EMCAX vs. PQJCX

Last updated Apr 2, 2026

Compare and contrast key facts about Empiric 2500 Fund (EMCAX) and PGIM Jennison Small-Cap Core Equity Fund (PQJCX).

EMCAX is managed by Empiric Funds. It was launched on Nov 6, 1995. PQJCX is managed by PGIM. It was launched on Nov 15, 2016.

Performance

EMCAX vs. PQJCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Empiric 2500 Fund (EMCAX) and PGIM Jennison Small-Cap Core Equity Fund (PQJCX). The values are adjusted to include any dividend payments, if applicable.

EMCAX vs. PQJCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EMCAX Empiric 2500 Fund	-0.57%	2.37%	13.89%	12.43%	-16.06%	16.07%	27.81%	19.10%	-4.64%	20.73%
PQJCX PGIM Jennison Small-Cap Core Equity Fund	-1.17%	1.89%	28.82%	14.96%	-24.07%	21.70%	38.85%	25.61%	-12.36%	18.36%

Returns By Period

In the year-to-date period, EMCAX achieves a -0.57% return, which is significantly higher than PQJCX's -1.17% return.

EMCAX

• 1D: 2.60%
• 1M: -6.15%
• YTD: -0.57%
• 6M: -1.03%
• 1Y: 6.53%
• 3Y*: 8.52%
• 5Y*: 2.22%
• 10Y*: 9.61%

PQJCX

• 1D: 3.74%
• 1M: -6.73%
• YTD: -1.17%
• 6M: 2.58%
• 1Y: 13.31%
• 3Y*: 12.88%
• 5Y*: 4.54%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCAX vs. PQJCX - Expense Ratio Comparison

EMCAX has a 1.96% expense ratio, which is higher than PQJCX's 0.95% expense ratio.

EMCAX

Empiric 2500 Fund

PQJCX

PGIM Jennison Small-Cap Core Equity Fund

Return for Risk

EMCAX vs. PQJCX — Risk / Return Rank

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

EMCAX

EMCAX Risk / Return Rank: 15
EMCAX Sharpe Ratio Rank: 12
EMCAX Sortino Ratio Rank: 13
EMCAX Omega Ratio Rank: 11
EMCAX Calmar Ratio Rank: 19
EMCAX Martin Ratio Rank: 22

PQJCX

PQJCX Risk / Return Rank: 21
PQJCX Sharpe Ratio Rank: 19
PQJCX Sortino Ratio Rank: 20
PQJCX Omega Ratio Rank: 18
PQJCX Calmar Ratio Rank: 24
PQJCX Martin Ratio Rank: 25

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.

EMCAX vs. PQJCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Empiric 2500 Fund (EMCAX) and PGIM Jennison Small-Cap Core Equity Fund (PQJCX). 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.

	EMCAX	PQJCX	Difference
Sharpe ratio Return per unit of total volatility	0.41	0.62	-0.20
Sortino ratio Return per unit of downside risk	0.72	1.01	-0.29
Omega ratio Gain probability vs. loss probability	1.09	1.14	-0.04
Calmar ratio Return relative to maximum drawdown	0.74	0.90	-0.17
Martin ratio Return relative to average drawdown	3.00	3.43	-0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMCAX vs. PQJCX - Sharpe Ratio Comparison

The current EMCAX Sharpe Ratio is 0.41, which is lower than the PQJCX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EMCAX and PQJCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EMCAX	PQJCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	0.62	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.21	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.45	-0.01

Correlation

The correlation between EMCAX and PQJCX is 0.91, 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

EMCAX vs. PQJCX - Dividend Comparison

EMCAX's dividend yield for the trailing twelve months is around 0.13%, less than PQJCX's 3.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EMCAX Empiric 2500 Fund	0.13%	0.13%	0.13%	0.00%	0.00%	0.51%	7.46%	0.00%	0.00%	0.00%
PQJCX PGIM Jennison Small-Cap Core Equity Fund	3.05%	3.01%	18.27%	0.83%	0.51%	26.55%	3.86%	0.00%	7.11%	1.72%

Drawdowns

EMCAX vs. PQJCX - Drawdown Comparison

The maximum EMCAX drawdown since its inception was -51.81%, which is greater than PQJCX's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for EMCAX and PQJCX.

Drawdown Indicators

	EMCAX	PQJCX	Difference
Max Drawdown Largest peak-to-trough decline	-51.81%	-43.56%	-8.25%
Max Drawdown (1Y) Largest decline over 1 year	-10.15%	-14.64%	+4.49%
Max Drawdown (5Y) Largest decline over 5 years	-30.60%	-36.11%	+5.51%
Max Drawdown (10Y) Largest decline over 10 years	-42.79%	—	—
Current Drawdown Current decline from peak	-6.22%	-7.81%	+1.59%
Average Drawdown Average peak-to-trough decline	-13.33%	-11.22%	-2.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	3.86%	-1.36%

Volatility

EMCAX vs. PQJCX - Volatility Comparison

The current volatility for Empiric 2500 Fund (EMCAX) is 5.42%, while PGIM Jennison Small-Cap Core Equity Fund (PQJCX) has a volatility of 7.86%. This indicates that EMCAX experiences smaller price fluctuations and is considered to be less risky than PQJCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EMCAX	PQJCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	7.86%	-2.44%
Volatility (6M) Calculated over the trailing 6-month period	10.49%	13.32%	-2.83%
Volatility (1Y) Calculated over the trailing 1-year period	17.50%	22.19%	-4.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.18%	22.03%	-3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.21%	23.00%	-2.79%