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SREZX vs. FIKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SREZX vs. FIKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Select Real Estate Fund (SREZX) and Fidelity Advisor International Real Estate Fund Class Z (FIKLX). The values are adjusted to include any dividend payments, if applicable.

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SREZX vs. FIKLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SREZX
PGIM Select Real Estate Fund
3.98%7.31%6.58%13.02%-26.16%28.83%3.63%30.87%-1.84%
FIKLX
Fidelity Advisor International Real Estate Fund Class Z
-3.24%22.93%-9.39%4.32%-26.54%12.03%5.85%28.22%-2.29%

Returns By Period

In the year-to-date period, SREZX achieves a 3.98% return, which is significantly higher than FIKLX's -3.24% return.


SREZX

1D
1.88%
1M
-7.59%
YTD
3.98%
6M
1.89%
1Y
11.49%
3Y*
9.24%
5Y*
3.63%
10Y*
6.51%

FIKLX

1D
1.91%
1M
-10.33%
YTD
-3.24%
6M
-1.00%
1Y
14.53%
3Y*
3.98%
5Y*
-1.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SREZX vs. FIKLX - Expense Ratio Comparison

SREZX has a 1.01% expense ratio, which is higher than FIKLX's 0.79% expense ratio.


Return for Risk

SREZX vs. FIKLX — Risk / Return Rank

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

SREZX
SREZX Risk / Return Rank: 3333
Overall Rank
SREZX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SREZX Sortino Ratio Rank: 3131
Sortino Ratio Rank
SREZX Omega Ratio Rank: 2828
Omega Ratio Rank
SREZX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SREZX Martin Ratio Rank: 3737
Martin Ratio Rank

FIKLX
FIKLX Risk / Return Rank: 4646
Overall Rank
FIKLX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FIKLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FIKLX Omega Ratio Rank: 5050
Omega Ratio Rank
FIKLX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FIKLX Martin Ratio Rank: 3636
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.

SREZX vs. FIKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Select Real Estate Fund (SREZX) and Fidelity Advisor International Real Estate Fund Class Z (FIKLX). 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.


SREZXFIKLXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.18

-0.37

Sortino ratio

Return per unit of downside risk

1.19

1.63

-0.44

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.13

1.06

+0.08

Martin ratio

Return relative to average drawdown

4.34

4.48

-0.14

SREZX vs. FIKLX - Sharpe Ratio Comparison

The current SREZX Sharpe Ratio is 0.82, which is lower than the FIKLX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SREZX and FIKLX, 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


SREZXFIKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.18

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.14

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.19

+0.18

Correlation

The correlation between SREZX and FIKLX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SREZX vs. FIKLX - Dividend Comparison

SREZX's dividend yield for the trailing twelve months is around 2.41%, less than FIKLX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
SREZX
PGIM Select Real Estate Fund
2.41%2.50%2.55%2.81%1.59%4.54%2.12%3.41%4.58%1.36%4.15%6.11%
FIKLX
Fidelity Advisor International Real Estate Fund Class Z
3.20%3.10%5.24%2.12%4.60%5.63%1.94%5.41%0.00%0.00%0.00%0.00%

Drawdowns

SREZX vs. FIKLX - Drawdown Comparison

The maximum SREZX drawdown since its inception was -39.13%, which is greater than FIKLX's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for SREZX and FIKLX.


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Drawdown Indicators


SREZXFIKLXDifference

Max Drawdown

Largest peak-to-trough decline

-39.13%

-36.93%

-2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-13.77%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-34.10%

-36.93%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.13%

Current Drawdown

Current decline from peak

-7.77%

-19.67%

+11.90%

Average Drawdown

Average peak-to-trough decline

-7.86%

-15.69%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.24%

-0.42%

Volatility

SREZX vs. FIKLX - Volatility Comparison

The current volatility for PGIM Select Real Estate Fund (SREZX) is 5.19%, while Fidelity Advisor International Real Estate Fund Class Z (FIKLX) has a volatility of 5.58%. This indicates that SREZX experiences smaller price fluctuations and is considered to be less risky than FIKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SREZXFIKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.58%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

8.82%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

12.88%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

13.54%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

14.74%

+2.57%