PGKZX vs. ALGRX

Last updated Apr 1, 2026

Compare and contrast key facts about PGIM Jennison Technology Fund (PGKZX) and Alger Focus Equity Fund (ALGRX).

PGKZX is managed by PGIM. It was launched on Jun 18, 2018. ALGRX is managed by Alger. It was launched on Nov 8, 1993.

Performance

PGKZX vs. ALGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Technology Fund (PGKZX) and Alger Focus Equity Fund (ALGRX). The values are adjusted to include any dividend payments, if applicable.

PGKZX vs. ALGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PGKZX PGIM Jennison Technology Fund	-11.10%	16.93%	43.15%	65.78%	-38.60%	15.27%	64.06%	33.96%	-8.52%
ALGRX Alger Focus Equity Fund	-13.65%	39.68%	51.77%	44.20%	-35.94%	20.06%	45.82%	33.93%	-12.53%

Returns By Period

In the year-to-date period, PGKZX achieves a -11.10% return, which is significantly higher than ALGRX's -13.65% return.

PGKZX

• 1D: -1.33%
• 1M: -8.14%
• YTD: -11.10%
• 6M: -9.69%
• 1Y: 23.02%
• 3Y*: 26.87%
• 5Y*: 12.49%
• 10Y*: —

ALGRX

• 1D: -1.70%
• 1M: -9.05%
• YTD: -13.65%
• 6M: -14.17%
• 1Y: 36.06%
• 3Y*: 32.03%
• 5Y*: 14.72%
• 10Y*: 18.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PGKZX vs. ALGRX - Expense Ratio Comparison

PGKZX has a 0.85% expense ratio, which is lower than ALGRX's 0.89% expense ratio.

ALGRX

Alger Focus Equity Fund

PGKZX

PGIM Jennison Technology Fund

Return for Risk

PGKZX vs. ALGRX — Risk / Return Rank

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

PGKZX

PGKZX Risk / Return Rank: 41
PGKZX Sharpe Ratio Rank: 38
PGKZX Sortino Ratio Rank: 44
PGKZX Omega Ratio Rank: 41
PGKZX Calmar Ratio Rank: 46
PGKZX Martin Ratio Rank: 34

ALGRX

ALGRX Risk / Return Rank: 73
ALGRX Sharpe Ratio Rank: 75
ALGRX Sortino Ratio Rank: 77
ALGRX Omega Ratio Rank: 69
ALGRX Calmar Ratio Rank: 79
ALGRX Martin Ratio Rank: 66

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.

PGKZX vs. ALGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Technology Fund (PGKZX) and Alger Focus Equity Fund (ALGRX). 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.

	PGKZX	ALGRX	Difference
Sharpe ratio Return per unit of total volatility	0.81	1.31	-0.50
Sortino ratio Return per unit of downside risk	1.31	1.89	-0.58
Omega ratio Gain probability vs. loss probability	1.18	1.25	-0.07
Calmar ratio Return relative to maximum drawdown	1.15	1.85	-0.69
Martin ratio Return relative to average drawdown	3.58	6.32	-2.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PGKZX vs. ALGRX - Sharpe Ratio Comparison

The current PGKZX Sharpe Ratio is 0.81, which is lower than the ALGRX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of PGKZX and ALGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PGKZX	ALGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	1.31	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.57	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.42	+0.20

Correlation

The correlation between PGKZX and ALGRX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

PGKZX vs. ALGRX - Dividend Comparison

PGKZX's dividend yield for the trailing twelve months is around 6.13%, less than ALGRX's 9.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PGKZX PGIM Jennison Technology Fund	6.13%	5.45%	7.67%	0.00%	0.00%	9.73%	4.41%	0.04%	0.09%
ALGRX Alger Focus Equity Fund	9.08%	7.84%	0.00%	0.10%	0.06%	13.98%	6.25%	2.08%	5.38%

Drawdowns

PGKZX vs. ALGRX - Drawdown Comparison

The maximum PGKZX drawdown since its inception was -48.47%, smaller than the maximum ALGRX drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for PGKZX and ALGRX.

Drawdown Indicators

	PGKZX	ALGRX	Difference
Max Drawdown Largest peak-to-trough decline	-48.47%	-62.64%	+14.17%
Max Drawdown (1Y) Largest decline over 1 year	-16.55%	-17.55%	+1.00%
Max Drawdown (5Y) Largest decline over 5 years	-48.47%	-43.57%	-4.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.57%	—
Current Drawdown Current decline from peak	-16.55%	-17.55%	+1.00%
Average Drawdown Average peak-to-trough decline	-11.59%	-18.89%	+7.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.33%	5.13%	+0.20%

Volatility

PGKZX vs. ALGRX - Volatility Comparison

PGIM Jennison Technology Fund (PGKZX) and Alger Focus Equity Fund (ALGRX) have volatilities of 7.29% and 7.55%, 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.

Volatility by Period

	PGKZX	ALGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.29%	7.55%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	16.45%	16.38%	+0.07%
Volatility (1Y) Calculated over the trailing 1-year period	27.71%	27.14%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.04%	26.06%	+1.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.43%	23.84%	+4.59%