PBQAX vs. FISPX

In the year-to-date period, PBQAX achieves a -7.86% return, which is significantly lower than FISPX's -4.48% return. Over the past 10 years, PBQAX has underperformed FISPX with an annualized return of 0.60%, while FISPX has yielded a comparatively higher 14.14% annualized return.

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PBQAX has a 0.94% expense ratio, which is higher than FISPX's 0.37% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Blend Fund (PBQAX) and Federated Hermes Max Cap Index Fund (FISPX). 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.

The current PBQAX Sharpe Ratio is -0.24, which is lower than the FISPX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PBQAX and FISPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PBQAX's dividend yield for the trailing twelve months is around 0.56%, less than FISPX's 13.19% yield.

The maximum PBQAX drawdown since its inception was -59.78%, which is greater than FISPX's maximum drawdown of -54.64%. Use the drawdown chart below to compare losses from any high point for PBQAX and FISPX. For additional features, visit the drawdowns tool.

PGIM Jennison Blend Fund (PBQAX) and Federated Hermes Max Cap Index Fund (FISPX) have volatilities of 14.06% and 14.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.