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PEGZX vs. FAMVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEGZX vs. FAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Mid-Cap Growth Fund (PEGZX) and FAM Value Fund (FAMVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEGZX achieves a 2.73% return, which is significantly lower than FAMVX's 8.15% return. Over the past 10 years, PEGZX has outperformed FAMVX with an annualized return of 14.69%, while FAMVX has yielded a comparatively lower 10.38% annualized return.


PEGZX

1D
-1.34%
1M
0.10%
6M
-0.15%
YTD
2.73%
1Y
0.60%
3Y*
4.20%
5Y*
1.77%
10Y*
14.69%

FAMVX

1D
1.45%
1M
2.35%
6M
4.06%
YTD
8.15%
1Y
7.53%
3Y*
12.00%
5Y*
7.41%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEGZX vs. FAMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEGZX
PGIM Jennison Mid-Cap Growth Fund
2.73%-2.39%11.98%20.63%-23.79%11.59%42.90%112.92%-8.31%22.63%
FAMVX
FAM Value Fund
8.15%4.90%15.51%16.09%-14.06%25.65%6.81%30.31%-6.15%17.34%

Correlation

The correlation between PEGZX and FAMVX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1996

0.79

The correlation between PEGZX and FAMVX shifts across timeframes, from 0.68 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PEGZX vs. FAMVX — Risk / Return Rank

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

PEGZX
PEGZX Risk / Return Rank: 44
Overall Rank
PEGZX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PEGZX Sortino Ratio Rank: 44
Sortino Ratio Rank
PEGZX Omega Ratio Rank: 44
Omega Ratio Rank
PEGZX Calmar Ratio Rank: 44
Calmar Ratio Rank
PEGZX Martin Ratio Rank: 44
Martin Ratio Rank

FAMVX
FAMVX Risk / Return Rank: 1111
Overall Rank
FAMVX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAMVX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FAMVX Omega Ratio Rank: 99
Omega Ratio Rank
FAMVX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FAMVX Martin Ratio Rank: 1313
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.

PEGZX vs. FAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Mid-Cap Growth Fund (PEGZX) and FAM Value Fund (FAMVX). 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.


PEGZXFAMVXDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.03

1.12

-0.09

Calmar ratioReturn relative to maximum drawdown

0.08

0.92

-0.85

Martin ratioReturn relative to average drawdown

0.21

2.78

-2.57

PEGZX vs. FAMVX - Sharpe Ratio Comparison

The current PEGZX Sharpe Ratio is 0.08, which is lower than the FAMVX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PEGZX and FAMVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PEGZX vs. FAMVX - Drawdown Comparison

The maximum PEGZX drawdown since its inception was -70.78%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for PEGZX and FAMVX.


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Drawdown Indicators


PEGZXFAMVXDifference

Max Drawdown

Largest peak-to-trough decline

-70.78%

-51.12%

-19.66%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-9.47%

-7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-28.71%

-16.74%

-11.97%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

-22.77%

-13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

-37.73%

+1.36%

Current Drawdown

Current decline from peak

-7.36%

-0.04%

-7.32%

Average Drawdown

Average peak-to-trough decline

-17.24%

-6.41%

-10.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

3.14%

+3.19%

Volatility

PEGZX vs. FAMVX - Volatility Comparison

PGIM Jennison Mid-Cap Growth Fund (PEGZX) has a higher volatility of 5.38% compared to FAM Value Fund (FAMVX) at 3.37%. This indicates that PEGZX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEGZXFAMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

3.37%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

10.68%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

13.80%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

17.16%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.99%

18.17%

+9.82%

PEGZX vs. FAMVX - Expense Ratio Comparison

PEGZX has a 0.71% expense ratio, which is lower than FAMVX's 1.19% expense ratio.


Dividends

PEGZX vs. FAMVX - Dividend Comparison

PEGZX's dividend yield for the trailing twelve months is around 7.89%, more than FAMVX's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FAMVX
FAM Value Fund
4.53%4.90%6.28%5.01%3.67%4.99%3.69%6.80%4.09%5.06%5.21%9.06%
PEGZX
PGIM Jennison Mid-Cap Growth Fund
7.89%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 FAMVX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEGZX has higher volatility (5.38%) compared to FAMVX (3.37%). In terms of maximum drawdown, PEGZX dropped -70.78% vs FAMVX's -51.12%.

FAMVX currently has the higher Sharpe Ratio (0.63 vs 0.08), 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.

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