PEGZX vs. FAMVX
PEGZX (PGIM Jennison Mid-Cap Growth Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, PEGZX returned 14.69%/yr vs 10.38%/yr for FAMVX. A 0.79 correlation means they provide meaningful diversification when combined. PEGZX charges 0.71%/yr vs 1.19%/yr for FAMVX.
Performance
PEGZX vs. FAMVX - Performance Comparison
Loading charts...
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%
PEGZX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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. FAMVX — Risk / Return Rank
PEGZX
FAMVX
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.
| PEGZX | FAMVX | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| PEGZX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.36% | -0.04% | -7.32% |
Average DrawdownAverage peak-to-trough decline | -17.24% | -6.41% | -10.83% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| PEGZX | FAMVX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for PEGZX and FAMVX
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