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PJEZX vs. PDBZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJEZX vs. PDBZX - Performance Comparison

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

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PJEZX vs. PDBZX - 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%
PDBZX
PGIM Total Return Bond Fund Class Z
-0.53%7.70%2.87%7.70%-14.33%-1.46%8.01%14.76%-0.72%6.60%

Returns By Period

In the year-to-date period, PJEZX achieves a 4.16% return, which is significantly higher than PDBZX's -0.53% return. Over the past 10 years, PJEZX has outperformed PDBZX with an annualized return of 7.97%, while PDBZX has yielded a comparatively lower 2.93% 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%

PDBZX

1D
0.50%
1M
-2.52%
YTD
-0.53%
6M
0.58%
1Y
4.25%
3Y*
4.79%
5Y*
1.00%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJEZX vs. PDBZX - Expense Ratio Comparison

PJEZX has a 1.00% expense ratio, which is higher than PDBZX's 0.49% expense ratio.


Return for Risk

PJEZX vs. PDBZX — 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

PDBZX
PDBZX Risk / Return Rank: 5757
Overall Rank
PDBZX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PDBZX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PDBZX Omega Ratio Rank: 4343
Omega Ratio Rank
PDBZX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDBZX Martin Ratio Rank: 5353
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. PDBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.


PJEZXPDBZXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.04

-0.60

Sortino ratio

Return per unit of downside risk

0.71

1.48

-0.77

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.09

Calmar ratio

Return relative to maximum drawdown

0.56

1.75

-1.19

Martin ratio

Return relative to average drawdown

2.43

5.12

-2.69

PJEZX vs. PDBZX - Sharpe Ratio Comparison

The current PJEZX Sharpe Ratio is 0.44, which is lower than the PDBZX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PJEZX and PDBZX, 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


PJEZXPDBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.04

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.17

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.55

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.09

-0.64

Correlation

The correlation between PJEZX and PDBZX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PJEZX vs. PDBZX - Dividend Comparison

PJEZX's dividend yield for the trailing twelve months is around 1.92%, less than PDBZX's 4.19% 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%
PDBZX
PGIM Total Return Bond Fund Class Z
4.19%4.54%4.79%4.60%5.73%2.73%2.94%10.36%4.01%2.87%3.92%3.33%

Drawdowns

PJEZX vs. PDBZX - Drawdown Comparison

The maximum PJEZX drawdown since its inception was -43.43%, which is greater than PDBZX's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PJEZX and PDBZX.


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Drawdown Indicators


PJEZXPDBZXDifference

Max Drawdown

Largest peak-to-trough decline

-43.43%

-20.88%

-22.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-3.06%

-10.06%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-20.81%

-13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-43.43%

-20.88%

-22.55%

Current Drawdown

Current decline from peak

-7.15%

-2.52%

-4.63%

Average Drawdown

Average peak-to-trough decline

-8.19%

-2.31%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.05%

+1.98%

Volatility

PJEZX vs. PDBZX - Volatility Comparison

PGIM US Real Estate Fund (PJEZX) has a higher volatility of 4.73% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.72%. This indicates that PJEZX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJEZXPDBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

1.72%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

2.71%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

4.59%

+12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

6.00%

+12.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

5.34%

+15.80%