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PJFAX vs. EGFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PJFAX and EGFIX is 0.89, 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.


Performance

PJFAX vs. EGFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Growth Fund (PJFAX) and Edgewood Growth Fund (EGFIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PJFAX:

0.45

EGFIX:

-0.32

Sortino Ratio

PJFAX:

0.78

EGFIX:

-0.25

Omega Ratio

PJFAX:

1.11

EGFIX:

0.96

Calmar Ratio

PJFAX:

0.47

EGFIX:

-0.21

Martin Ratio

PJFAX:

1.50

EGFIX:

-0.68

Ulcer Index

PJFAX:

7.47%

EGFIX:

14.15%

Daily Std Dev

PJFAX:

25.27%

EGFIX:

28.88%

Max Drawdown

PJFAX:

-67.83%

EGFIX:

-54.64%

Current Drawdown

PJFAX:

-10.10%

EGFIX:

-35.92%

Returns By Period

In the year-to-date period, PJFAX achieves a -4.52% return, which is significantly lower than EGFIX's -2.75% return. Over the past 10 years, PJFAX has outperformed EGFIX with an annualized return of 14.49%, while EGFIX has yielded a comparatively lower 7.36% annualized return.


PJFAX

YTD

-4.52%

1M

6.44%

6M

-3.71%

1Y

11.23%

5Y*

14.99%

10Y*

14.49%

EGFIX

YTD

-2.75%

1M

6.29%

6M

-19.02%

1Y

-9.28%

5Y*

1.42%

10Y*

7.36%

*Annualized

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PJFAX vs. EGFIX - Expense Ratio Comparison

PJFAX has a 0.97% expense ratio, which is lower than EGFIX's 1.00% expense ratio.


Risk-Adjusted Performance

PJFAX vs. EGFIX — Risk-Adjusted Performance Rank

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

PJFAX
The Risk-Adjusted Performance Rank of PJFAX is 5555
Overall Rank
The Sharpe Ratio Rank of PJFAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFAX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of PJFAX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PJFAX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PJFAX is 5151
Martin Ratio Rank

EGFIX
The Risk-Adjusted Performance Rank of EGFIX is 88
Overall Rank
The Sharpe Ratio Rank of EGFIX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EGFIX is 88
Sortino Ratio Rank
The Omega Ratio Rank of EGFIX is 77
Omega Ratio Rank
The Calmar Ratio Rank of EGFIX is 77
Calmar Ratio Rank
The Martin Ratio Rank of EGFIX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PJFAX vs. EGFIX - Risk-Adjusted Performance 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.


The current PJFAX Sharpe Ratio is 0.45, which is higher than the EGFIX Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PJFAX and EGFIX, 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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Dividends

PJFAX vs. EGFIX - Dividend Comparison

Neither PJFAX nor EGFIX has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
PJFAX
PGIM Jennison Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EGFIX
Edgewood Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%

Drawdowns

PJFAX vs. EGFIX - Drawdown Comparison

The maximum PJFAX drawdown since its inception was -67.83%, which is greater than EGFIX's maximum drawdown of -54.64%. Use the drawdown chart below to compare losses from any high point for PJFAX and EGFIX. For additional features, visit the drawdowns tool.


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Volatility

PJFAX vs. EGFIX - Volatility Comparison


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