PGOAX vs. IUSV
PGOAX (PGIM Jennison Small Company Fund) and IUSV (iShares Core S&P U.S. Value ETF) are both funds - PGOAX is a Small Cap Growth Equities fund managed by PGIM, while IUSV is a Large Cap Value Equities fund tracking the S&P 900 Value Index. Over the past 10 years, PGOAX returned 12.58%/yr vs 11.91%/yr for IUSV. Their correlation of 0.84 means they have usually moved in the same direction. PGOAX charges 1.13%/yr vs 0.04%/yr for IUSV.
Performance
PGOAX vs. IUSV - Performance Comparison
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Returns By Period
In the year-to-date period, PGOAX achieves a 13.62% return, which is significantly higher than IUSV's 10.38% return. Over the past 10 years, PGOAX has outperformed IUSV with an annualized return of 12.58%, while IUSV has yielded a comparatively lower 11.91% annualized return.
PGOAX
- 1D
- 1.73%
- 1M
- -2.33%
- 6M
- 8.84%
- YTD
- 13.62%
- 1Y
- 27.90%
- 3Y*
- 12.96%
- 5Y*
- 6.39%
- 10Y*
- 12.58%
- ALL TIME*
- 11.01%
IUSV
- 1D
- -0.22%
- 1M
- 0.64%
- 6M
- 7.56%
- YTD
- 10.38%
- 1Y
- 21.41%
- 3Y*
- 13.80%
- 5Y*
- 11.39%
- 10Y*
- 11.91%
- ALL TIME*
- 11.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $60.14M | $63.62M | $70.42M | |
| $0.00 | $0.00 | $0.00 |
PGOAX vs. IUSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGOAX PGIM Jennison Small Company Fund | 13.62% | 6.96% | 16.26% | 11.48% | -18.85% | 29.05% | 27.07% | 41.48% | -13.69% | 19.58% |
IUSV iShares Core S&P U.S. Value ETF | 10.38% | 12.85% | 12.18% | 21.73% | -5.40% | 25.22% | 1.56% | 31.47% | -9.21% | 15.09% |
Correlation
The correlation between PGOAX and IUSV is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2000 | 0.84 |
The correlation between PGOAX and IUSV has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.
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Return for Risk
PGOAX vs. IUSV — Risk / Return Rank
PGOAX
IUSV
PGOAX vs. IUSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund (PGOAX) and iShares Core S&P U.S. Value ETF (IUSV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PGOAX | IUSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 3.13 | -0.60 |
| Martin ratioReturn relative to average drawdown | 9.37 | 12.16 | -2.79 |
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Drawdowns
PGOAX vs. IUSV - Drawdown Comparison
The maximum PGOAX drawdown since its inception was -56.57%, roughly equal to the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for PGOAX and IUSV.
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Drawdown Indicators
| PGOAX | IUSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -56.88% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.88% | -6.36% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -23.17% | -17.76% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -28.19% | -17.95% | -10.24% |
Max Drawdown (10Y)Largest decline over 10 years | -47.39% | -37.54% | -9.85% |
Current DrawdownCurrent decline from peak | -4.66% | -1.12% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -6.26% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.64% | +1.03% |
Volatility
PGOAX vs. IUSV - Volatility Comparison
PGIM Jennison Small Company Fund (PGOAX) has a higher volatility of 4.85% compared to iShares Core S&P U.S. Value ETF (IUSV) at 2.67%. This indicates that PGOAX's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGOAX | IUSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 2.67% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 7.24% | +6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.41% | 10.10% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.31% | 14.45% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 16.99% | +5.18% |
PGOAX vs. IUSV - Expense Ratio Comparison
PGOAX has a 1.13% expense ratio, which is higher than IUSV's 0.04% expense ratio.
Dividends
PGOAX vs. IUSV - Dividend Comparison
PGOAX's dividend yield for the trailing twelve months is around 7.14%, more than IUSV's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSV iShares Core S&P U.S. Value ETF | 1.66% | 1.78% | 2.15% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.67% | 1.93% | 4.44% | 7.63% |
PGOAX PGIM Jennison Small Company Fund | 7.14% | 8.11% | 5.29% | 0.37% | 4.11% | 37.46% | 14.95% | 18.11% | 20.80% | 8.28% | 5.42% | 15.00% |
Frequently Asked Questions
PGOAX and IUSV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGOAX has higher volatility (4.85%) compared to IUSV (2.67%). In terms of maximum drawdown, PGOAX dropped -56.57% vs IUSV's -56.88%.
IUSV currently has the higher Sharpe Ratio (1.98 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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