PJDZX vs. SPY
Compare and contrast key facts about PGIM Jennison Rising Dividend Fund (PJDZX) and State Street SPDR S&P 500 ETF (SPY).
PJDZX is managed by PGIM. It was launched on Mar 4, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
PJDZX vs. SPY - Performance Comparison
Loading graphics...
PJDZX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJDZX PGIM Jennison Rising Dividend Fund | 0.63% | 18.84% | 40.98% | 8.67% | -10.35% | 24.62% | 13.96% | 32.01% | -7.14% | 17.53% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, PJDZX achieves a 0.63% return, which is significantly higher than SPY's -4.37% return. Both investments have delivered pretty close results over the past 10 years, with PJDZX having a 13.73% annualized return and SPY not far ahead at 13.98%.
PJDZX
- 1D
- -0.64%
- 1M
- -6.26%
- YTD
- 0.63%
- 6M
- 4.11%
- 1Y
- 16.90%
- 3Y*
- 22.99%
- 5Y*
- 13.38%
- 10Y*
- 13.73%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PJDZX vs. SPY - Expense Ratio Comparison
PJDZX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
PJDZX vs. SPY — Risk / Return Rank
PJDZX
SPY
PJDZX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Rising Dividend Fund (PJDZX) and State Street SPDR S&P 500 ETF (SPY). 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.
| PJDZX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.93 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.45 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.53 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.15 | 7.30 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PJDZX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.93 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.69 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.78 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.56 | +0.17 |
Correlation
The correlation between PJDZX and SPY is 0.91, 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
PJDZX vs. SPY - Dividend Comparison
PJDZX's dividend yield for the trailing twelve months is around 6.39%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJDZX PGIM Jennison Rising Dividend Fund | 6.39% | 6.44% | 34.62% | 1.21% | 0.93% | 8.48% | 4.75% | 4.32% | 10.34% | 1.83% | 1.48% | 1.31% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
PJDZX vs. SPY - Drawdown Comparison
The maximum PJDZX drawdown since its inception was -33.59%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PJDZX and SPY.
Loading graphics...
Drawdown Indicators
| PJDZX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -55.19% | +21.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.05% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -24.50% | +6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | -33.72% | +0.13% |
Current DrawdownCurrent decline from peak | -6.54% | -6.24% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -9.09% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.52% | -0.17% |
Volatility
PJDZX vs. SPY - Volatility Comparison
The current volatility for PGIM Jennison Rising Dividend Fund (PJDZX) is 3.79%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that PJDZX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PJDZX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 5.31% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 9.47% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 19.05% | -3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 17.06% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 17.92% | -0.65% |