PEGZX vs. FLMVX
PEGZX (PGIM Jennison Mid-Cap Growth Fund) and FLMVX (JPMorgan Mid Cap Value Fund) are both mutual funds - PEGZX is a Mid Cap Growth Equities fund managed by PGIM, while FLMVX is a Mid Cap Value Equities fund managed by JPMorgan. Over the past 10 years, PEGZX returned 14.64%/yr vs 10.56%/yr for FLMVX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. PEGZX charges 0.71%/yr vs 0.75%/yr for FLMVX.
Performance
PEGZX vs. FLMVX - Performance Comparison
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Returns By Period
In the year-to-date period, PEGZX achieves a 2.47% return, which is significantly lower than FLMVX's 13.73% return. Over the past 10 years, PEGZX has outperformed FLMVX with an annualized return of 14.64%, while FLMVX has yielded a comparatively lower 10.56% annualized 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%
FLMVX
- 1D
- -0.82%
- 1M
- 1.43%
- 6M
- 9.84%
- YTD
- 13.73%
- 1Y
- 18.47%
- 3Y*
- 16.70%
- 5Y*
- 10.68%
- 10Y*
- 10.56%
- ALL TIME*
- 11.95%
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. FLMVX - 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% | 22.63% |
FLMVX JPMorgan Mid Cap Value Fund | 13.73% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
Correlation
The correlation between PEGZX and FLMVX is 0.57, 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. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 1997 | 0.78 |
Over the past year, the correlation between PEGZX and FLMVX has dropped to 0.57 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
PEGZX vs. FLMVX — Risk / Return Rank
PEGZX
FLMVX
PEGZX vs. FLMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Mid-Cap Growth Fund (PEGZX) and JPMorgan Mid Cap Value Fund (FLMVX). 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 | FLMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.24 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.27 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.33 | 7.86 | -8.20 |
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Drawdowns
PEGZX vs. FLMVX - Drawdown Comparison
The maximum PEGZX drawdown since its inception was -70.78%, which is greater than FLMVX's maximum drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for PEGZX and FLMVX.
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Drawdown Indicators
| PEGZX | FLMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.78% | -54.72% | -16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -7.19% | -10.06% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -15.91% | -12.80% |
Max Drawdown (5Y)Largest decline over 5 years | -36.37% | -25.59% | -10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.37% | -43.06% | +6.69% |
Current DrawdownCurrent decline from peak | -7.59% | -1.22% | -6.37% |
Average DrawdownAverage peak-to-trough decline | -17.23% | -6.42% | -10.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 2.08% | +4.33% |
Volatility
PEGZX vs. FLMVX - Volatility Comparison
PGIM Jennison Mid-Cap Growth Fund (PEGZX) has a higher volatility of 5.46% compared to JPMorgan Mid Cap Value Fund (FLMVX) at 3.57%. This indicates that PEGZX's price experiences larger fluctuations and is considered to be riskier than FLMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEGZX | FLMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 3.57% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 8.69% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 12.14% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 19.25% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.01% | 20.40% | +7.61% |
PEGZX vs. FLMVX - Expense Ratio Comparison
PEGZX has a 0.71% expense ratio, which is lower than FLMVX's 0.75% expense ratio.
Dividends
PEGZX vs. FLMVX - Dividend Comparison
PEGZX's dividend yield for the trailing twelve months is around 7.91%, less than FLMVX's 18.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 18.61% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
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 FLMVX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEGZX has higher volatility (5.46%) compared to FLMVX (3.57%). In terms of maximum drawdown, PEGZX dropped -70.78% vs FLMVX's -54.72%.
FLMVX currently has the higher Sharpe Ratio (1.35 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.
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