PGOAX vs. FRFZX
Compare and contrast key facts about PGIM Jennison Small Company Fund (PGOAX) and PGIM Floating Rate Income Fund (FRFZX).
PGOAX is managed by PGIM. It was launched on Jan 22, 1990. FRFZX is managed by PGIM. It was launched on Mar 29, 2011.
Performance
PGOAX vs. FRFZX - Performance Comparison
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PGOAX vs. FRFZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGOAX PGIM Jennison Small Company Fund | 0.82% | 6.96% | 16.26% | 11.48% | -18.85% | 29.05% | 27.07% | 41.48% | -13.69% | 19.58% |
FRFZX PGIM Floating Rate Income Fund | -0.50% | 5.66% | 9.45% | 14.11% | -3.56% | 5.46% | 4.62% | 7.47% | -0.13% | 4.48% |
Returns By Period
In the year-to-date period, PGOAX achieves a 0.82% return, which is significantly higher than FRFZX's -0.50% return. Over the past 10 years, PGOAX has outperformed FRFZX with an annualized return of 11.81%, while FRFZX has yielded a comparatively lower 5.32% annualized return.
PGOAX
- 1D
- 3.52%
- 1M
- -6.58%
- YTD
- 0.82%
- 6M
- 6.31%
- 1Y
- 17.14%
- 3Y*
- 10.55%
- 5Y*
- 5.15%
- 10Y*
- 11.81%
FRFZX
- 1D
- 0.11%
- 1M
- -0.11%
- YTD
- -0.50%
- 6M
- 0.85%
- 1Y
- 5.09%
- 3Y*
- 8.31%
- 5Y*
- 5.46%
- 10Y*
- 5.32%
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PGOAX vs. FRFZX - Expense Ratio Comparison
PGOAX has a 1.13% expense ratio, which is higher than FRFZX's 0.70% expense ratio.
Return for Risk
PGOAX vs. FRFZX — Risk / Return Rank
PGOAX
FRFZX
PGOAX vs. FRFZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund (PGOAX) and PGIM Floating Rate Income Fund (FRFZX). 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.
| PGOAX | FRFZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.86 | -1.01 |
Sortino ratioReturn per unit of downside risk | 1.30 | 3.07 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.59 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.31 | -1.10 |
Martin ratioReturn relative to average drawdown | 4.98 | 9.62 | -4.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PGOAX | FRFZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.86 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 1.79 | -1.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 1.35 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.37 | -0.81 |
Correlation
The correlation between PGOAX and FRFZX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PGOAX vs. FRFZX - Dividend Comparison
PGOAX's dividend yield for the trailing twelve months is around 8.05%, more than FRFZX's 6.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGOAX PGIM Jennison Small Company Fund | 8.05% | 8.11% | 5.29% | 0.37% | 4.11% | 37.46% | 14.95% | 18.11% | 20.80% | 8.28% | 5.42% | 15.00% |
FRFZX PGIM Floating Rate Income Fund | 6.99% | 7.65% | 8.76% | 8.87% | 6.41% | 3.33% | 5.35% | 5.42% | 5.06% | 4.90% | 4.34% | 3.97% |
Drawdowns
PGOAX vs. FRFZX - Drawdown Comparison
The maximum PGOAX drawdown since its inception was -56.57%, which is greater than FRFZX's maximum drawdown of -21.95%. Use the drawdown chart below to compare losses from any high point for PGOAX and FRFZX.
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Drawdown Indicators
| PGOAX | FRFZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -21.95% | -34.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -2.23% | -12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -28.19% | -7.85% | -20.34% |
Max Drawdown (10Y)Largest decline over 10 years | -47.39% | -21.95% | -25.44% |
Current DrawdownCurrent decline from peak | -6.71% | -0.74% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -0.92% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 0.56% | +2.90% |
Volatility
PGOAX vs. FRFZX - Volatility Comparison
PGIM Jennison Small Company Fund (PGOAX) has a higher volatility of 7.51% compared to PGIM Floating Rate Income Fund (FRFZX) at 0.60%. This indicates that PGOAX's price experiences larger fluctuations and is considered to be riskier than FRFZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGOAX | FRFZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 0.60% | +6.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 1.58% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.94% | 2.72% | +18.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 3.07% | +17.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.12% | 3.96% | +18.16% |