PJEZX vs. CSDIX
Compare and contrast key facts about PGIM US Real Estate Fund (PJEZX) and Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX).
PJEZX is managed by PGIM. It was launched on Dec 21, 2010. CSDIX is an actively managed fund by Cohen & Steers. It was launched on Jul 15, 1998.
Performance
PJEZX vs. CSDIX - Performance Comparison
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PJEZX vs. CSDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSDIX Cohen & Steers Real Estate Securities Fund CLASS I | 1.50% | 4.32% | 6.73% | 13.18% | -26.33% | 41.70% | -1.74% | 31.84% | -4.25% | 8.09% |
Returns By Period
In the year-to-date period, PJEZX achieves a 4.16% return, which is significantly higher than CSDIX's 1.50% return. Over the past 10 years, PJEZX has outperformed CSDIX with an annualized return of 7.97%, while CSDIX has yielded a comparatively lower 6.33% annualized return.
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%
CSDIX
- 1D
- 0.28%
- 1M
- -7.26%
- YTD
- 1.50%
- 6M
- -0.03%
- 1Y
- 2.37%
- 3Y*
- 7.60%
- 5Y*
- 4.34%
- 10Y*
- 6.33%
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PJEZX vs. CSDIX - Expense Ratio Comparison
PJEZX has a 1.00% expense ratio, which is higher than CSDIX's 0.84% expense ratio.
Return for Risk
PJEZX vs. CSDIX — Risk / Return Rank
PJEZX
CSDIX
PJEZX vs. CSDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX). 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.
| PJEZX | CSDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.19 | +0.24 |
Sortino ratioReturn per unit of downside risk | 0.71 | 0.37 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.05 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 0.26 | +0.30 |
Martin ratioReturn relative to average drawdown | 2.43 | 1.03 | +1.40 |
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
| PJEZX | CSDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.19 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.23 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.30 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Correlation
The correlation between PJEZX and CSDIX is 0.97, 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
PJEZX vs. CSDIX - Dividend Comparison
PJEZX's dividend yield for the trailing twelve months is around 1.92%, less than CSDIX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSDIX Cohen & Steers Real Estate Securities Fund CLASS I | 3.03% | 3.72% | 2.78% | 2.93% | 7.67% | 4.30% | 5.39% | 7.62% | 3.60% | 2.52% | 5.84% | 19.24% |
Drawdowns
PJEZX vs. CSDIX - Drawdown Comparison
The maximum PJEZX drawdown since its inception was -43.43%, smaller than the maximum CSDIX drawdown of -72.37%. Use the drawdown chart below to compare losses from any high point for PJEZX and CSDIX.
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Drawdown Indicators
| PJEZX | CSDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.43% | -72.37% | +28.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -11.83% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -34.60% | -33.09% | -1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -42.68% | -0.75% |
Current DrawdownCurrent decline from peak | -7.15% | -7.65% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -11.00% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.98% | +0.05% |
Volatility
PJEZX vs. CSDIX - Volatility Comparison
PGIM US Real Estate Fund (PJEZX) has a higher volatility of 4.73% compared to Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) at 4.29%. This indicates that PJEZX's price experiences larger fluctuations and is considered to be riskier than CSDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJEZX | CSDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.29% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 9.50% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 15.99% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 18.66% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 20.84% | +0.30% |