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PHSZX vs. FBDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHSZX vs. FBDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Health Sciences Fund (PHSZX) and Franklin Biotechnology Discovery Fund (FBDIX). The values are adjusted to include any dividend payments, if applicable.

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PHSZX vs. FBDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHSZX
PGIM Jennison Health Sciences Fund
-9.27%19.73%23.04%12.50%-10.06%6.09%41.72%18.62%-3.77%31.41%
FBDIX
Franklin Biotechnology Discovery Fund
-3.29%52.68%15.37%18.40%-12.65%-27.58%29.85%49.11%-15.77%18.83%

Returns By Period

In the year-to-date period, PHSZX achieves a -9.27% return, which is significantly lower than FBDIX's -3.29% return. Over the past 10 years, PHSZX has outperformed FBDIX with an annualized return of 12.19%, while FBDIX has yielded a comparatively lower 10.22% annualized return.


PHSZX

1D
0.31%
1M
-9.73%
YTD
-9.27%
6M
6.04%
1Y
11.81%
3Y*
14.65%
5Y*
8.36%
10Y*
12.19%

FBDIX

1D
-0.30%
1M
-6.49%
YTD
-3.29%
6M
19.63%
1Y
54.72%
3Y*
25.99%
5Y*
6.18%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHSZX vs. FBDIX - Expense Ratio Comparison

PHSZX has a 0.86% expense ratio, which is lower than FBDIX's 1.06% expense ratio.


Return for Risk

PHSZX vs. FBDIX — Risk / Return Rank

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

PHSZX
PHSZX Risk / Return Rank: 2020
Overall Rank
PHSZX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PHSZX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PHSZX Omega Ratio Rank: 1616
Omega Ratio Rank
PHSZX Calmar Ratio Rank: 2626
Calmar Ratio Rank
PHSZX Martin Ratio Rank: 2020
Martin Ratio Rank

FBDIX
FBDIX Risk / Return Rank: 9191
Overall Rank
FBDIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FBDIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FBDIX Omega Ratio Rank: 8383
Omega Ratio Rank
FBDIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FBDIX Martin Ratio Rank: 9494
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.

PHSZX vs. FBDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Health Sciences Fund (PHSZX) and Franklin Biotechnology Discovery Fund (FBDIX). 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.


PHSZXFBDIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.99

-1.47

Sortino ratio

Return per unit of downside risk

0.84

2.59

-1.75

Omega ratio

Gain probability vs. loss probability

1.10

1.33

-0.23

Calmar ratio

Return relative to maximum drawdown

0.77

3.04

-2.26

Martin ratio

Return relative to average drawdown

2.11

12.26

-10.15

PHSZX vs. FBDIX - Sharpe Ratio Comparison

The current PHSZX Sharpe Ratio is 0.52, which is lower than the FBDIX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of PHSZX and FBDIX, 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


PHSZXFBDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.99

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.24

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.39

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.40

+0.24

Correlation

The correlation between PHSZX and FBDIX is 0.87, 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

PHSZX vs. FBDIX - Dividend Comparison

PHSZX's dividend yield for the trailing twelve months is around 12.05%, more than FBDIX's 11.18% yield.


TTM20252024202320222021202020192018201720162015
PHSZX
PGIM Jennison Health Sciences Fund
12.05%10.93%23.93%4.26%1.48%29.82%20.26%2.92%11.21%4.43%3.44%13.45%
FBDIX
Franklin Biotechnology Discovery Fund
11.18%10.81%19.53%0.00%0.13%0.98%14.50%18.77%3.72%2.39%4.57%8.42%

Drawdowns

PHSZX vs. FBDIX - Drawdown Comparison

The maximum PHSZX drawdown since its inception was -42.77%, smaller than the maximum FBDIX drawdown of -71.44%. Use the drawdown chart below to compare losses from any high point for PHSZX and FBDIX.


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Drawdown Indicators


PHSZXFBDIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.77%

-71.44%

+28.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-12.39%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-46.83%

+17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-30.92%

-53.67%

+22.75%

Current Drawdown

Current decline from peak

-11.98%

-7.38%

-4.60%

Average Drawdown

Average peak-to-trough decline

-9.96%

-28.90%

+18.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.98%

+0.52%

Volatility

PHSZX vs. FBDIX - Volatility Comparison

The current volatility for PGIM Jennison Health Sciences Fund (PHSZX) is 6.14%, while Franklin Biotechnology Discovery Fund (FBDIX) has a volatility of 7.62%. This indicates that PHSZX experiences smaller price fluctuations and is considered to be less risky than FBDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSZXFBDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

7.62%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

15.74%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

25.50%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

25.47%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

26.35%

-3.15%