PJEZX vs. REIIX

Last updated Apr 1, 2026

Compare and contrast key facts about PGIM US Real Estate Fund (PJEZX) and West Loop Realty Fund (REIIX).

PJEZX is managed by PGIM. It was launched on Dec 21, 2010. REIIX is managed by Liberty Street. It was launched on Dec 31, 2013.

Performance

PJEZX vs. REIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM US Real Estate Fund (PJEZX) and West Loop Realty Fund (REIIX). The values are adjusted to include any dividend payments, if applicable.

PJEZX vs. REIIX - 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%
REIIX West Loop Realty Fund	0.00%	2.21%	-5.60%	13.33%	-26.09%	39.77%	-2.90%	30.07%	-8.91%	6.80%

Returns By Period

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%

REIIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PJEZX vs. REIIX - Expense Ratio Comparison

PJEZX has a 1.00% expense ratio, which is lower than REIIX's 1.43% expense ratio.

REIIX

West Loop Realty Fund

PJEZX

PGIM US Real Estate Fund

Return for Risk

PJEZX vs. REIIX — Risk / Return Rank

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

PJEZX

PJEZX Risk / Return Rank: 18
PJEZX Sharpe Ratio Rank: 16
PJEZX Sortino Ratio Rank: 16
PJEZX Omega Ratio Rank: 15
PJEZX Calmar Ratio Rank: 19
PJEZX Martin Ratio Rank: 23

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. REIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and West Loop Realty Fund (REIIX). 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	REIIX	Difference
Sharpe ratio Return per unit of total volatility	0.44	—	—
Sortino ratio Return per unit of downside risk	0.71	—	—
Omega ratio Gain probability vs. loss probability	1.10	—	—
Calmar ratio Return relative to maximum drawdown	0.56	—	—
Martin ratio Return relative to average drawdown	2.43	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PJEZX	REIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	—	—

Correlation

The correlation between PJEZX and REIIX is 0.92, 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. REIIX - Dividend Comparison

PJEZX's dividend yield for the trailing twelve months is around 1.92%, less than REIIX's 46.45% 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%
REIIX West Loop Realty Fund	46.45%	46.45%	1.45%	2.33%	12.09%	7.95%	3.11%	6.04%	3.29%	2.34%	4.64%	3.71%

Drawdowns

Drawdown Indicators

	PJEZX	REIIX	Difference
Max Drawdown Largest peak-to-trough decline	-43.43%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.43%	—	—
Current Drawdown Current decline from peak	-7.15%	—	—
Average Drawdown Average peak-to-trough decline	-8.19%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	—	—

Volatility

Volatility by Period

	PJEZX	REIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.02%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.92%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.14%	—	—