PJDZX vs. JEPIX
PJDZX (PGIM Jennison Rising Dividend Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - PJDZX is a Large Cap Blend Equities fund managed by PGIM, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, PJDZX returned 13.85%/yr vs 7.00%/yr for JEPIX. Their correlation of 0.80 means they have usually moved in the same direction. PJDZX charges 0.99%/yr vs 0.59%/yr for JEPIX.
Performance
PJDZX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, PJDZX achieves a 10.40% return, which is significantly higher than JEPIX's 3.44% return.
PJDZX
- 1D
- 0.79%
- 1M
- -1.21%
- 6M
- 7.01%
- YTD
- 10.40%
- 1Y
- 19.57%
- 3Y*
- 24.91%
- 5Y*
- 13.85%
- 10Y*
- 14.22%
- ALL TIME*
- 12.75%
JEPIX
- 1D
- 0.57%
- 1M
- 0.28%
- 6M
- 1.04%
- YTD
- 3.44%
- 1Y
- 9.85%
- 3Y*
- 8.69%
- 5Y*
- 7.00%
- 10Y*
- —
- ALL TIME*
- 7.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PJDZX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PJDZX PGIM Jennison Rising Dividend Fund | 10.40% | 18.84% | 40.98% | 8.67% | -10.35% | 24.62% | 13.96% | 32.01% | -13.23% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 3.44% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between PJDZX and JEPIX is 0.69, 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. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.80 |
The correlation between PJDZX and JEPIX shifts across timeframes, from 0.69 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PJDZX vs. JEPIX — Risk / Return Rank
PJDZX
JEPIX
PJDZX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Rising Dividend Fund (PJDZX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| PJDZX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.21 | +1.65 |
| Martin ratioReturn relative to average drawdown | 12.01 | 3.43 | +8.58 |
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Drawdowns
PJDZX vs. JEPIX - Drawdown Comparison
The maximum PJDZX drawdown since its inception was -33.59%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for PJDZX and JEPIX.
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Drawdown Indicators
| PJDZX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -32.63% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -7.41% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -13.42% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -13.67% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | — | — |
Current DrawdownCurrent decline from peak | -1.73% | -1.78% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -3.21% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.60% | -1.05% |
Volatility
PJDZX vs. JEPIX - Volatility Comparison
PGIM Jennison Rising Dividend Fund (PJDZX) has a higher volatility of 2.89% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.40%. This indicates that PJDZX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJDZX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.40% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 7.08% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 8.85% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 11.49% | +4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 14.65% | +2.63% |
PJDZX vs. JEPIX - Expense Ratio Comparison
PJDZX has a 0.99% expense ratio, which is higher than JEPIX's 0.59% expense ratio.
Dividends
PJDZX vs. JEPIX - Dividend Comparison
PJDZX's dividend yield for the trailing twelve months is around 5.79%, less than JEPIX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.31% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
PJDZX PGIM Jennison Rising Dividend Fund | 5.79% | 6.44% | 34.62% | 1.21% | 0.93% | 8.48% | 4.75% | 4.32% | 10.34% | 1.83% | 1.48% | 1.31% |
Frequently Asked Questions
PJDZX and JEPIX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PJDZX has higher volatility (2.89%) compared to JEPIX (2.40%). In terms of maximum drawdown, PJDZX dropped -33.59% vs JEPIX's -32.63%.
PJDZX currently has the higher Sharpe Ratio (1.67 vs 1.01), 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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