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PGKZX vs. FIKHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGKZX vs. FIKHX - Performance Comparison

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

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PGKZX vs. FIKHX - 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%-8.71%
FIKHX
Fidelity Advisor Technology Fund Class Z
0.00%24.77%35.52%59.89%-35.93%27.74%64.56%51.18%-17.39%

Returns By Period


PGKZX

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

FIKHX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGKZX vs. FIKHX - Expense Ratio Comparison

PGKZX has a 0.85% expense ratio, which is higher than FIKHX's 0.59% expense ratio.


Return for Risk

PGKZX vs. FIKHX — 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

FIKHX
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. FIKHX - Risk-Adjusted Trends Comparison

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


PGKZXFIKHXDifference

Sharpe ratio

Return per unit of total volatility

1.02

Sortino ratio

Return per unit of downside risk

1.59

Omega ratio

Gain probability vs. loss probability

1.22

Calmar ratio

Return relative to maximum drawdown

1.67

Martin ratio

Return relative to average drawdown

5.12

PGKZX vs. FIKHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PGKZXFIKHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

Correlation

The correlation between PGKZX and FIKHX is 0.93, 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. FIKHX - Dividend Comparison

PGKZX's dividend yield for the trailing twelve months is around 5.87%, less than FIKHX's 9.85% yield.


TTM20252024202320222021202020192018
PGKZX
PGIM Jennison Technology Fund
5.87%5.45%7.67%0.00%0.00%9.73%4.41%0.04%0.09%
FIKHX
Fidelity Advisor Technology Fund Class Z
9.85%9.85%7.33%3.86%3.32%11.52%7.42%2.64%22.38%

Drawdowns

PGKZX vs. FIKHX - Drawdown Comparison


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Drawdown Indicators


PGKZXFIKHXDifference

Max Drawdown

Largest peak-to-trough decline

-48.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-48.47%

Current Drawdown

Current decline from peak

-12.90%

Average Drawdown

Average peak-to-trough decline

-11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

Volatility

PGKZX vs. FIKHX - Volatility Comparison


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Volatility by Period


PGKZXFIKHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

Volatility (1Y)

Calculated over the trailing 1-year period

27.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.46%