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PJFAX vs. HGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJFAX vs. HGOIX - Performance Comparison

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

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PJFAX vs. HGOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PJFAX
PGIM Jennison Growth Fund
-14.26%14.53%48.10%52.76%-37.89%15.65%55.66%45.04%-1.24%36.41%
HGOIX
The Hartford Growth Opportunities Fund Class I
-14.11%13.52%42.27%40.98%-36.87%7.59%62.12%30.28%-0.78%30.63%

Returns By Period

The year-to-date returns for both investments are quite close, with PJFAX having a -14.26% return and HGOIX slightly higher at -14.11%. Over the past 10 years, PJFAX has outperformed HGOIX with an annualized return of 17.50%, while HGOIX has yielded a comparatively lower 14.20% annualized return.


PJFAX

1D
-0.42%
1M
-9.01%
YTD
-14.26%
6M
-13.47%
1Y
9.15%
3Y*
23.36%
5Y*
10.52%
10Y*
17.50%

HGOIX

1D
-1.18%
1M
-8.76%
YTD
-14.11%
6M
-13.84%
1Y
11.06%
3Y*
19.36%
5Y*
5.55%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJFAX vs. HGOIX - Expense Ratio Comparison

PJFAX has a 0.97% expense ratio, which is higher than HGOIX's 0.82% expense ratio.


Return for Risk

PJFAX vs. HGOIX — Risk / Return Rank

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

PJFAX
PJFAX Risk / Return Rank: 1616
Overall Rank
PJFAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PJFAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PJFAX Omega Ratio Rank: 1717
Omega Ratio Rank
PJFAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PJFAX Martin Ratio Rank: 1313
Martin Ratio Rank

HGOIX
HGOIX Risk / Return Rank: 1818
Overall Rank
HGOIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HGOIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HGOIX Omega Ratio Rank: 1919
Omega Ratio Rank
HGOIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
HGOIX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PJFAX vs. HGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and The Hartford Growth Opportunities Fund Class I (HGOIX). 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.


PJFAXHGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.46

-0.06

Sortino ratio

Return per unit of downside risk

0.74

0.81

-0.07

Omega ratio

Gain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratio

Return relative to maximum drawdown

0.34

0.46

-0.12

Martin ratio

Return relative to average drawdown

1.18

1.60

-0.42

PJFAX vs. HGOIX - Sharpe Ratio Comparison

The current PJFAX Sharpe Ratio is 0.41, which is comparable to the HGOIX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PJFAX and HGOIX, 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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Sharpe Ratios by Period


PJFAXHGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.46

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.22

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.61

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.49

-0.01

Correlation

The correlation between PJFAX and HGOIX is 0.95, 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

PJFAX vs. HGOIX - Dividend Comparison

PJFAX's dividend yield for the trailing twelve months is around 15.65%, more than HGOIX's 7.38% yield.


TTM20252024202320222021202020192018201720162015
PJFAX
PGIM Jennison Growth Fund
15.65%13.42%24.62%7.23%2.77%14.67%9.02%16.27%6.06%5.85%4.12%6.90%
HGOIX
The Hartford Growth Opportunities Fund Class I
7.38%6.34%0.00%0.00%0.00%22.80%13.21%6.01%30.76%8.69%3.76%8.81%

Drawdowns

PJFAX vs. HGOIX - Drawdown Comparison

The maximum PJFAX drawdown since its inception was -64.07%, which is greater than HGOIX's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for PJFAX and HGOIX.


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Drawdown Indicators


PJFAXHGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.07%

-58.07%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-17.71%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

-44.99%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

-44.99%

+1.43%

Current Drawdown

Current decline from peak

-17.76%

-17.71%

-0.05%

Average Drawdown

Average peak-to-trough decline

-20.44%

-12.07%

-8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.13%

+0.04%

Volatility

PJFAX vs. HGOIX - Volatility Comparison

The current volatility for PGIM Jennison Growth Fund (PJFAX) is 5.66%, while The Hartford Growth Opportunities Fund Class I (HGOIX) has a volatility of 6.70%. This indicates that PJFAX experiences smaller price fluctuations and is considered to be less risky than HGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJFAXHGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

6.70%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

14.08%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.18%

23.66%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.77%

25.06%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.95%

23.33%

+0.62%