PJFAX vs. EGFIX
PJFAX (PGIM Jennison Growth Fund) and EGFIX (Edgewood Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, PJFAX returned 19.14%/yr vs 12.37%/yr for EGFIX. Their correlation of 0.93 means they have usually moved in the same direction. PJFAX charges 0.97%/yr vs 1.00%/yr for EGFIX.
Performance
PJFAX vs. EGFIX - Performance Comparison
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Returns By Period
In the year-to-date period, PJFAX achieves a 2.54% return, which is significantly higher than EGFIX's -6.49% return. Over the past 10 years, PJFAX has outperformed EGFIX with an annualized return of 19.14%, while EGFIX has yielded a comparatively lower 12.37% annualized return.
PJFAX
- 1D
- 2.44%
- 1M
- -2.23%
- 6M
- 4.89%
- YTD
- 2.54%
- 1Y
- 9.35%
- 3Y*
- 23.55%
- 5Y*
- 11.08%
- 10Y*
- 19.14%
- ALL TIME*
- 11.26%
EGFIX
- 1D
- -0.23%
- 1M
- -4.81%
- 6M
- -3.08%
- YTD
- -6.49%
- 1Y
- -4.35%
- 3Y*
- 8.14%
- 5Y*
- -0.45%
- 10Y*
- 12.37%
- ALL TIME*
- 10.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EGFIX Edgewood Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
PJFAX vs. EGFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJFAX PGIM Jennison Growth Fund | 2.54% | 14.53% | 48.10% | 52.76% | -37.89% | 15.65% | 55.66% | 45.04% | -1.24% | 36.41% |
EGFIX Edgewood Growth Fund | -6.49% | 7.44% | 18.38% | 39.74% | -40.51% | 23.71% | 42.24% | 34.18% | 2.22% | 34.81% |
Correlation
The correlation between PJFAX and EGFIX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2006 | 0.93 |
The correlation between PJFAX and EGFIX shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PJFAX vs. EGFIX — Risk / Return Rank
PJFAX
EGFIX
PJFAX vs. EGFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and Edgewood Growth Fund (EGFIX). 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.
| PJFAX | EGFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.95 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.39 | +0.79 |
| Martin ratioReturn relative to average drawdown | 1.18 | -0.97 | +2.14 |
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Drawdowns
PJFAX vs. EGFIX - Drawdown Comparison
The maximum PJFAX drawdown since its inception was -64.07%, which is greater than EGFIX's maximum drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for PJFAX and EGFIX.
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Drawdown Indicators
| PJFAX | EGFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -52.01% | -12.06% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -18.32% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -24.05% | -30.15% | +6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -43.56% | -49.42% | +5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -43.56% | -49.42% | +5.86% |
Current DrawdownCurrent decline from peak | -6.72% | -15.42% | +8.70% |
Average DrawdownAverage peak-to-trough decline | -20.27% | -11.00% | -9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 7.53% | -1.59% |
Volatility
PJFAX vs. EGFIX - Volatility Comparison
PGIM Jennison Growth Fund (PJFAX) has a higher volatility of 5.18% compared to Edgewood Growth Fund (EGFIX) at 4.36%. This indicates that PJFAX's price experiences larger fluctuations and is considered to be riskier than EGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJFAX | EGFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.36% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | 15.12% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 18.42% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.87% | 25.34% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 23.58% | +0.49% |
PJFAX vs. EGFIX - Expense Ratio Comparison
PJFAX has a 0.97% expense ratio, which is lower than EGFIX's 1.00% expense ratio.
Dividends
PJFAX vs. EGFIX - Dividend Comparison
PJFAX's dividend yield for the trailing twelve months is around 13.08%, less than EGFIX's 920.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | 920.20% | 49.54% | 17.57% | 0.00% | 15.16% | 5.77% | 5.79% | 0.28% | 4.96% | 1.30% | 2.15% | 3.26% |
PJFAX PGIM Jennison Growth Fund | 13.08% | 13.42% | 24.62% | 7.23% | 2.77% | 14.67% | 9.02% | 16.27% | 6.06% | 5.85% | 4.12% | 6.90% |
Frequently Asked Questions
PJFAX and EGFIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PJFAX has higher volatility (5.18%) compared to EGFIX (4.36%). In terms of maximum drawdown, PJFAX dropped -64.07% vs EGFIX's -52.01%.
PJFAX currently has the higher Sharpe Ratio (0.39 vs -0.39), 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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