PGOAX vs. WFSPX
Compare and contrast key facts about PGIM Jennison Small Company Fund (PGOAX) and iShares S&P 500 Index Fund (WFSPX).
PGOAX is managed by PGIM. It was launched on Jan 22, 1990. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
PGOAX vs. WFSPX - Performance Comparison
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PGOAX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, PGOAX achieves a 0.82% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, PGOAX has underperformed WFSPX with an annualized return of 11.81%, while WFSPX has yielded a comparatively higher 13.92% 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%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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PGOAX vs. WFSPX - Expense Ratio Comparison
PGOAX has a 1.13% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
PGOAX vs. WFSPX — Risk / Return Rank
PGOAX
WFSPX
PGOAX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund (PGOAX) and iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.96 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.47 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.49 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.98 | 7.15 | -2.17 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.96 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.70 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.78 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.13 | +0.43 |
Correlation
The correlation between PGOAX and WFSPX is 0.81, 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. WFSPX - Dividend Comparison
PGOAX's dividend yield for the trailing twelve months is around 8.05%, more than WFSPX's 1.54% 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% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
PGOAX vs. WFSPX - Drawdown Comparison
The maximum PGOAX drawdown since its inception was -56.57%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for PGOAX and WFSPX.
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Drawdown Indicators
| PGOAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -58.21% | +1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -12.11% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.19% | -24.51% | -3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -47.39% | -33.74% | -13.65% |
Current DrawdownCurrent decline from peak | -6.71% | -6.51% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -12.84% | +3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.53% | +0.93% |
Volatility
PGOAX vs. WFSPX - Volatility Comparison
PGIM Jennison Small Company Fund (PGOAX) has a higher volatility of 7.51% compared to iShares S&P 500 Index Fund (WFSPX) at 5.17%. This indicates that PGOAX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGOAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 5.17% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 9.44% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.94% | 18.21% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 16.88% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.12% | 18.00% | +4.12% |