PEGZX vs. VOO
PEGZX (PGIM Jennison Mid-Cap Growth Fund) and VOO (Vanguard S&P 500 ETF) are both funds - PEGZX is a Mid Cap Growth Equities fund managed by PGIM, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PEGZX returned 14.64%/yr vs 15.14%/yr for VOO. Their correlation of 0.87 means they have usually moved in the same direction. PEGZX charges 0.71%/yr vs 0.03%/yr for VOO.
Performance
PEGZX vs. VOO - 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 VOO's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with PEGZX having a 14.64% annualized return and VOO not far ahead at 15.14%.
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%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
PEGZX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between PEGZX and VOO is 0.80, 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. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.87 |
The correlation between PEGZX and VOO has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
PEGZX vs. VOO — Risk / Return Rank
PEGZX
VOO
PEGZX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Mid-Cap Growth Fund (PEGZX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.28 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.21 | -2.33 |
| Martin ratioReturn relative to average drawdown | -0.33 | 9.44 | -9.77 |
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Drawdowns
PEGZX vs. VOO - Drawdown Comparison
The maximum PEGZX drawdown since its inception was -70.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PEGZX and VOO.
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Drawdown Indicators
| PEGZX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.78% | -33.99% | -36.79% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -8.90% | -8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -18.69% | -10.02% |
Max Drawdown (5Y)Largest decline over 5 years | -36.37% | -24.52% | -11.85% |
Max Drawdown (10Y)Largest decline over 10 years | -36.37% | -33.99% | -2.38% |
Current DrawdownCurrent decline from peak | -7.59% | -1.38% | -6.21% |
Average DrawdownAverage peak-to-trough decline | -17.23% | -3.67% | -13.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 2.08% | +4.33% |
Volatility
PEGZX vs. VOO - Volatility Comparison
PGIM Jennison Mid-Cap Growth Fund (PEGZX) has a higher volatility of 5.46% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that PEGZX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEGZX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 3.54% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 10.10% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 12.82% | +4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 16.93% | +5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.01% | 18.01% | +10.00% |
PEGZX vs. VOO - Expense Ratio Comparison
PEGZX has a 0.71% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
PEGZX vs. VOO - Dividend Comparison
PEGZX's dividend yield for the trailing twelve months is around 7.91%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
PEGZX and VOO have a correlation of 0.80, 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 VOO (3.54%). In terms of maximum drawdown, PEGZX dropped -70.78% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 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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