SREZX vs. CREEX
SREZX (PGIM Select Real Estate Fund) and CREEX (Columbia Real Estate Equity Fund) are both REIT funds. Over the past 10 years, SREZX returned 6.89%/yr vs 5.97%/yr for CREEX. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 1.01% expense ratio.
Performance
SREZX vs. CREEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SREZX achieves a 9.76% return, which is significantly lower than CREEX's 14.21% return. Over the past 10 years, SREZX has outperformed CREEX with an annualized return of 6.89%, while CREEX has yielded a comparatively lower 5.97% annualized return.
SREZX
- 1D
- 0.20%
- 1M
- -1.66%
- YTD
- 9.76%
- 6M
- 10.16%
- 1Y
- 12.37%
- 3Y*
- 10.54%
- 5Y*
- 3.35%
- 10Y*
- 6.89%
CREEX
- 1D
- 0.47%
- 1M
- -0.75%
- YTD
- 14.21%
- 6M
- 14.21%
- 1Y
- 14.94%
- 3Y*
- 9.91%
- 5Y*
- 5.14%
- 10Y*
- 5.97%
SREZX vs. CREEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SREZX PGIM Select Real Estate Fund | 9.76% | 7.31% | 6.58% | 13.02% | -26.16% | 28.83% | 3.63% | 30.87% | -4.12% | 10.38% |
CREEX Columbia Real Estate Equity Fund | 14.21% | 0.19% | 7.40% | 16.20% | -25.10% | 41.91% | -3.54% | 28.40% | -7.21% | 4.56% |
Correlation
The correlation between SREZX and CREEX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.91 |
The correlation between SREZX and CREEX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SREZX vs. CREEX — Risk / Return Rank
SREZX
CREEX
SREZX vs. CREEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Select Real Estate Fund (SREZX) and Columbia Real Estate Equity Fund (CREEX). 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.
| SREZX | CREEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.85 | -0.58 |
| Martin ratioReturn relative to average drawdown | 4.32 | 5.50 | -1.18 |
Loading charts...
Drawdowns
SREZX vs. CREEX - Drawdown Comparison
The maximum SREZX drawdown since its inception was -39.13%, smaller than the maximum CREEX drawdown of -70.78%. Use the drawdown chart below to compare losses from any high point for SREZX and CREEX.
Loading charts...
Drawdown Indicators
| SREZX | CREEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.13% | -70.78% | +31.65% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -7.94% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -19.89% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -34.10% | -31.25% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -41.42% | +2.29% |
Current DrawdownCurrent decline from peak | -3.38% | -2.30% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -10.70% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.66% | +0.15% |
Volatility
SREZX vs. CREEX - Volatility Comparison
The current volatility for PGIM Select Real Estate Fund (SREZX) is 3.95%, while Columbia Real Estate Equity Fund (CREEX) has a volatility of 4.98%. This indicates that SREZX experiences smaller price fluctuations and is considered to be less risky than CREEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SREZX | CREEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.98% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 10.05% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 14.15% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 19.07% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 20.69% | -3.34% |
SREZX vs. CREEX - Expense Ratio Comparison
Both SREZX and CREEX have an expense ratio of 1.01%.
Dividends
SREZX vs. CREEX - Dividend Comparison
SREZX's dividend yield for the trailing twelve months is around 2.26%, less than CREEX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 3.81% | 6.26% | 10.13% | 32.32% | 5.92% | 6.41% | 7.50% | 12.02% | 8.22% | 14.73% | 4.23% | 8.59% |
SREZX PGIM Select Real Estate Fund | 2.26% | 2.50% | 2.55% | 2.81% | 1.59% | 4.54% | 2.12% | 3.41% | 4.58% | 1.36% | 4.15% | 6.11% |
Frequently Asked Questions
With a correlation of 0.91, SREZX and CREEX 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.
CREEX has higher volatility (4.98%) compared to SREZX (3.95%). In terms of maximum drawdown, SREZX dropped -39.13% vs CREEX's -70.78%.
CREEX currently has the higher Sharpe Ratio (1.04 vs 0.98), 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.
Find the right allocation for SREZX and CREEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer