Correlation
The correlation between SREZX and SWPPX is 0.64, 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.
SREZX vs. SWPPX
Compare and contrast key facts about PGIM Select Real Estate Fund (SREZX) and Schwab S&P 500 Index Fund (SWPPX).
SREZX is managed by PGIM Investments. It was launched on Jul 31, 2014. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SREZX or SWPPX.
Performance
SREZX vs. SWPPX - Performance Comparison
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Key characteristics
SREZX:
0.78
SWPPX:
0.73
SREZX:
1.16
SWPPX:
1.04
SREZX:
1.16
SWPPX:
1.15
SREZX:
0.63
SWPPX:
0.69
SREZX:
2.12
SWPPX:
2.62
SREZX:
6.00%
SWPPX:
4.92%
SREZX:
16.02%
SWPPX:
19.76%
SREZX:
-39.13%
SWPPX:
-55.06%
SREZX:
-7.59%
SWPPX:
-3.42%
Returns By Period
In the year-to-date period, SREZX achieves a 3.89% return, which is significantly higher than SWPPX's 1.05% return. Over the past 10 years, SREZX has underperformed SWPPX with an annualized return of 6.49%, while SWPPX has yielded a comparatively higher 12.80% annualized return.
SREZX
3.89%
2.60%
-3.75%
10.89%
2.51%
6.83%
6.49%
SWPPX
1.05%
5.63%
-1.37%
13.49%
14.37%
15.91%
12.80%
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SREZX vs. SWPPX - Expense Ratio Comparison
SREZX has a 1.01% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
SREZX vs. SWPPX — Risk-Adjusted Performance Rank
SREZX
SWPPX
SREZX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Select Real Estate Fund (SREZX) and Schwab S&P 500 Index Fund (SWPPX). 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.
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Dividends
SREZX vs. SWPPX - Dividend Comparison
SREZX's dividend yield for the trailing twelve months is around 2.41%, more than SWPPX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SREZX PGIM Select Real Estate Fund | 2.41% | 2.55% | 2.80% | 1.59% | 4.54% | 2.13% | 5.80% | 4.58% | 2.26% | 4.14% | 6.11% | 0.83% |
SWPPX Schwab S&P 500 Index Fund | 1.22% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% | 1.80% |
Drawdowns
SREZX vs. SWPPX - Drawdown Comparison
The maximum SREZX drawdown since its inception was -39.13%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SREZX and SWPPX.
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Volatility
SREZX vs. SWPPX - Volatility Comparison
The current volatility for PGIM Select Real Estate Fund (SREZX) is 4.04%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.77%. This indicates that SREZX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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