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PJEZX vs. TAREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJEZX vs. TAREX - Performance Comparison

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

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PJEZX vs. TAREX - 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%
TAREX
Third Avenue Real Estate Value Fund
-11.96%12.52%13.54%23.48%-26.53%30.69%-8.23%21.09%-19.98%16.10%

Returns By Period

In the year-to-date period, PJEZX achieves a 4.16% return, which is significantly higher than TAREX's -11.96% return. Over the past 10 years, PJEZX has outperformed TAREX with an annualized return of 7.97%, while TAREX has yielded a comparatively lower 3.93% 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%

TAREX

1D
0.18%
1M
-13.71%
YTD
-11.96%
6M
-13.39%
1Y
-1.20%
3Y*
10.84%
5Y*
3.79%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJEZX vs. TAREX - Expense Ratio Comparison

PJEZX has a 1.00% expense ratio, which is lower than TAREX's 1.15% expense ratio.


Return for Risk

PJEZX vs. TAREX — 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

TAREX
TAREX Risk / Return Rank: 44
Overall Rank
TAREX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TAREX Sortino Ratio Rank: 44
Sortino Ratio Rank
TAREX Omega Ratio Rank: 44
Omega Ratio Rank
TAREX Calmar Ratio Rank: 44
Calmar Ratio Rank
TAREX Martin Ratio Rank: 44
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. TAREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and Third Avenue Real Estate Value Fund (TAREX). 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.


PJEZXTAREXDifference

Sharpe ratio

Return per unit of total volatility

0.44

-0.07

+0.51

Sortino ratio

Return per unit of downside risk

0.71

0.02

+0.69

Omega ratio

Gain probability vs. loss probability

1.10

1.00

+0.09

Calmar ratio

Return relative to maximum drawdown

0.56

-0.14

+0.70

Martin ratio

Return relative to average drawdown

2.43

-0.51

+2.94

PJEZX vs. TAREX - Sharpe Ratio Comparison

The current PJEZX Sharpe Ratio is 0.44, which is higher than the TAREX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of PJEZX and TAREX, 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


PJEZXTAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

-0.07

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.21

+0.14

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

0.46

-0.01

Correlation

The correlation between PJEZX and TAREX is 0.69, 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. TAREX - Dividend Comparison

PJEZX's dividend yield for the trailing twelve months is around 1.92%, less than TAREX's 6.45% 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%
TAREX
Third Avenue Real Estate Value Fund
6.45%5.68%6.59%5.28%8.76%9.03%0.99%18.22%11.07%1.06%1.80%5.60%

Drawdowns

PJEZX vs. TAREX - Drawdown Comparison

The maximum PJEZX drawdown since its inception was -43.43%, smaller than the maximum TAREX drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for PJEZX and TAREX.


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Drawdown Indicators


PJEZXTAREXDifference

Max Drawdown

Largest peak-to-trough decline

-43.43%

-67.68%

+24.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-15.81%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-31.89%

-2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-43.43%

-44.73%

+1.30%

Current Drawdown

Current decline from peak

-7.15%

-15.66%

+8.51%

Average Drawdown

Average peak-to-trough decline

-8.19%

-11.19%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

4.31%

-1.28%

Volatility

PJEZX vs. TAREX - Volatility Comparison

The current volatility for PGIM US Real Estate Fund (PJEZX) is 4.73%, while Third Avenue Real Estate Value Fund (TAREX) has a volatility of 5.34%. This indicates that PJEZX experiences smaller price fluctuations and is considered to be less risky than TAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJEZXTAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

5.34%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

10.58%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

17.38%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

18.21%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

18.67%

+2.47%