PortfoliosLab logoPortfoliosLab logo
IUSV vs. PGOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUSV vs. PGOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Value ETF (IUSV) and PGIM Jennison Small Company Fund (PGOAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IUSV vs. PGOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSV
iShares Core S&P U.S. Value ETF
0.24%12.85%12.18%21.73%-5.40%25.22%1.56%31.47%-9.21%15.09%
PGOAX
PGIM Jennison Small Company Fund
0.82%6.96%16.26%11.48%-18.85%29.05%27.07%41.48%-13.69%19.58%

Returns By Period

In the year-to-date period, IUSV achieves a 0.24% return, which is significantly lower than PGOAX's 0.82% return. Both investments have delivered pretty close results over the past 10 years, with IUSV having a 11.61% annualized return and PGOAX not far ahead at 11.81%.


IUSV

1D
0.14%
1M
-4.43%
YTD
0.24%
6M
3.09%
1Y
13.16%
3Y*
13.74%
5Y*
10.28%
10Y*
11.61%

PGOAX

1D
3.52%
1M
-6.58%
YTD
0.82%
6M
6.31%
1Y
17.14%
3Y*
10.55%
5Y*
5.15%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IUSV vs. PGOAX - Expense Ratio Comparison

IUSV has a 0.04% expense ratio, which is lower than PGOAX's 1.13% expense ratio.


Return for Risk

IUSV vs. PGOAX — Risk / Return Rank

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

IUSV
IUSV Risk / Return Rank: 4545
Overall Rank
IUSV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 4343
Sortino Ratio Rank
IUSV Omega Ratio Rank: 4747
Omega Ratio Rank
IUSV Calmar Ratio Rank: 4040
Calmar Ratio Rank
IUSV Martin Ratio Rank: 5050
Martin Ratio Rank

PGOAX
PGOAX Risk / Return Rank: 4040
Overall Rank
PGOAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PGOAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PGOAX Omega Ratio Rank: 3636
Omega Ratio Rank
PGOAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
PGOAX Martin Ratio Rank: 4747
Martin Ratio Rank
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.

IUSV vs. PGOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) and PGIM Jennison Small Company Fund (PGOAX). 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.


IUSVPGOAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.84

0.00

Sortino ratio

Return per unit of downside risk

1.27

1.30

-0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.07

1.20

-0.13

Martin ratio

Return relative to average drawdown

4.98

4.98

0.00

IUSV vs. PGOAX - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 0.84, which is comparable to the PGOAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IUSV and PGOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IUSVPGOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.84

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.26

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.54

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.56

+0.03

Correlation

The correlation between IUSV and PGOAX is 0.84, 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

IUSV vs. PGOAX - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.80%, less than PGOAX's 8.05% yield.


TTM20252024202320222021202020192018201720162015
IUSV
iShares Core S&P U.S. Value ETF
1.80%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%
PGOAX
PGIM Jennison Small Company Fund
8.05%8.11%5.29%0.37%4.11%37.46%14.95%18.11%20.80%8.28%5.42%15.00%

Drawdowns

IUSV vs. PGOAX - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, roughly equal to the maximum PGOAX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for IUSV and PGOAX.


Loading graphics...

Drawdown Indicators


IUSVPGOAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-56.57%

-0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-14.34%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-28.19%

+10.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-47.39%

+9.85%

Current Drawdown

Current decline from peak

-4.51%

-6.71%

+2.20%

Average Drawdown

Average peak-to-trough decline

-6.33%

-9.03%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

3.46%

-0.85%

Volatility

IUSV vs. PGOAX - Volatility Comparison

The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.86%, while PGIM Jennison Small Company Fund (PGOAX) has a volatility of 7.51%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than PGOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IUSVPGOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

7.51%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

12.40%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

20.94%

-5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

20.26%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

22.12%

-5.04%