GOFIX vs. PGJZX
Compare and contrast key facts about GMO Resources Fund (GOFIX) and PGIM Jennison Global Infrastructure Fund (PGJZX).
GOFIX is managed by GMO. It was launched on Dec 27, 2011. PGJZX is managed by PGIM. It was launched on Sep 24, 2013.
Performance
GOFIX vs. PGJZX - Performance Comparison
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GOFIX vs. PGJZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOFIX GMO Resources Fund | 30.03% | 23.10% | -17.91% | -1.38% | -0.80% | 32.01% | 22.47% | 20.10% | -6.73% | 28.42% |
PGJZX PGIM Jennison Global Infrastructure Fund | 8.87% | 18.41% | 17.13% | 5.85% | -7.82% | 15.06% | 1.98% | 28.89% | -8.57% | 18.81% |
Returns By Period
In the year-to-date period, GOFIX achieves a 30.03% return, which is significantly higher than PGJZX's 8.87% return. Over the past 10 years, GOFIX has outperformed PGJZX with an annualized return of 14.57%, while PGJZX has yielded a comparatively lower 9.59% annualized return.
GOFIX
- 1D
- 1.85%
- 1M
- 5.29%
- YTD
- 30.03%
- 6M
- 39.95%
- 1Y
- 68.15%
- 3Y*
- 9.73%
- 5Y*
- 8.52%
- 10Y*
- 14.57%
PGJZX
- 1D
- 1.00%
- 1M
- -3.65%
- YTD
- 8.87%
- 6M
- 10.30%
- 1Y
- 23.38%
- 3Y*
- 16.26%
- 5Y*
- 11.00%
- 10Y*
- 9.59%
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GOFIX vs. PGJZX - Expense Ratio Comparison
GOFIX has a 0.72% expense ratio, which is lower than PGJZX's 1.17% expense ratio.
Return for Risk
GOFIX vs. PGJZX — Risk / Return Rank
GOFIX
PGJZX
GOFIX vs. PGJZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Resources Fund (GOFIX) and PGIM Jennison Global Infrastructure Fund (PGJZX). 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.
| GOFIX | PGJZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.61 | 1.92 | +0.69 |
Sortino ratioReturn per unit of downside risk | 3.14 | 2.47 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.38 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.11 | +0.38 |
Martin ratioReturn relative to average drawdown | 16.25 | 12.57 | +3.68 |
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
| GOFIX | PGJZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 1.92 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.78 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.55 | -0.20 |
Correlation
The correlation between GOFIX and PGJZX is 0.62, 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
GOFIX vs. PGJZX - Dividend Comparison
GOFIX's dividend yield for the trailing twelve months is around 3.37%, less than PGJZX's 6.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOFIX GMO Resources Fund | 3.37% | 4.38% | 3.01% | 5.90% | 10.25% | 17.81% | 3.66% | 2.99% | 4.06% | 3.86% | 2.89% | 3.30% |
PGJZX PGIM Jennison Global Infrastructure Fund | 6.60% | 7.18% | 9.95% | 1.59% | 3.30% | 7.77% | 1.17% | 1.58% | 2.13% | 1.35% | 1.71% | 1.42% |
Drawdowns
GOFIX vs. PGJZX - Drawdown Comparison
The maximum GOFIX drawdown since its inception was -51.77%, which is greater than PGJZX's maximum drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for GOFIX and PGJZX.
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Drawdown Indicators
| GOFIX | PGJZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.77% | -36.64% | -15.13% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -7.74% | -11.94% |
Max Drawdown (5Y)Largest decline over 5 years | -45.10% | -20.56% | -24.54% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -36.64% | -9.34% |
Current DrawdownCurrent decline from peak | 0.00% | -4.13% | +4.13% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -5.66% | -8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 1.91% | +2.31% |
Volatility
GOFIX vs. PGJZX - Volatility Comparison
GMO Resources Fund (GOFIX) has a higher volatility of 5.78% compared to PGIM Jennison Global Infrastructure Fund (PGJZX) at 4.65%. This indicates that GOFIX's price experiences larger fluctuations and is considered to be riskier than PGJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOFIX | PGJZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 4.65% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 7.49% | +8.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.98% | 12.49% | +14.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.31% | 14.22% | +11.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.57% | 15.73% | +9.84% |