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PRKZX vs. FIKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRKZX vs. FIKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Real Estate Income Fund (PRKZX) and Fidelity Advisor International Real Estate Fund Class Z (FIKLX). The values are adjusted to include any dividend payments, if applicable.

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PRKZX vs. FIKLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PRKZX
PGIM Real Estate Income Fund
2.05%3.74%17.55%10.54%-16.17%21.17%-8.68%30.19%-5.91%
FIKLX
Fidelity Advisor International Real Estate Fund Class Z
-3.24%22.93%-9.39%4.32%-26.54%12.03%5.85%28.22%-2.29%

Returns By Period

In the year-to-date period, PRKZX achieves a 2.05% return, which is significantly higher than FIKLX's -3.24% return.


PRKZX

1D
1.10%
1M
-6.62%
YTD
2.05%
6M
-1.91%
1Y
6.43%
3Y*
11.23%
5Y*
5.23%
10Y*
5.37%

FIKLX

1D
1.91%
1M
-10.33%
YTD
-3.24%
6M
-1.00%
1Y
14.53%
3Y*
3.98%
5Y*
-1.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRKZX vs. FIKLX - Expense Ratio Comparison

PRKZX has a 1.38% expense ratio, which is higher than FIKLX's 0.79% expense ratio.


Return for Risk

PRKZX vs. FIKLX — Risk / Return Rank

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

PRKZX
PRKZX Risk / Return Rank: 1616
Overall Rank
PRKZX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRKZX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRKZX Omega Ratio Rank: 1313
Omega Ratio Rank
PRKZX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRKZX Martin Ratio Rank: 1717
Martin Ratio Rank

FIKLX
FIKLX Risk / Return Rank: 4646
Overall Rank
FIKLX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FIKLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FIKLX Omega Ratio Rank: 5050
Omega Ratio Rank
FIKLX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FIKLX Martin Ratio Rank: 3636
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.

PRKZX vs. FIKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Real Estate Income Fund (PRKZX) and Fidelity Advisor International Real Estate Fund Class Z (FIKLX). 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.


PRKZXFIKLXDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.18

-0.67

Sortino ratio

Return per unit of downside risk

0.79

1.63

-0.84

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratio

Return relative to maximum drawdown

0.72

1.06

-0.33

Martin ratio

Return relative to average drawdown

2.28

4.48

-2.20

PRKZX vs. FIKLX - Sharpe Ratio Comparison

The current PRKZX Sharpe Ratio is 0.51, which is lower than the FIKLX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PRKZX and FIKLX, 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


PRKZXFIKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.18

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.14

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.19

+0.14

Correlation

The correlation between PRKZX and FIKLX is 0.63, 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

PRKZX vs. FIKLX - Dividend Comparison

PRKZX's dividend yield for the trailing twelve months is around 7.20%, more than FIKLX's 3.20% yield.


TTM2025202420232022202120202019201820172016
PRKZX
PGIM Real Estate Income Fund
7.20%7.09%8.63%4.25%5.53%29.71%4.27%4.53%5.65%5.18%4.96%
FIKLX
Fidelity Advisor International Real Estate Fund Class Z
3.20%3.10%5.24%2.12%4.60%5.63%1.94%5.41%0.00%0.00%0.00%

Drawdowns

PRKZX vs. FIKLX - Drawdown Comparison

The maximum PRKZX drawdown since its inception was -46.95%, which is greater than FIKLX's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for PRKZX and FIKLX.


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Drawdown Indicators


PRKZXFIKLXDifference

Max Drawdown

Largest peak-to-trough decline

-46.95%

-36.93%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-13.77%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-36.93%

+10.97%

Max Drawdown (10Y)

Largest decline over 10 years

-46.95%

Current Drawdown

Current decline from peak

-6.86%

-19.67%

+12.81%

Average Drawdown

Average peak-to-trough decline

-7.61%

-15.69%

+8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.24%

-0.03%

Volatility

PRKZX vs. FIKLX - Volatility Comparison

The current volatility for PGIM Real Estate Income Fund (PRKZX) is 4.56%, while Fidelity Advisor International Real Estate Fund Class Z (FIKLX) has a volatility of 5.58%. This indicates that PRKZX experiences smaller price fluctuations and is considered to be less risky than FIKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRKZXFIKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

5.58%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

8.82%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

12.88%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

13.54%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

14.74%

+2.41%