GTRAX vs. PJFAX
Compare and contrast key facts about PGIM Global Total Return Fund (GTRAX) and PGIM Jennison Growth Fund (PJFAX).
GTRAX is managed by PGIM. It was launched on Jul 6, 1986. PJFAX is managed by PGIM. It was launched on Nov 2, 1995.
Performance
GTRAX vs. PJFAX - Performance Comparison
Loading graphics...
GTRAX vs. PJFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTRAX PGIM Global Total Return Fund | -1.49% | 10.63% | -0.37% | 8.37% | -22.39% | -6.36% | 9.79% | 14.99% | -1.88% | 13.25% |
PJFAX PGIM Jennison Growth Fund | -11.09% | 14.53% | 48.10% | 52.76% | -37.89% | 15.65% | 55.66% | 45.04% | -1.24% | 36.41% |
Returns By Period
In the year-to-date period, GTRAX achieves a -1.49% return, which is significantly higher than PJFAX's -11.09% return. Over the past 10 years, GTRAX has underperformed PJFAX with an annualized return of 1.53%, while PJFAX has yielded a comparatively higher 17.93% annualized return.
GTRAX
- 1D
- 0.77%
- 1M
- -2.97%
- YTD
- -1.49%
- 6M
- -1.33%
- 1Y
- 5.17%
- 3Y*
- 4.62%
- 5Y*
- -1.68%
- 10Y*
- 1.53%
PJFAX
- 1D
- 3.70%
- 1M
- -5.62%
- YTD
- -11.09%
- 6M
- -10.65%
- 1Y
- 12.35%
- 3Y*
- 24.87%
- 5Y*
- 10.87%
- 10Y*
- 17.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTRAX vs. PJFAX - Expense Ratio Comparison
GTRAX has a 0.88% expense ratio, which is lower than PJFAX's 0.97% expense ratio.
Return for Risk
GTRAX vs. PJFAX — Risk / Return Rank
GTRAX
PJFAX
GTRAX vs. PJFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund (GTRAX) and PGIM Jennison Growth Fund (PJFAX). 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.
| GTRAX | PJFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.59 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.01 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.73 | +0.51 |
Martin ratioReturn relative to average drawdown | 4.90 | 2.47 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTRAX | PJFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.59 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.44 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.75 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.49 | -0.24 |
Correlation
The correlation between GTRAX and PJFAX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GTRAX vs. PJFAX - Dividend Comparison
GTRAX's dividend yield for the trailing twelve months is around 3.37%, less than PJFAX's 15.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTRAX PGIM Global Total Return Fund | 3.37% | 3.67% | 3.82% | 3.02% | 3.22% | 3.03% | 3.63% | 8.40% | 3.40% | 3.17% | 3.70% | 3.55% |
PJFAX PGIM Jennison Growth Fund | 15.09% | 13.42% | 24.62% | 7.23% | 2.77% | 14.67% | 9.02% | 16.27% | 6.06% | 5.85% | 4.12% | 6.90% |
Drawdowns
GTRAX vs. PJFAX - Drawdown Comparison
The maximum GTRAX drawdown since its inception was -33.63%, smaller than the maximum PJFAX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for GTRAX and PJFAX.
Loading graphics...
Drawdown Indicators
| GTRAX | PJFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -64.07% | +30.44% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -17.76% | +13.16% |
Max Drawdown (5Y)Largest decline over 5 years | -31.81% | -43.56% | +11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -43.56% | +9.93% |
Current DrawdownCurrent decline from peak | -14.60% | -14.72% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -20.44% | +14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 5.25% | -4.09% |
Volatility
GTRAX vs. PJFAX - Volatility Comparison
The current volatility for PGIM Global Total Return Fund (GTRAX) is 2.19%, while PGIM Jennison Growth Fund (PJFAX) has a volatility of 6.98%. This indicates that GTRAX experiences smaller price fluctuations and is considered to be less risky than PJFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTRAX | PJFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 6.98% | -4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.37% | 13.06% | -9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 22.44% | -17.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 24.81% | -18.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.24% | 23.97% | -17.73% |