RRRRX vs. PJEZX
RRRRX (DWS RREEF Real Estate Securities Fund) and PJEZX (PGIM US Real Estate Fund) are both REIT funds. Over the past 10 years, RRRRX returned 5.20%/yr vs 8.69%/yr for PJEZX. Their 0.98 correlation means they have historically moved very closely together. RRRRX charges 0.61%/yr vs 1.00%/yr for PJEZX.
Performance
RRRRX vs. PJEZX - Performance Comparison
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Returns By Period
In the year-to-date period, RRRRX achieves a 16.60% return, which is significantly lower than PJEZX's 22.21% return. Over the past 10 years, RRRRX has underperformed PJEZX with an annualized return of 5.20%, while PJEZX has yielded a comparatively higher 8.69% annualized return.
RRRRX
- 1D
- -1.25%
- 1M
- 1.20%
- 6M
- 14.48%
- YTD
- 16.60%
- 1Y
- 17.65%
- 3Y*
- 9.25%
- 5Y*
- 2.42%
- 10Y*
- 5.20%
- ALL TIME*
- 9.27%
PJEZX
- 1D
- -1.00%
- 1M
- 1.48%
- 6M
- 18.73%
- YTD
- 22.21%
- 1Y
- 26.65%
- 3Y*
- 13.77%
- 5Y*
- 6.14%
- 10Y*
- 8.69%
- ALL TIME*
- 10.02%
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 |
RRRRX vs. PJEZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RRRRX DWS RREEF Real Estate Securities Fund | 16.60% | -0.72% | 6.11% | 12.35% | -27.32% | 43.02% | -4.84% | 29.66% | -3.21% | 6.43% |
PJEZX PGIM US Real Estate Fund | 22.21% | 2.49% | 13.08% | 15.85% | -27.26% | 48.32% | -4.86% | 44.30% | -3.54% | 5.60% |
Correlation
The correlation between RRRRX and PJEZX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2010 | 0.98 |
The correlation between RRRRX and PJEZX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
RRRRX vs. PJEZX — Risk / Return Rank
RRRRX
PJEZX
RRRRX vs. PJEZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Estate Securities Fund (RRRRX) 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.
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.
| RRRRX | PJEZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.31 | -1.35 |
| Martin ratioReturn relative to average drawdown | 6.59 | 10.24 | -3.64 |
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Drawdowns
RRRRX vs. PJEZX - Drawdown Comparison
The maximum RRRRX drawdown since its inception was -74.05%, which is greater than PJEZX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for RRRRX and PJEZX.
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Drawdown Indicators
| RRRRX | PJEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.05% | -43.43% | -30.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -7.32% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -18.46% | -19.19% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -34.31% | -34.60% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -43.43% | +2.29% |
Current DrawdownCurrent decline from peak | -1.89% | -2.39% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -12.49% | -8.04% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.38% | +0.15% |
Volatility
RRRRX vs. PJEZX - Volatility Comparison
The current volatility for DWS RREEF Real Estate Securities Fund (RRRRX) is 4.35%, while PGIM US Real Estate Fund (PJEZX) has a volatility of 4.68%. This indicates that RRRRX experiences smaller price fluctuations and is considered to be less risky 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
| RRRRX | PJEZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.68% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 11.11% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 14.21% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 18.93% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 21.20% | -0.50% |
RRRRX vs. PJEZX - Expense Ratio Comparison
RRRRX has a 0.61% expense ratio, which is lower than PJEZX's 1.00% expense ratio.
Dividends
RRRRX vs. PJEZX - Dividend Comparison
RRRRX's dividend yield for the trailing twelve months is around 1.87%, more than PJEZX's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJEZX PGIM US Real Estate Fund | 1.55% | 2.05% | 1.93% | 1.65% | 3.21% | 9.54% | 1.56% | 13.21% | 5.43% | 6.31% | 15.48% | 9.39% |
RRRRX DWS RREEF Real Estate Securities Fund | 1.87% | 2.02% | 2.77% | 1.82% | 4.44% | 7.68% | 3.53% | 7.94% | 4.56% | 4.97% | 12.39% | 13.74% |
Frequently Asked Questions
With a correlation of 0.95, RRRRX and PJEZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PJEZX has higher volatility (4.68%) compared to RRRRX (4.35%). In terms of maximum drawdown, RRRRX dropped -74.05% vs PJEZX's -43.43%.
PJEZX currently has the higher Sharpe Ratio (1.72 vs 1.17), 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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