PJEZX vs. GREIX
Compare and contrast key facts about PGIM US Real Estate Fund (PJEZX) and Goldman Sachs Real Estate Securities Fund (GREIX).
PJEZX is managed by PGIM. It was launched on Dec 21, 2010. GREIX is managed by Goldman Sachs. It was launched on Jul 27, 1998.
Performance
PJEZX vs. GREIX - Performance Comparison
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PJEZX vs. GREIX - 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% |
GREIX Goldman Sachs Real Estate Securities Fund | 1.00% | -0.70% | 11.77% | 17.05% | -28.76% | 44.65% | -7.53% | 25.70% | -5.03% | 2.55% |
Returns By Period
In the year-to-date period, PJEZX achieves a 4.16% return, which is significantly higher than GREIX's 1.00% return. Over the past 10 years, PJEZX has outperformed GREIX with an annualized return of 7.97%, while GREIX has yielded a comparatively lower 4.37% 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%
GREIX
- 1D
- 0.43%
- 1M
- -7.45%
- YTD
- 1.00%
- 6M
- -1.01%
- 1Y
- -1.02%
- 3Y*
- 7.97%
- 5Y*
- 4.46%
- 10Y*
- 4.37%
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PJEZX vs. GREIX - Expense Ratio Comparison
PJEZX has a 1.00% expense ratio, which is higher than GREIX's 0.91% expense ratio.
Return for Risk
PJEZX vs. GREIX — Risk / Return Rank
PJEZX
GREIX
PJEZX vs. GREIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and Goldman Sachs Real Estate Securities Fund (GREIX). 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 | GREIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | -0.01 | +0.45 |
Sortino ratioReturn per unit of downside risk | 0.71 | 0.10 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.01 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | -0.10 | +0.66 |
Martin ratioReturn relative to average drawdown | 2.43 | -0.35 | +2.78 |
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 | GREIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | -0.01 | +0.45 |
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 | 0.21 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.33 | +0.12 |
Correlation
The correlation between PJEZX and GREIX is 0.98, 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. GREIX - Dividend Comparison
PJEZX's dividend yield for the trailing twelve months is around 1.92%, less than GREIX's 36.66% 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% |
GREIX Goldman Sachs Real Estate Securities Fund | 36.66% | 35.97% | 12.22% | 4.00% | 3.54% | 6.27% | 10.16% | 18.31% | 17.65% | 20.54% | 12.29% | 4.46% |
Drawdowns
PJEZX vs. GREIX - Drawdown Comparison
The maximum PJEZX drawdown since its inception was -43.43%, smaller than the maximum GREIX drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for PJEZX and GREIX.
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Drawdown Indicators
| PJEZX | GREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.43% | -74.21% | +30.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -12.40% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.60% | -34.43% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -42.98% | -0.45% |
Current DrawdownCurrent decline from peak | -7.15% | -7.74% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -12.88% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 3.34% | -0.31% |
Volatility
PJEZX vs. GREIX - Volatility Comparison
PGIM US Real Estate Fund (PJEZX) has a higher volatility of 4.73% compared to Goldman Sachs Real Estate Securities Fund (GREIX) at 4.12%. This indicates that PJEZX's price experiences larger fluctuations and is considered to be riskier than GREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJEZX | GREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.12% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 9.23% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 16.27% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 19.36% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 20.98% | +0.16% |