PJEZX vs. DFITX
Compare and contrast key facts about PGIM US Real Estate Fund (PJEZX) and DFA International Real Estate Securities (DFITX).
PJEZX is managed by PGIM. It was launched on Dec 21, 2010. DFITX is managed by Dimensional. It was launched on Feb 28, 2007.
Performance
PJEZX vs. DFITX - Performance Comparison
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PJEZX vs. DFITX - 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% |
DFITX DFA International Real Estate Securities | -7.92% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Returns By Period
In the year-to-date period, PJEZX achieves a 4.16% return, which is significantly higher than DFITX's -7.92% return. Over the past 10 years, PJEZX has outperformed DFITX with an annualized return of 7.97%, while DFITX has yielded a comparatively lower 1.34% 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%
DFITX
- 1D
- -0.29%
- 1M
- -12.31%
- YTD
- -7.92%
- 6M
- -6.97%
- 1Y
- 10.05%
- 3Y*
- 4.12%
- 5Y*
- -0.61%
- 10Y*
- 1.34%
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PJEZX vs. DFITX - Expense Ratio Comparison
PJEZX has a 1.00% expense ratio, which is higher than DFITX's 0.27% expense ratio.
Return for Risk
PJEZX vs. DFITX — Risk / Return Rank
PJEZX
DFITX
PJEZX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and DFA International Real Estate Securities (DFITX). 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 | DFITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.73 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.71 | 1.03 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.14 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 0.71 | -0.15 |
Martin ratioReturn relative to average drawdown | 2.43 | 2.98 | -0.55 |
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 | DFITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.73 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | -0.04 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.08 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.08 | +0.36 |
Correlation
The correlation between PJEZX and DFITX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PJEZX vs. DFITX - Dividend Comparison
PJEZX's dividend yield for the trailing twelve months is around 1.92%, less than DFITX's 7.24% 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% |
DFITX DFA International Real Estate Securities | 7.24% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Drawdowns
PJEZX vs. DFITX - Drawdown Comparison
The maximum PJEZX drawdown since its inception was -43.43%, smaller than the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for PJEZX and DFITX.
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Drawdown Indicators
| PJEZX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.43% | -73.49% | +30.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -12.31% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -34.60% | -34.84% | +0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -45.26% | +1.83% |
Current DrawdownCurrent decline from peak | -7.15% | -14.12% | +6.97% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -18.19% | +10.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.94% | +0.09% |
Volatility
PJEZX vs. DFITX - Volatility Comparison
PGIM US Real Estate Fund (PJEZX) and DFA International Real Estate Securities (DFITX) have volatilities of 4.73% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJEZX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.58% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 8.25% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 12.98% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 14.90% | +4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 16.41% | +4.73% |