PortfoliosLab logoPortfoliosLab logo
PGKZX vs. FELAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGKZX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Technology Fund (PGKZX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PGKZX vs. FELAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PGKZX
PGIM Jennison Technology Fund
-7.21%16.93%43.15%65.78%-38.60%15.27%64.06%33.96%-8.52%
FELAX
Fidelity Advisor Semiconductors Fund Class A
7.43%44.88%43.74%75.08%-35.07%57.50%43.57%63.76%-21.81%

Returns By Period

In the year-to-date period, PGKZX achieves a -7.21% return, which is significantly lower than FELAX's 7.43% return.


PGKZX

1D
4.38%
1M
-4.48%
YTD
-7.21%
6M
-6.75%
1Y
27.02%
3Y*
28.69%
5Y*
12.92%
10Y*

FELAX

1D
7.13%
1M
-4.47%
YTD
7.43%
6M
14.34%
1Y
88.29%
3Y*
41.26%
5Y*
28.70%
10Y*
30.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGKZX vs. FELAX - Expense Ratio Comparison

PGKZX has a 0.85% expense ratio, which is lower than FELAX's 1.01% expense ratio.


Return for Risk

PGKZX vs. FELAX — Risk / Return Rank

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

PGKZX
PGKZX Risk / Return Rank: 5454
Overall Rank
PGKZX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PGKZX Sortino Ratio Rank: 5656
Sortino Ratio Rank
PGKZX Omega Ratio Rank: 5050
Omega Ratio Rank
PGKZX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PGKZX Martin Ratio Rank: 4848
Martin Ratio Rank

FELAX
FELAX Risk / Return Rank: 9595
Overall Rank
FELAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FELAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FELAX Omega Ratio Rank: 8989
Omega Ratio Rank
FELAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FELAX Martin Ratio Rank: 9898
Martin Ratio Rank
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. FELAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Technology Fund (PGKZX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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.


PGKZXFELAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.25

-1.23

Sortino ratio

Return per unit of downside risk

1.59

2.85

-1.26

Omega ratio

Gain probability vs. loss probability

1.22

1.40

-0.18

Calmar ratio

Return relative to maximum drawdown

1.67

5.18

-3.52

Martin ratio

Return relative to average drawdown

5.12

19.59

-14.47

PGKZX vs. FELAX - Sharpe Ratio Comparison

The current PGKZX Sharpe Ratio is 1.02, which is lower than the FELAX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PGKZX and FELAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PGKZXFELAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.25

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.76

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.40

+0.24

Correlation

The correlation between PGKZX and FELAX is 0.85, 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. FELAX - Dividend Comparison

PGKZX's dividend yield for the trailing twelve months is around 5.87%, less than FELAX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
PGKZX
PGIM Jennison Technology Fund
5.87%5.45%7.67%0.00%0.00%9.73%4.41%0.04%0.09%0.00%0.00%0.00%
FELAX
Fidelity Advisor Semiconductors Fund Class A
6.48%6.96%7.02%3.40%3.32%4.34%4.51%1.00%20.15%9.67%0.36%10.71%

Drawdowns

PGKZX vs. FELAX - Drawdown Comparison

The maximum PGKZX drawdown since its inception was -48.47%, smaller than the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for PGKZX and FELAX.


Loading graphics...

Drawdown Indicators


PGKZXFELAXDifference

Max Drawdown

Largest peak-to-trough decline

-48.47%

-71.33%

+22.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-17.10%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-48.47%

-46.15%

-2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-46.15%

Current Drawdown

Current decline from peak

-12.90%

-8.57%

-4.33%

Average Drawdown

Average peak-to-trough decline

-11.59%

-22.02%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

4.52%

+0.87%

Volatility

PGKZX vs. FELAX - Volatility Comparison

The current volatility for PGIM Jennison Technology Fund (PGKZX) is 8.65%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 12.79%. This indicates that PGKZX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PGKZXFELAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

12.79%

-4.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

25.67%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

27.99%

40.20%

-12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.08%

38.07%

-9.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.46%

34.41%

-5.95%