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PURZX vs. FIRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PURZX vs. FIRIX - Performance Comparison

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

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PURZX vs. FIRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PURZX
PGIM Global Real Estate Fund
3.07%9.22%3.64%11.24%-26.73%27.91%-4.39%20.60%-5.32%10.36%
FIRIX
Fidelity Advisor International Real Estate Fund Class I
-3.32%22.73%-9.43%4.07%-26.55%11.87%5.82%28.09%-6.12%26.95%

Returns By Period

In the year-to-date period, PURZX achieves a 3.07% return, which is significantly higher than FIRIX's -3.32% return. Both investments have delivered pretty close results over the past 10 years, with PURZX having a 3.71% annualized return and FIRIX not far ahead at 3.83%.


PURZX

1D
1.73%
1M
-8.28%
YTD
3.07%
6M
1.97%
1Y
11.08%
3Y*
8.20%
5Y*
2.54%
10Y*
3.71%

FIRIX

1D
1.80%
1M
-10.39%
YTD
-3.32%
6M
-1.14%
1Y
14.38%
3Y*
3.84%
5Y*
-2.01%
10Y*
3.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PURZX vs. FIRIX - Expense Ratio Comparison

PURZX has a 0.93% expense ratio, which is higher than FIRIX's 0.92% expense ratio.


Return for Risk

PURZX vs. FIRIX — Risk / Return Rank

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

PURZX
PURZX Risk / Return Rank: 3232
Overall Rank
PURZX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PURZX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PURZX Omega Ratio Rank: 2727
Omega Ratio Rank
PURZX Calmar Ratio Rank: 3535
Calmar Ratio Rank
PURZX Martin Ratio Rank: 3737
Martin Ratio Rank

FIRIX
FIRIX Risk / Return Rank: 4444
Overall Rank
FIRIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FIRIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FIRIX Omega Ratio Rank: 4747
Omega Ratio Rank
FIRIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FIRIX Martin Ratio Rank: 3535
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.

PURZX vs. FIRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Global Real Estate Fund (PURZX) and Fidelity Advisor International Real Estate Fund Class I (FIRIX). 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.


PURZXFIRIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.16

-0.37

Sortino ratio

Return per unit of downside risk

1.16

1.60

-0.45

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.07

1.04

+0.03

Martin ratio

Return relative to average drawdown

4.25

4.42

-0.17

PURZX vs. FIRIX - Sharpe Ratio Comparison

The current PURZX Sharpe Ratio is 0.79, which is lower than the FIRIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of PURZX and FIRIX, 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


PURZXFIRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.16

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.15

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.28

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.13

+0.23

Correlation

The correlation between PURZX and FIRIX is 0.76, 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

PURZX vs. FIRIX - Dividend Comparison

PURZX's dividend yield for the trailing twelve months is around 2.77%, less than FIRIX's 3.09% yield.


TTM20252024202320222021202020192018201720162015
PURZX
PGIM Global Real Estate Fund
2.77%2.85%2.68%2.27%2.22%16.92%1.71%10.18%4.22%3.93%4.67%3.45%
FIRIX
Fidelity Advisor International Real Estate Fund Class I
3.09%2.99%5.16%1.90%4.41%5.49%1.84%5.15%2.10%3.41%4.27%3.09%

Drawdowns

PURZX vs. FIRIX - Drawdown Comparison

The maximum PURZX drawdown since its inception was -69.49%, roughly equal to the maximum FIRIX drawdown of -71.41%. Use the drawdown chart below to compare losses from any high point for PURZX and FIRIX.


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Drawdown Indicators


PURZXFIRIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.49%

-71.41%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-13.82%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-37.07%

+2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

-37.07%

-3.98%

Current Drawdown

Current decline from peak

-8.43%

-20.15%

+11.72%

Average Drawdown

Average peak-to-trough decline

-12.04%

-20.00%

+7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.26%

-0.46%

Volatility

PURZX vs. FIRIX - Volatility Comparison

The current volatility for PGIM Global Real Estate Fund (PURZX) is 4.95%, while Fidelity Advisor International Real Estate Fund Class I (FIRIX) has a volatility of 5.58%. This indicates that PURZX experiences smaller price fluctuations and is considered to be less risky than FIRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PURZXFIRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

5.58%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

8.88%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

13.01%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

13.57%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

13.68%

+3.56%