PJEZX vs. VGSNX
Compare and contrast key facts about PGIM US Real Estate Fund (PJEZX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX).
PJEZX is managed by PGIM. It was launched on Dec 21, 2010. VGSNX is managed by Vanguard. It was launched on Dec 2, 2003.
Performance
PJEZX vs. VGSNX - Performance Comparison
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PJEZX vs. VGSNX - 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% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 1.28% | 3.21% | 3.72% | 13.12% | -26.19% | 40.46% | -4.76% | 28.98% | -5.97% | 4.90% |
Returns By Period
In the year-to-date period, PJEZX achieves a 5.84% return, which is significantly higher than VGSNX's 1.28% return. Over the past 10 years, PJEZX has outperformed VGSNX with an annualized return of 8.14%, while VGSNX has yielded a comparatively lower 4.65% 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%
VGSNX
- 1D
- 1.51%
- 1M
- -6.61%
- YTD
- 1.28%
- 6M
- -1.15%
- 1Y
- 1.75%
- 3Y*
- 6.41%
- 5Y*
- 2.79%
- 10Y*
- 4.65%
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PJEZX vs. VGSNX - Expense Ratio Comparison
PJEZX has a 1.00% expense ratio, which is higher than VGSNX's 0.10% expense ratio.
Return for Risk
PJEZX vs. VGSNX — Risk / Return Rank
PJEZX
VGSNX
PJEZX vs. VGSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM US Real Estate Fund (PJEZX) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX). 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 | VGSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.11 | +0.36 |
Sortino ratioReturn per unit of downside risk | 0.76 | 0.27 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.04 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.22 | +0.48 |
Martin ratioReturn relative to average drawdown | 3.00 | 0.86 | +2.15 |
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 | VGSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.11 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.15 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.22 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.27 | +0.19 |
Correlation
The correlation between PJEZX and VGSNX 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. VGSNX - Dividend Comparison
PJEZX's dividend yield for the trailing twelve months is around 1.89%, less than VGSNX's 3.95% 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% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 3.95% | 3.94% | 3.87% | 3.93% | 3.94% | 2.57% | 3.95% | 3.40% | 4.75% | 4.26% | 4.84% | 3.94% |
Drawdowns
PJEZX vs. VGSNX - Drawdown Comparison
The maximum PJEZX drawdown since its inception was -43.43%, smaller than the maximum VGSNX drawdown of -73.06%. Use the drawdown chart below to compare losses from any high point for PJEZX and VGSNX.
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Drawdown Indicators
| PJEZX | VGSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.43% | -73.06% | +29.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -12.41% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -34.60% | -34.39% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -42.30% | -1.13% |
Current DrawdownCurrent decline from peak | -5.65% | -9.48% | +3.83% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -13.36% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.18% | -0.13% |
Volatility
PJEZX vs. VGSNX - Volatility Comparison
PGIM US Real Estate Fund (PJEZX) has a higher volatility of 5.01% compared to Vanguard Real Estate Index Fund Institutional Shares (VGSNX) at 4.53%. This indicates that PJEZX's price experiences larger fluctuations and is considered to be riskier than VGSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJEZX | VGSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.53% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 9.27% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 16.35% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 18.88% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 20.91% | +0.24% |