PGJZX vs. DPG
PGJZX (PGIM Jennison Global Infrastructure Fund) and DPG (Duff & Phelps Utility and Infrastructure Fund Inc) are both Infrastructure Equities funds. Over the past 10 years, PGJZX returned 8.75%/yr vs 7.83%/yr for DPG. Their 0.62 correlation means they have sometimes moved together and sometimes differently. PGJZX charges 1.17%/yr vs 2.26%/yr for DPG.
Performance
PGJZX vs. DPG - Performance Comparison
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Returns By Period
In the year-to-date period, PGJZX achieves a 7.90% return, which is significantly lower than DPG's 17.91% return. Over the past 10 years, PGJZX has outperformed DPG with an annualized return of 8.75%, while DPG has yielded a comparatively lower 7.83% annualized return.
PGJZX
- 1D
- 0.05%
- 1M
- -2.36%
- 6M
- 3.01%
- YTD
- 7.90%
- 1Y
- 11.29%
- 3Y*
- 16.27%
- 5Y*
- 9.69%
- 10Y*
- 8.75%
- ALL TIME*
- 8.00%
DPG
- 1D
- -0.34%
- 1M
- -0.78%
- 6M
- 10.11%
- YTD
- 17.91%
- 1Y
- 22.21%
- 3Y*
- 23.61%
- 5Y*
- 9.31%
- 10Y*
- 7.83%
- ALL TIME*
- 4.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $795.48K | $886.55K | $1.03M | |
| $0.00 | $0.00 | $0.00 |
PGJZX vs. DPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGJZX PGIM Jennison Global Infrastructure Fund | 7.90% | 18.41% | 17.13% | 5.85% | -7.82% | 15.06% | 1.98% | 28.89% | -8.57% | 18.81% |
DPG Duff & Phelps Utility and Infrastructure Fund Inc | 17.91% | 16.33% | 38.22% | -25.07% | 3.15% | 30.37% | -8.91% | 40.68% | -15.84% | 9.12% |
Correlation
The correlation between PGJZX and DPG is 0.59, 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. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.62 |
The correlation between PGJZX and DPG has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
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Return for Risk
PGJZX vs. DPG — Risk / Return Rank
PGJZX
DPG
PGJZX vs. DPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Infrastructure Fund (PGJZX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG). 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.
| PGJZX | DPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.81 | -2.00 |
| Martin ratioReturn relative to average drawdown | 5.15 | 9.17 | -4.02 |
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Drawdowns
PGJZX vs. DPG - Drawdown Comparison
The maximum PGJZX drawdown since its inception was -36.64%, smaller than the maximum DPG drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for PGJZX and DPG.
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Drawdown Indicators
| PGJZX | DPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -64.61% | +27.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -5.85% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -9.51% | -16.94% | +7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.56% | -41.11% | +20.55% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -64.61% | +27.97% |
Current DrawdownCurrent decline from peak | -4.99% | -3.10% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -13.26% | +7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.43% | +0.03% |
Volatility
PGJZX vs. DPG - Volatility Comparison
PGIM Jennison Global Infrastructure Fund (PGJZX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG) have volatilities of 2.86% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGJZX | DPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.95% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 9.70% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 12.13% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 20.91% | -6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 28.88% | -13.15% |
PGJZX vs. DPG - Expense Ratio Comparison
PGJZX has a 1.17% expense ratio, which is lower than DPG's 2.26% expense ratio.
Dividends
PGJZX vs. DPG - Dividend Comparison
PGJZX's dividend yield for the trailing twelve months is around 6.53%, more than DPG's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPG Duff & Phelps Utility and Infrastructure Fund Inc | 5.84% | 6.61% | 7.19% | 12.21% | 10.36% | 9.70% | 11.48% | 9.21% | 11.81% | 9.02% | 9.03% | 9.50% |
PGJZX PGIM Jennison Global Infrastructure Fund | 6.53% | 7.18% | 9.95% | 1.59% | 3.30% | 7.77% | 1.17% | 1.58% | 2.13% | 1.35% | 1.71% | 1.42% |
Frequently Asked Questions
PGJZX and DPG have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DPG has higher volatility (2.95%) compared to PGJZX (2.86%). In terms of maximum drawdown, PGJZX dropped -36.64% vs DPG's -64.61%.
DPG currently has the higher Sharpe Ratio (1.86 vs 1.14), 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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