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PRKZX vs. FSREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRKZX vs. FSREX - Performance Comparison

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

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PRKZX vs. FSREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRKZX
PGIM Real Estate Income Fund
0.93%3.74%17.55%10.54%-16.17%21.17%-8.68%30.19%-10.05%6.55%
FSREX
Fidelity Series Real Estate Income Fund
-0.40%8.93%9.87%8.29%-11.78%15.78%0.58%16.02%-0.73%5.91%

Returns By Period

In the year-to-date period, PRKZX achieves a 0.93% return, which is significantly higher than FSREX's -0.40% return. Both investments have delivered pretty close results over the past 10 years, with PRKZX having a 5.25% annualized return and FSREX not far ahead at 5.43%.


PRKZX

1D
0.42%
1M
-7.29%
YTD
0.93%
6M
-2.48%
1Y
5.56%
3Y*
10.82%
5Y*
5.33%
10Y*
5.25%

FSREX

1D
0.30%
1M
-1.67%
YTD
-0.40%
6M
0.75%
1Y
5.99%
3Y*
8.33%
5Y*
4.61%
10Y*
5.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRKZX vs. FSREX - Expense Ratio Comparison

PRKZX has a 1.38% expense ratio, which is higher than FSREX's 0.00% expense ratio.


Return for Risk

PRKZX vs. FSREX — Risk / Return Rank

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

PRKZX
PRKZX Risk / Return Rank: 1717
Overall Rank
PRKZX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PRKZX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRKZX Omega Ratio Rank: 1515
Omega Ratio Rank
PRKZX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRKZX Martin Ratio Rank: 1818
Martin Ratio Rank

FSREX
FSREX Risk / Return Rank: 9090
Overall Rank
FSREX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSREX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSREX Omega Ratio Rank: 9191
Omega Ratio Rank
FSREX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSREX Martin Ratio Rank: 9090
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. FSREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Real Estate Income Fund (PRKZX) and Fidelity Series Real Estate Income Fund (FSREX). 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.


PRKZXFSREXDifference

Sharpe ratio

Return per unit of total volatility

0.47

1.96

-1.49

Sortino ratio

Return per unit of downside risk

0.73

2.70

-1.97

Omega ratio

Gain probability vs. loss probability

1.10

1.41

-0.31

Calmar ratio

Return relative to maximum drawdown

0.58

2.14

-1.56

Martin ratio

Return relative to average drawdown

1.84

10.21

-8.37

PRKZX vs. FSREX - Sharpe Ratio Comparison

The current PRKZX Sharpe Ratio is 0.47, which is lower than the FSREX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PRKZX and FSREX, 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


PRKZXFSREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.96

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.97

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.69

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.94

-0.61

Correlation

The correlation between PRKZX and FSREX is 0.73, 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

PRKZX vs. FSREX - Dividend Comparison

PRKZX's dividend yield for the trailing twelve months is around 7.28%, more than FSREX's 5.69% yield.


TTM20252024202320222021202020192018201720162015
PRKZX
PGIM Real Estate Income Fund
7.28%7.09%8.63%4.25%5.53%29.71%4.27%4.53%5.65%5.18%4.96%0.00%
FSREX
Fidelity Series Real Estate Income Fund
5.69%5.64%6.05%7.43%9.99%3.58%6.24%6.62%5.87%5.49%5.22%4.33%

Drawdowns

PRKZX vs. FSREX - Drawdown Comparison

The maximum PRKZX drawdown since its inception was -46.95%, which is greater than FSREX's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for PRKZX and FSREX.


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Drawdown Indicators


PRKZXFSREXDifference

Max Drawdown

Largest peak-to-trough decline

-46.95%

-32.02%

-14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-2.90%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-15.22%

-10.74%

Max Drawdown (10Y)

Largest decline over 10 years

-46.95%

-32.02%

-14.93%

Current Drawdown

Current decline from peak

-7.88%

-1.76%

-6.12%

Average Drawdown

Average peak-to-trough decline

-7.61%

-2.57%

-5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

0.61%

+2.57%

Volatility

PRKZX vs. FSREX - Volatility Comparison

PGIM Real Estate Income Fund (PRKZX) has a higher volatility of 4.38% compared to Fidelity Series Real Estate Income Fund (FSREX) at 1.06%. This indicates that PRKZX's price experiences larger fluctuations and is considered to be riskier than FSREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRKZXFSREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

1.06%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

1.67%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.11%

3.02%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

4.80%

+9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

7.89%

+9.26%