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SREZX vs. FIREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SREZX vs. FIREX - Performance Comparison

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

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SREZX vs. FIREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SREZX
PGIM Select Real Estate Fund
2.06%7.31%6.58%13.02%-26.16%28.83%3.63%30.87%-4.12%10.38%
FIREX
Fidelity International Real Estate Fund
-5.10%22.85%-9.46%4.01%-26.61%11.85%5.71%27.96%-6.15%24.61%

Returns By Period

In the year-to-date period, SREZX achieves a 2.06% return, which is significantly higher than FIREX's -5.10% return. Over the past 10 years, SREZX has outperformed FIREX with an annualized return of 6.32%, while FIREX has yielded a comparatively lower 3.40% annualized return.


SREZX

1D
0.14%
1M
-9.41%
YTD
2.06%
6M
0.16%
1Y
9.86%
3Y*
8.56%
5Y*
3.56%
10Y*
6.32%

FIREX

1D
0.10%
1M
-13.66%
YTD
-5.10%
6M
-3.06%
1Y
12.90%
3Y*
3.20%
5Y*
-2.23%
10Y*
3.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SREZX vs. FIREX - Expense Ratio Comparison

SREZX has a 1.01% expense ratio, which is higher than FIREX's 0.95% expense ratio.


Return for Risk

SREZX vs. FIREX — Risk / Return Rank

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

SREZX
SREZX Risk / Return Rank: 3030
Overall Rank
SREZX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SREZX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SREZX Omega Ratio Rank: 2626
Omega Ratio Rank
SREZX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SREZX Martin Ratio Rank: 3333
Martin Ratio Rank

FIREX
FIREX Risk / Return Rank: 4242
Overall Rank
FIREX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FIREX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FIREX Omega Ratio Rank: 4343
Omega Ratio Rank
FIREX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FIREX Martin Ratio Rank: 3737
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. FIREX - Risk-Adjusted Trends Comparison

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


SREZXFIREXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.96

-0.26

Sortino ratio

Return per unit of downside risk

1.04

1.34

-0.30

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

0.92

0.89

+0.03

Martin ratio

Return relative to average drawdown

3.58

3.89

-0.31

SREZX vs. FIREX - Sharpe Ratio Comparison

The current SREZX Sharpe Ratio is 0.71, which is comparable to the FIREX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SREZX and FIREX, 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


SREZXFIREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.96

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.17

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.25

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.24

+0.12

Correlation

The correlation between SREZX and FIREX is 0.69, 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

SREZX vs. FIREX - Dividend Comparison

SREZX's dividend yield for the trailing twelve months is around 2.45%, less than FIREX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
SREZX
PGIM Select Real Estate Fund
2.45%2.50%2.55%2.81%1.59%4.54%2.12%3.41%4.58%1.36%4.15%6.11%
FIREX
Fidelity International Real Estate Fund
3.12%2.97%5.27%1.86%4.44%5.44%1.77%5.10%2.01%1.46%4.14%2.87%

Drawdowns

SREZX vs. FIREX - Drawdown Comparison

The maximum SREZX drawdown since its inception was -39.13%, smaller than the maximum FIREX drawdown of -71.40%. Use the drawdown chart below to compare losses from any high point for SREZX and FIREX.


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Drawdown Indicators


SREZXFIREXDifference

Max Drawdown

Largest peak-to-trough decline

-39.13%

-71.40%

+32.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-13.75%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-34.10%

-37.14%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.13%

-37.14%

-1.99%

Current Drawdown

Current decline from peak

-9.47%

-21.66%

+12.19%

Average Drawdown

Average peak-to-trough decline

-7.86%

-18.74%

+10.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

3.16%

-0.38%

Volatility

SREZX vs. FIREX - Volatility Comparison

The current volatility for PGIM Select Real Estate Fund (SREZX) is 4.65%, while Fidelity International Real Estate Fund (FIREX) has a volatility of 5.23%. This indicates that SREZX experiences smaller price fluctuations and is considered to be less risky than FIREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SREZXFIREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

5.23%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

8.68%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

12.86%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

13.52%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

13.68%

+3.62%