currently has the higher Sharpe Ratio (1.21 vs 0.85), 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.
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