PURZX vs. VTSNX
PURZX (PGIM Global Real Estate Fund) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - PURZX is a REIT fund managed by PGIM, while VTSNX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, PURZX returned 4.15%/yr vs 9.42%/yr for VTSNX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. PURZX charges 0.93%/yr vs 0.08%/yr for VTSNX.
Performance
PURZX vs. VTSNX - Performance Comparison
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Returns By Period
In the year-to-date period, PURZX achieves a 15.78% return, which is significantly higher than VTSNX's 12.79% return. Over the past 10 years, PURZX has underperformed VTSNX with an annualized return of 4.15%, while VTSNX has yielded a comparatively higher 9.42% annualized return.
PURZX
- 1D
- -0.04%
- 1M
- 2.42%
- 6M
- 11.18%
- YTD
- 15.78%
- 1Y
- 21.39%
- 3Y*
- 10.87%
- 5Y*
- 2.60%
- 10Y*
- 4.15%
- ALL TIME*
- 7.52%
VTSNX
- 1D
- 2.75%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.72%
- 3Y*
- 16.82%
- 5Y*
- 8.84%
- 10Y*
- 9.42%
- ALL TIME*
- 6.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PURZX vs. VTSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PURZX PGIM Global Real Estate Fund | 15.78% | 9.22% | 3.64% | 11.24% | -26.73% | 27.91% | -4.39% | 20.60% | -5.32% | 10.36% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 12.79% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Correlation
The correlation between PURZX and VTSNX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.69 |
Over the past year, the correlation between PURZX and VTSNX has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
PURZX vs. VTSNX — Risk / Return Rank
PURZX
VTSNX
PURZX vs. VTSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Real Estate Fund (PURZX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PURZX | VTSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.33 | -0.37 |
| Martin ratioReturn relative to average drawdown | 7.25 | 8.66 | -1.41 |
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Drawdowns
PURZX vs. VTSNX - Drawdown Comparison
The maximum PURZX drawdown since its inception was -69.49%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for PURZX and VTSNX.
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Drawdown Indicators
| PURZX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.49% | -35.72% | -33.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -11.29% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -13.14% | -5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -29.50% | -5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -35.72% | -5.33% |
Current DrawdownCurrent decline from peak | -0.51% | -2.62% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -8.04% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 3.03% | -0.29% |
Volatility
PURZX vs. VTSNX - Volatility Comparison
The current volatility for PGIM Global Real Estate Fund (PURZX) is 3.34%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.43%. This indicates that PURZX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PURZX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 5.43% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 14.12% | -4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 15.98% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 15.36% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 15.83% | +1.44% |
PURZX vs. VTSNX - Expense Ratio Comparison
PURZX has a 0.93% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Dividends
PURZX vs. VTSNX - Dividend Comparison
PURZX's dividend yield for the trailing twelve months is around 2.59%, which matches VTSNX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURZX PGIM Global Real Estate Fund | 2.59% | 2.85% | 2.68% | 2.27% | 2.22% | 16.92% | 1.71% | 10.18% | 4.22% | 3.93% | 4.67% | 3.45% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.58% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Frequently Asked Questions
PURZX and VTSNX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTSNX has higher volatility (5.43%) compared to PURZX (3.34%). In terms of maximum drawdown, PURZX dropped -69.49% vs VTSNX's -35.72%.
VTSNX currently has the higher Sharpe Ratio (1.65 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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