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RERFX vs. PJEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RERFX vs. PJEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Real Estate Index Fund Class R-6 (RERFX) and PGIM US Real Estate Fund (PJEZX). The values are adjusted to include any dividend payments, if applicable.

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RERFX vs. PJEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RERFX
American Funds Real Estate Index Fund Class R-6
-2.84%29.26%2.96%16.02%-22.81%2.81%25.20%27.36%-17.37%31.10%
PJEZX
PGIM US Real Estate Fund
5.84%2.49%13.08%15.85%-27.26%48.32%-4.86%44.30%-3.54%5.60%

Returns By Period

In the year-to-date period, RERFX achieves a -2.84% return, which is significantly lower than PJEZX's 5.84% return. Both investments have delivered pretty close results over the past 10 years, with RERFX having a 7.92% annualized return and PJEZX not far ahead at 8.14%.


RERFX

1D
2.76%
1M
-8.17%
YTD
-2.84%
6M
0.94%
1Y
21.51%
3Y*
10.95%
5Y*
3.28%
10Y*
7.92%

PJEZX

1D
1.61%
1M
-5.65%
YTD
5.84%
6M
3.63%
1Y
8.02%
3Y*
10.81%
5Y*
6.41%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RERFX vs. PJEZX - Expense Ratio Comparison

RERFX has a 0.29% expense ratio, which is lower than PJEZX's 1.00% expense ratio.


Return for Risk

RERFX vs. PJEZX — Risk / Return Rank

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

RERFX
RERFX Risk / Return Rank: 6161
Overall Rank
RERFX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RERFX Sortino Ratio Rank: 6464
Sortino Ratio Rank
RERFX Omega Ratio Rank: 6161
Omega Ratio Rank
RERFX Calmar Ratio Rank: 5858
Calmar Ratio Rank
RERFX Martin Ratio Rank: 5353
Martin Ratio Rank

PJEZX
PJEZX Risk / Return Rank: 1717
Overall Rank
PJEZX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PJEZX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PJEZX Omega Ratio Rank: 1313
Omega Ratio Rank
PJEZX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PJEZX Martin Ratio Rank: 2323
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.

RERFX vs. PJEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Real Estate Index Fund Class R-6 (RERFX) and PGIM US Real Estate Fund (PJEZX). 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.


RERFXPJEZXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.48

+0.90

Sortino ratio

Return per unit of downside risk

1.86

0.76

+1.10

Omega ratio

Gain probability vs. loss probability

1.27

1.10

+0.16

Calmar ratio

Return relative to maximum drawdown

1.67

0.70

+0.98

Martin ratio

Return relative to average drawdown

6.36

3.00

+3.35

RERFX vs. PJEZX - Sharpe Ratio Comparison

The current RERFX Sharpe Ratio is 1.38, which is higher than the PJEZX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of RERFX and PJEZX, 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


RERFXPJEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.48

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.34

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.39

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.45

-0.05

Correlation

The correlation between RERFX and PJEZX is 0.49, 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

RERFX vs. PJEZX - Dividend Comparison

RERFX's dividend yield for the trailing twelve months is around 14.34%, more than PJEZX's 1.89% yield.


TTM20252024202320222021202020192018201720162015
RERFX
American Funds Real Estate Index Fund Class R-6
14.34%13.93%4.90%3.90%1.98%10.14%0.38%3.10%3.11%4.94%1.58%3.38%
PJEZX
PGIM US Real Estate Fund
1.89%2.05%1.93%1.65%3.21%9.54%1.56%13.21%5.43%6.31%15.48%9.39%

Drawdowns

RERFX vs. PJEZX - Drawdown Comparison

The maximum RERFX drawdown since its inception was -53.80%, which is greater than PJEZX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for RERFX and PJEZX.


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Drawdown Indicators


RERFXPJEZXDifference

Max Drawdown

Largest peak-to-trough decline

-53.80%

-43.43%

-10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-13.12%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-34.60%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-43.43%

+6.11%

Current Drawdown

Current decline from peak

-10.11%

-5.65%

-4.46%

Average Drawdown

Average peak-to-trough decline

-11.08%

-8.19%

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.05%

+0.25%

Volatility

RERFX vs. PJEZX - Volatility Comparison

American Funds Real Estate Index Fund Class R-6 (RERFX) has a higher volatility of 7.27% compared to PGIM US Real Estate Fund (PJEZX) at 5.01%. This indicates that RERFX's price experiences larger fluctuations and is considered to be riskier than PJEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RERFXPJEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

5.01%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.55%

9.49%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

17.06%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

18.93%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

21.15%

-4.33%