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PJEZX vs. CSZIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJEZX vs. CSZIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM US Real Estate Fund (PJEZX) and Cohen & Steers Real Estate Securities Fund Class Z (CSZIX). The values are adjusted to include any dividend payments, if applicable.

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PJEZX vs. CSZIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
1.50%4.41%6.81%13.26%-26.21%41.81%-1.64%31.95%-4.17%8.18%

Returns By Period

In the year-to-date period, PJEZX achieves a 4.16% return, which is significantly higher than CSZIX's 1.50% return. Over the past 10 years, PJEZX has outperformed CSZIX with an annualized return of 7.97%, while CSZIX has yielded a comparatively lower 6.42% 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%

CSZIX

1D
0.34%
1M
-7.21%
YTD
1.50%
6M
0.05%
1Y
2.50%
3Y*
7.70%
5Y*
4.44%
10Y*
6.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJEZX vs. CSZIX - Expense Ratio Comparison

PJEZX has a 1.00% expense ratio, which is higher than CSZIX's 0.75% expense ratio.


Return for Risk

PJEZX vs. CSZIX — Risk / Return Rank

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

PJEZX
PJEZX Risk / Return Rank: 1818
Overall Rank
PJEZX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PJEZX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PJEZX Omega Ratio Rank: 1515
Omega Ratio Rank
PJEZX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PJEZX Martin Ratio Rank: 2323
Martin Ratio Rank

CSZIX
CSZIX Risk / Return Rank: 1010
Overall Rank
CSZIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CSZIX Sortino Ratio Rank: 88
Sortino Ratio Rank
CSZIX Omega Ratio Rank: 88
Omega Ratio Rank
CSZIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
CSZIX Martin Ratio Rank: 1212
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.

PJEZX vs. CSZIX - 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 Z (CSZIX). 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.


PJEZXCSZIXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.20

+0.24

Sortino ratio

Return per unit of downside risk

0.71

0.38

+0.33

Omega ratio

Gain probability vs. loss probability

1.10

1.05

+0.05

Calmar ratio

Return relative to maximum drawdown

0.56

0.27

+0.29

Martin ratio

Return relative to average drawdown

2.43

1.07

+1.36

PJEZX vs. CSZIX - Sharpe Ratio Comparison

The current PJEZX Sharpe Ratio is 0.44, which is higher than the CSZIX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PJEZX and CSZIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PJEZXCSZIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.20

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.24

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.31

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.33

+0.12

Correlation

The correlation between PJEZX and CSZIX 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. CSZIX - Dividend Comparison

PJEZX's dividend yield for the trailing twelve months is around 1.92%, less than CSZIX's 3.10% yield.


TTM20252024202320222021202020192018201720162015
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%
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
3.10%3.81%2.85%3.00%7.77%4.38%5.47%7.70%3.68%2.60%5.90%22.32%

Drawdowns

PJEZX vs. CSZIX - Drawdown Comparison

The maximum PJEZX drawdown since its inception was -43.43%, roughly equal to the maximum CSZIX drawdown of -42.71%. Use the drawdown chart below to compare losses from any high point for PJEZX and CSZIX.


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Drawdown Indicators


PJEZXCSZIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.43%

-42.71%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-11.83%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-33.05%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-43.43%

-42.71%

-0.72%

Current Drawdown

Current decline from peak

-7.15%

-7.65%

+0.50%

Average Drawdown

Average peak-to-trough decline

-8.19%

-8.89%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.96%

+0.07%

Volatility

PJEZX vs. CSZIX - Volatility Comparison

PGIM US Real Estate Fund (PJEZX) has a higher volatility of 4.73% compared to Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) at 4.31%. This indicates that PJEZX's price experiences larger fluctuations and is considered to be riskier than CSZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJEZXCSZIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.31%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

9.44%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

15.96%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

18.67%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

20.79%

+0.35%