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PURZX vs. PJFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PURZX vs. PJFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Global Real Estate Fund (PURZX) and PGIM Jennison Growth Fund (PJFAX). The values are adjusted to include any dividend payments, if applicable.

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PURZX vs. PJFAX - 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%
PJFAX
PGIM Jennison Growth Fund
-11.09%14.53%48.10%52.76%-37.89%15.65%55.66%45.04%-1.24%36.41%

Returns By Period

In the year-to-date period, PURZX achieves a 3.07% return, which is significantly higher than PJFAX's -11.09% return. Over the past 10 years, PURZX has underperformed PJFAX with an annualized return of 3.71%, while PJFAX has yielded a comparatively higher 17.93% annualized return.


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%

PJFAX

1D
3.70%
1M
-5.62%
YTD
-11.09%
6M
-10.65%
1Y
12.35%
3Y*
24.87%
5Y*
10.87%
10Y*
17.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PURZX vs. PJFAX - Expense Ratio Comparison

PURZX has a 0.93% expense ratio, which is lower than PJFAX's 0.97% expense ratio.


Return for Risk

PURZX vs. PJFAX — 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

PJFAX
PJFAX Risk / Return Rank: 2323
Overall Rank
PJFAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PJFAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PJFAX Omega Ratio Rank: 2323
Omega Ratio Rank
PJFAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
PJFAX Martin Ratio Rank: 2222
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. PJFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Global Real Estate Fund (PURZX) and PGIM Jennison Growth Fund (PJFAX). 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.


PURZXPJFAXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.59

+0.20

Sortino ratio

Return per unit of downside risk

1.16

1.01

+0.15

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

1.07

0.73

+0.34

Martin ratio

Return relative to average drawdown

4.25

2.47

+1.78

PURZX vs. PJFAX - Sharpe Ratio Comparison

The current PURZX Sharpe Ratio is 0.79, which is higher than the PJFAX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PURZX and PJFAX, 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


PURZXPJFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.59

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.44

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.75

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.49

-0.12

Correlation

The correlation between PURZX and PJFAX is 0.56, 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

PURZX vs. PJFAX - Dividend Comparison

PURZX's dividend yield for the trailing twelve months is around 2.77%, less than PJFAX's 15.09% 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%
PJFAX
PGIM Jennison Growth Fund
15.09%13.42%24.62%7.23%2.77%14.67%9.02%16.27%6.06%5.85%4.12%6.90%

Drawdowns

PURZX vs. PJFAX - Drawdown Comparison

The maximum PURZX drawdown since its inception was -69.49%, which is greater than PJFAX's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for PURZX and PJFAX.


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Drawdown Indicators


PURZXPJFAXDifference

Max Drawdown

Largest peak-to-trough decline

-69.49%

-64.07%

-5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-17.76%

+6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-43.56%

+8.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

-43.56%

+2.51%

Current Drawdown

Current decline from peak

-8.43%

-14.72%

+6.29%

Average Drawdown

Average peak-to-trough decline

-12.04%

-20.44%

+8.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

5.25%

-2.45%

Volatility

PURZX vs. PJFAX - Volatility Comparison

The current volatility for PGIM Global Real Estate Fund (PURZX) is 4.95%, while PGIM Jennison Growth Fund (PJFAX) has a volatility of 6.98%. This indicates that PURZX experiences smaller price fluctuations and is considered to be less risky than PJFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PURZXPJFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

6.98%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

13.06%

-4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

22.44%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

24.81%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

23.97%

-6.73%