PJDZX vs. SSSYX
Compare and contrast key facts about PGIM Jennison Rising Dividend Fund (PJDZX) and State Street Equity 500 Index Fund Class K (SSSYX).
PJDZX is managed by PGIM. It was launched on Mar 4, 2014. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
PJDZX vs. SSSYX - Performance Comparison
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PJDZX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, PJDZX achieves a 0.63% return, which is significantly higher than SSSYX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with PJDZX having a 13.73% annualized return and SSSYX not far behind at 13.69%.
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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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PJDZX vs. SSSYX - Expense Ratio Comparison
PJDZX has a 0.99% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PJDZX vs. SSSYX — Risk / Return Rank
PJDZX
SSSYX
PJDZX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Rising Dividend Fund (PJDZX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.84 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.30 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.06 | +0.38 |
Martin ratioReturn relative to average drawdown | 7.15 | 5.13 | +2.02 |
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
| PJDZX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.84 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.68 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.11 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.11 | +0.63 |
Correlation
The correlation between PJDZX and SSSYX is 0.90, 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. SSSYX - Dividend Comparison
PJDZX's dividend yield for the trailing twelve months is around 6.39%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
PJDZX vs. SSSYX - Drawdown Comparison
The maximum PJDZX drawdown since its inception was -33.59%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PJDZX and SSSYX.
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Drawdown Indicators
| PJDZX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -91.48% | +57.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.10% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -24.49% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | -91.48% | +57.89% |
Current DrawdownCurrent decline from peak | -6.54% | -8.88% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -4.20% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.49% | -0.14% |
Volatility
PJDZX vs. SSSYX - Volatility Comparison
The current volatility for PGIM Jennison Rising Dividend Fund (PJDZX) is 3.79%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that PJDZX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJDZX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.24% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 9.08% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 18.10% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 16.85% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 124.43% | -107.16% |