STMDX vs. PJEZX
Compare and contrast key facts about Sterling Capital Stratton Real Estate Fund (STMDX) and PGIM US Real Estate Fund (PJEZX).
STMDX is managed by Sterling Capital. It was launched on May 30, 1980. PJEZX is managed by PGIM. It was launched on Dec 21, 2010.
Performance
STMDX vs. PJEZX - Performance Comparison
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STMDX vs. PJEZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STMDX Sterling Capital Stratton Real Estate Fund | 1.24% | 1.35% | 6.25% | 13.28% | -26.17% | 38.53% | -0.54% | 31.77% | -2.82% | 7.81% |
PJEZX PGIM US Real Estate Fund | 4.16% | 2.49% | 13.08% | 15.85% | -27.26% | 48.32% | -4.86% | 44.30% | -3.54% | 5.60% |
Returns By Period
In the year-to-date period, STMDX achieves a 1.24% return, which is significantly lower than PJEZX's 4.16% return. Over the past 10 years, STMDX has underperformed PJEZX with an annualized return of 5.92%, while PJEZX has yielded a comparatively higher 7.97% annualized return.
STMDX
- 1D
- 0.41%
- 1M
- -7.04%
- YTD
- 1.24%
- 6M
- -0.08%
- 1Y
- -0.18%
- 3Y*
- 6.09%
- 5Y*
- 3.43%
- 10Y*
- 5.92%
PJEZX
- 1D
- 0.19%
- 1M
- -6.50%
- YTD
- 4.16%
- 6M
- 2.24%
- 1Y
- 6.37%
- 3Y*
- 10.22%
- 5Y*
- 6.49%
- 10Y*
- 7.97%
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STMDX vs. PJEZX - Expense Ratio Comparison
STMDX has a 0.82% expense ratio, which is lower than PJEZX's 1.00% expense ratio.
Return for Risk
STMDX vs. PJEZX — Risk / Return Rank
STMDX
PJEZX
STMDX vs. PJEZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Real Estate Fund (STMDX) 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.
| STMDX | PJEZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.44 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.18 | 0.71 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.10 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.56 | -0.49 |
Martin ratioReturn relative to average drawdown | 0.26 | 2.43 | -2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STMDX | PJEZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.44 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.34 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.38 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.45 | -0.06 |
Correlation
The correlation between STMDX and PJEZX is 0.97, 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
STMDX vs. PJEZX - Dividend Comparison
STMDX's dividend yield for the trailing twelve months is around 6.27%, more than PJEZX's 1.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STMDX Sterling Capital Stratton Real Estate Fund | 6.27% | 6.24% | 7.14% | 8.39% | 8.29% | 7.14% | 4.05% | 9.15% | 5.92% | 4.80% | 7.98% | 2.96% |
PJEZX PGIM US Real Estate Fund | 1.92% | 2.05% | 1.93% | 1.65% | 3.21% | 9.54% | 1.56% | 13.21% | 5.43% | 6.31% | 15.48% | 9.39% |
Drawdowns
STMDX vs. PJEZX - Drawdown Comparison
The maximum STMDX drawdown since its inception was -65.12%, which is greater than PJEZX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for STMDX and PJEZX.
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Drawdown Indicators
| STMDX | PJEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.12% | -43.43% | -21.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -13.12% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -33.43% | -34.60% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | -43.43% | +2.91% |
Current DrawdownCurrent decline from peak | -8.82% | -7.15% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -8.19% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.03% | +0.15% |
Volatility
STMDX vs. PJEZX - Volatility Comparison
The current volatility for Sterling Capital Stratton Real Estate Fund (STMDX) is 4.16%, while PGIM US Real Estate Fund (PJEZX) has a volatility of 4.73%. This indicates that STMDX 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
| STMDX | PJEZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.73% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 9.36% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 17.02% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 18.92% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 21.14% | -0.73% |