PJEZX vs. MXREX
Compare and contrast key facts about PGIM US Real Estate Fund (PJEZX) and Great-West Real Estate Index Fund (MXREX).
PJEZX is managed by PGIM. It was launched on Dec 21, 2010. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
PJEZX vs. MXREX - Performance Comparison
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PJEZX vs. MXREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJEZX PGIM US Real Estate Fund | 5.84% | 2.49% | 13.08% | 15.85% | -27.26% | 48.32% | -4.86% | 44.30% | -3.54% | 5.60% |
MXREX Great-West Real Estate Index Fund | 4.34% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Returns By Period
In the year-to-date period, PJEZX achieves a 5.84% return, which is significantly higher than MXREX's 4.34% return. Over the past 10 years, PJEZX has outperformed MXREX with an annualized return of 8.14%, while MXREX has yielded a comparatively lower 3.08% annualized return.
PJEZX
- 1D
- 1.61%
- 1M
- -5.65%
- YTD
- 5.84%
- 6M
- 3.63%
- 1Y
- 8.02%
- 3Y*
- 10.81%
- 5Y*
- 6.41%
- 10Y*
- 8.14%
MXREX
- 1D
- 1.43%
- 1M
- -6.11%
- YTD
- 4.34%
- 6M
- 3.29%
- 1Y
- 6.67%
- 3Y*
- 8.48%
- 5Y*
- 4.86%
- 10Y*
- 3.08%
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PJEZX vs. MXREX - Expense Ratio Comparison
PJEZX has a 1.00% expense ratio, which is higher than MXREX's 0.70% expense ratio.
Return for Risk
PJEZX vs. MXREX — Risk / Return Rank
PJEZX
MXREX
PJEZX vs. MXREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and Great-West Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.39 | +0.08 |
Sortino ratioReturn per unit of downside risk | 0.76 | 0.67 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.09 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.45 | +0.25 |
Martin ratioReturn relative to average drawdown | 3.00 | 1.96 | +1.04 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.39 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.26 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.14 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.19 | +0.27 |
Correlation
The correlation between PJEZX and MXREX is 0.94, 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. MXREX - Dividend Comparison
PJEZX's dividend yield for the trailing twelve months is around 1.89%, less than MXREX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJEZX PGIM US Real Estate Fund | 1.89% | 2.05% | 1.93% | 1.65% | 3.21% | 9.54% | 1.56% | 13.21% | 5.43% | 6.31% | 15.48% | 9.39% |
MXREX Great-West Real Estate Index Fund | 1.98% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% | 0.00% | 0.00% |
Drawdowns
PJEZX vs. MXREX - Drawdown Comparison
The maximum PJEZX drawdown since its inception was -43.43%, roughly equal to the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for PJEZX and MXREX.
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Drawdown Indicators
| PJEZX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.43% | -43.89% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -13.36% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -34.60% | -33.06% | -1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -43.89% | +0.46% |
Current DrawdownCurrent decline from peak | -5.65% | -6.11% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -11.77% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.05% | 0.00% |
Volatility
PJEZX vs. MXREX - Volatility Comparison
PGIM US Real Estate Fund (PJEZX) has a higher volatility of 5.01% compared to Great-West Real Estate Index Fund (MXREX) at 4.48%. This indicates that PJEZX's price experiences larger fluctuations and is considered to be riskier than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJEZX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.48% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 9.21% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 17.89% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 19.36% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 21.94% | -0.79% |