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PGOAX vs. VFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGOAX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Small Company Fund (PGOAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

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PGOAX vs. VFAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VFAIX
Vanguard Financials Index Fund Admiral Shares
-9.18%14.90%30.46%14.07%-12.26%36.27%-2.15%31.63%-13.47%20.05%

Returns By Period

In the year-to-date period, PGOAX achieves a 0.82% return, which is significantly higher than VFAIX's -9.18% return. Both investments have delivered pretty close results over the past 10 years, with PGOAX having a 11.81% annualized return and VFAIX not far ahead at 12.36%.


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%

VFAIX

1D
2.18%
1M
-3.59%
YTD
-9.18%
6M
-6.35%
1Y
2.77%
3Y*
17.93%
5Y*
9.49%
10Y*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGOAX vs. VFAIX - Expense Ratio Comparison

PGOAX has a 1.13% expense ratio, which is higher than VFAIX's 0.10% expense ratio.


Return for Risk

PGOAX vs. VFAIX — Risk / Return Rank

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

PGOAX
PGOAX Risk / Return Rank: 4040
Overall Rank
PGOAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PGOAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PGOAX Omega Ratio Rank: 3636
Omega Ratio Rank
PGOAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
PGOAX Martin Ratio Rank: 4747
Martin Ratio Rank

VFAIX
VFAIX Risk / Return Rank: 88
Overall Rank
VFAIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 77
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 1010
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. VFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund (PGOAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.


PGOAXVFAIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.14

+0.71

Sortino ratio

Return per unit of downside risk

1.30

0.32

+0.98

Omega ratio

Gain probability vs. loss probability

1.18

1.05

+0.14

Calmar ratio

Return relative to maximum drawdown

1.20

0.26

+0.94

Martin ratio

Return relative to average drawdown

4.98

0.78

+4.20

PGOAX vs. VFAIX - Sharpe Ratio Comparison

The current PGOAX Sharpe Ratio is 0.84, which is higher than the VFAIX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of PGOAX and VFAIX, 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


PGOAXVFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.14

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.49

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.23

+0.33

Correlation

The correlation between PGOAX and VFAIX is 0.80, 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. VFAIX - Dividend Comparison

PGOAX's dividend yield for the trailing twelve months is around 8.05%, more than VFAIX's 1.61% yield.


TTM20252024202320222021202020192018201720162015
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%
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.61%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%

Drawdowns

PGOAX vs. VFAIX - Drawdown Comparison

The maximum PGOAX drawdown since its inception was -56.57%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for PGOAX and VFAIX.


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Drawdown Indicators


PGOAXVFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

-78.64%

+22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-14.72%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

-25.71%

-2.48%

Max Drawdown (10Y)

Largest decline over 10 years

-47.39%

-44.37%

-3.02%

Current Drawdown

Current decline from peak

-6.71%

-11.94%

+5.23%

Average Drawdown

Average peak-to-trough decline

-9.03%

-18.69%

+9.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.92%

-1.46%

Volatility

PGOAX vs. VFAIX - Volatility Comparison

PGIM Jennison Small Company Fund (PGOAX) has a higher volatility of 7.51% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 4.84%. This indicates that PGOAX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGOAXVFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

4.84%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

11.74%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

19.94%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

19.42%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.12%

22.63%

-0.51%