PBEAX vs. VTI
Compare and contrast key facts about PGIM Jennison Value Fund (PBEAX) and Vanguard Total Stock Market ETF (VTI).
PBEAX is managed by PGIM Investments. It was launched on Jan 22, 1990. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBEAX or VTI.
Key characteristics
| PBEAX | VTI | |
|---|---|---|
| YTD Return | 10.01% | 9.76% |
| 1Y Return | 16.76% | 28.45% |
| 3Y Return (Ann) | 4.92% | 8.01% |
| 5Y Return (Ann) | 8.86% | 13.83% |
| 10Y Return (Ann) | 7.04% | 12.31% |
| Sharpe Ratio | 1.39 | 2.43 |
| Daily Std Dev | 12.38% | 11.93% |
| Max Drawdown | -66.63% | -55.45% |
| Current Drawdown | -0.32% | -0.17% |
Correlation
The correlation between PBEAX and VTI is 0.93, 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.
Performance
PBEAX vs. VTI - Performance Comparison
The year-to-date returns for both stocks are quite close, with PBEAX having a 10.01% return and VTI slightly lower at 9.76%. Over the past 10 years, PBEAX has underperformed VTI with an annualized return of 7.04%, while VTI has yielded a comparatively higher 12.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PBEAX vs. VTI - Expense Ratio Comparison
PBEAX has a 1.09% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
PBEAX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Value Fund (PBEAX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
PBEAX vs. VTI - Dividend Comparison
PBEAX's dividend yield for the trailing twelve months is around 6.65%, more than VTI's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBEAX PGIM Jennison Value Fund | 6.65% | 7.31% | 8.28% | 6.93% | 4.01% | 8.99% | 10.18% | 6.90% | 4.26% | 8.10% | 7.82% | 0.49% |
VTI Vanguard Total Stock Market ETF | 1.36% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PBEAX vs. VTI - Drawdown Comparison
The maximum PBEAX drawdown since its inception was -66.63%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PBEAX and VTI. For additional features, visit the drawdowns tool.
Volatility
PBEAX vs. VTI - Volatility Comparison
The current volatility for PGIM Jennison Value Fund (PBEAX) is 2.61%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.40%. This indicates that PBEAX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.