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PGOAX vs. FSCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGOAX vs. FSCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Small Company Fund (PGOAX) and Fidelity Advisor Small Cap Fund Class I (FSCIX). The values are adjusted to include any dividend payments, if applicable.

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PGOAX vs. FSCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGOAX
PGIM Jennison Small Company Fund
-2.61%6.96%16.26%11.48%-18.85%29.05%27.07%41.48%-13.69%19.58%
FSCIX
Fidelity Advisor Small Cap Fund Class I
0.67%12.12%11.59%18.58%-20.51%31.58%17.44%32.70%-16.25%14.09%

Returns By Period

In the year-to-date period, PGOAX achieves a -2.61% return, which is significantly lower than FSCIX's 0.67% return. Over the past 10 years, PGOAX has outperformed FSCIX with an annualized return of 11.42%, while FSCIX has yielded a comparatively lower 9.96% annualized return.


PGOAX

1D
-1.27%
1M
-9.27%
YTD
-2.61%
6M
2.60%
1Y
13.57%
3Y*
9.28%
5Y*
4.80%
10Y*
11.42%

FSCIX

1D
-1.77%
1M
-7.89%
YTD
0.67%
6M
4.18%
1Y
22.95%
3Y*
12.39%
5Y*
6.41%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGOAX vs. FSCIX - Expense Ratio Comparison

PGOAX has a 1.13% expense ratio, which is higher than FSCIX's 0.97% expense ratio.


Return for Risk

PGOAX vs. FSCIX — Risk / Return Rank

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

PGOAX
PGOAX Risk / Return Rank: 2828
Overall Rank
PGOAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PGOAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PGOAX Omega Ratio Rank: 2727
Omega Ratio Rank
PGOAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PGOAX Martin Ratio Rank: 3131
Martin Ratio Rank

FSCIX
FSCIX Risk / Return Rank: 6161
Overall Rank
FSCIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSCIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSCIX Omega Ratio Rank: 5252
Omega Ratio Rank
FSCIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FSCIX Martin Ratio Rank: 6868
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.

PGOAX vs. FSCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund (PGOAX) and Fidelity Advisor Small Cap Fund Class I (FSCIX). 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.


PGOAXFSCIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.05

-0.40

Sortino ratio

Return per unit of downside risk

1.03

1.58

-0.55

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.78

1.49

-0.70

Martin ratio

Return relative to average drawdown

3.27

6.38

-3.11

PGOAX vs. FSCIX - Sharpe Ratio Comparison

The current PGOAX Sharpe Ratio is 0.65, which is lower than the FSCIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PGOAX and FSCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PGOAXFSCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.05

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.30

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.46

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.48

+0.07

Correlation

The correlation between PGOAX and FSCIX is 0.92, 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

PGOAX vs. FSCIX - Dividend Comparison

PGOAX's dividend yield for the trailing twelve months is around 8.33%, more than FSCIX's 1.61% yield.


TTM20252024202320222021202020192018201720162015
PGOAX
PGIM Jennison Small Company Fund
8.33%8.11%5.29%0.37%4.11%37.46%14.95%18.11%20.80%8.28%5.42%15.00%
FSCIX
Fidelity Advisor Small Cap Fund Class I
1.61%1.62%12.26%1.17%4.64%9.81%2.39%3.53%13.10%12.79%2.44%7.76%

Drawdowns

PGOAX vs. FSCIX - Drawdown Comparison

The maximum PGOAX drawdown since its inception was -56.57%, which is greater than FSCIX's maximum drawdown of -49.58%. Use the drawdown chart below to compare losses from any high point for PGOAX and FSCIX.


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Drawdown Indicators


PGOAXFSCIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

-49.58%

-6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-13.77%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

-32.32%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-47.39%

-40.41%

-6.98%

Current Drawdown

Current decline from peak

-9.88%

-9.33%

-0.55%

Average Drawdown

Average peak-to-trough decline

-9.03%

-11.00%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.21%

+0.23%

Volatility

PGOAX vs. FSCIX - Volatility Comparison

PGIM Jennison Small Company Fund (PGOAX) and Fidelity Advisor Small Cap Fund Class I (FSCIX) have volatilities of 6.46% and 6.46%, 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


PGOAXFSCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.46%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

12.64%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

21.93%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

21.41%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

21.57%

+0.52%