AGOCX vs. VMNVX
Compare and contrast key facts about PGIM Jennison Global Equity Income Fund (AGOCX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX).
AGOCX is managed by PGIM. It was launched on Dec 30, 1997. VMNVX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
AGOCX vs. VMNVX - Performance Comparison
Loading graphics...
AGOCX vs. VMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGOCX PGIM Jennison Global Equity Income Fund | 5.41% | 23.91% | 13.75% | 9.41% | -11.69% | 20.27% | 5.72% | 21.02% | -7.69% | 14.68% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 2.89% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
Returns By Period
In the year-to-date period, AGOCX achieves a 5.41% return, which is significantly higher than VMNVX's 2.89% return. Over the past 10 years, AGOCX has outperformed VMNVX with an annualized return of 9.32%, while VMNVX has yielded a comparatively lower 8.38% annualized return.
AGOCX
- 1D
- 2.23%
- 1M
- -5.52%
- YTD
- 5.41%
- 6M
- 8.52%
- 1Y
- 24.03%
- 3Y*
- 16.48%
- 5Y*
- 9.82%
- 10Y*
- 9.32%
VMNVX
- 1D
- 1.15%
- 1M
- -4.95%
- YTD
- 2.89%
- 6M
- 4.27%
- 1Y
- 9.34%
- 3Y*
- 11.89%
- 5Y*
- 8.55%
- 10Y*
- 8.38%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AGOCX vs. VMNVX - Expense Ratio Comparison
AGOCX has a 1.94% expense ratio, which is higher than VMNVX's 0.14% expense ratio.
Return for Risk
AGOCX vs. VMNVX — Risk / Return Rank
AGOCX
VMNVX
AGOCX vs. VMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Equity Income Fund (AGOCX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.
| AGOCX | VMNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.94 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.35 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.30 | +0.89 |
Martin ratioReturn relative to average drawdown | 10.19 | 6.22 | +3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AGOCX | VMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.94 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.90 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.70 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.76 | -0.34 |
Correlation
The correlation between AGOCX and VMNVX is 0.86, 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
AGOCX vs. VMNVX - Dividend Comparison
AGOCX's dividend yield for the trailing twelve months is around 9.11%, less than VMNVX's 9.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGOCX PGIM Jennison Global Equity Income Fund | 9.11% | 9.59% | 10.04% | 9.74% | 9.10% | 5.29% | 9.25% | 12.44% | 23.46% | 5.31% | 1.56% | 12.12% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.78% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
Drawdowns
AGOCX vs. VMNVX - Drawdown Comparison
The maximum AGOCX drawdown since its inception was -51.84%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for AGOCX and VMNVX.
Loading graphics...
Drawdown Indicators
| AGOCX | VMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.84% | -33.11% | -18.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -7.93% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -12.93% | -11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -33.11% | -1.58% |
Current DrawdownCurrent decline from peak | -6.05% | -4.95% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -2.82% | -5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 1.66% | +0.76% |
Volatility
AGOCX vs. VMNVX - Volatility Comparison
PGIM Jennison Global Equity Income Fund (AGOCX) has a higher volatility of 5.57% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that AGOCX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AGOCX | VMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 2.93% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 5.02% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 10.09% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 9.53% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 11.96% | +3.86% |