PEGZX vs. EEOFX
PEGZX (PGIM Jennison Mid-Cap Growth Fund) and EEOFX (Essex Environmental Opportunities Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, PEGZX returned 0.82%/yr vs -1.26%/yr for EEOFX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. PEGZX charges 0.71%/yr vs 2.11%/yr for EEOFX.
Performance
PEGZX vs. EEOFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PEGZX achieves a 2.47% return, which is significantly lower than EEOFX's 9.60% return.
PEGZX
- 1D
- 2.74%
- 1M
- -2.59%
- 6M
- 3.70%
- YTD
- 2.47%
- 1Y
- -0.58%
- 3Y*
- 4.20%
- 5Y*
- 0.82%
- 10Y*
- 14.64%
- ALL TIME*
- 11.50%
EEOFX
- 1D
- 3.33%
- 1M
- -9.00%
- 6M
- 5.11%
- YTD
- 9.60%
- 1Y
- 18.15%
- 3Y*
- 5.98%
- 5Y*
- -1.26%
- 10Y*
- —
- ALL TIME*
- 7.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PEGZX vs. EEOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEGZX PGIM Jennison Mid-Cap Growth Fund | 2.47% | -2.39% | 11.98% | 20.63% | -23.79% | 11.59% | 42.90% | 112.92% | -8.31% | 7.19% |
EEOFX Essex Environmental Opportunities Fund | 9.60% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
Correlation
The correlation between PEGZX and EEOFX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2017 | 0.80 |
The correlation between PEGZX and EEOFX has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PEGZX vs. EEOFX — Risk / Return Rank
PEGZX
EEOFX
PEGZX vs. EEOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Mid-Cap Growth Fund (PEGZX) and Essex Environmental Opportunities Fund (EEOFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PEGZX | EEOFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.13 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.91 | -1.03 |
| Martin ratioReturn relative to average drawdown | -0.33 | 2.93 | -3.26 |
Loading charts...
Drawdowns
PEGZX vs. EEOFX - Drawdown Comparison
The maximum PEGZX drawdown since its inception was -70.78%, which is greater than EEOFX's maximum drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for PEGZX and EEOFX.
Loading charts...
Drawdown Indicators
| PEGZX | EEOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.78% | -50.17% | -20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -19.43% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -27.36% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -36.37% | -50.17% | +13.80% |
Max Drawdown (10Y)Largest decline over 10 years | -36.37% | — | — |
Current DrawdownCurrent decline from peak | -7.59% | -16.75% | +9.16% |
Average DrawdownAverage peak-to-trough decline | -17.23% | -19.48% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 5.99% | +0.42% |
Volatility
PEGZX vs. EEOFX - Volatility Comparison
The current volatility for PGIM Jennison Mid-Cap Growth Fund (PEGZX) is 5.46%, while Essex Environmental Opportunities Fund (EEOFX) has a volatility of 8.18%. This indicates that PEGZX experiences smaller price fluctuations and is considered to be less risky than EEOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PEGZX | EEOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 8.18% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 20.53% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 25.48% | -7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 25.49% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.01% | 24.97% | +3.04% |
PEGZX vs. EEOFX - Expense Ratio Comparison
PEGZX has a 0.71% expense ratio, which is lower than EEOFX's 2.11% expense ratio.
Dividends
PEGZX vs. EEOFX - Dividend Comparison
PEGZX's dividend yield for the trailing twelve months is around 7.91%, more than EEOFX's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEOFX Essex Environmental Opportunities Fund | 0.06% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PEGZX PGIM Jennison Mid-Cap Growth Fund | 7.91% | 8.11% | 4.84% | 3.08% | 1.39% | 29.97% | 36.38% | 68.39% | 40.45% | 13.28% | 6.40% | 8.82% |
Frequently Asked Questions
PEGZX and EEOFX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEOFX has higher volatility (8.18%) compared to PEGZX (5.46%). In terms of maximum drawdown, PEGZX dropped -70.78% vs EEOFX's -50.17%.
EEOFX currently has the higher Sharpe Ratio (0.69 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for PEGZX and EEOFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer