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

PJFAX vs. MGK

Last updated May 12, 2025

Compare and contrast key facts about PGIM Jennison Growth Fund (PJFAX) and Vanguard Mega Cap Growth ETF (MGK).

PJFAX is managed by PGIM Investments. It was launched on Nov 2, 1995. MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PJFAX or MGK.

Correlation

The correlation between PJFAX and MGK is 1.00, 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. MGK - Performance Comparison

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

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Key characteristics

Daily Std Dev

PJFAX:

10.84%

MGK:

11.83%

Max Drawdown

PJFAX:

-0.83%

MGK:

-0.93%

Current Drawdown

PJFAX:

0.00%

MGK:

-0.11%

Returns By Period

PJFAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MGK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PJFAX vs. MGK - Expense Ratio Comparison

PJFAX has a 0.97% expense ratio, which is higher than MGK's 0.07% expense ratio.

PJFAX
PGIM Jennison Growth Fund
MGK
Vanguard Mega Cap Growth ETF

Risk-Adjusted Performance

PJFAX vs. MGK — 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 5656
Overall Rank
The Sharpe Ratio Rank of PJFAX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PJFAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PJFAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PJFAX is 5252
Martin Ratio Rank
MGK
The Risk-Adjusted Performance Rank of MGK is 6464
Overall Rank
The Sharpe Ratio Rank of MGK is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MGK is 6363
Sortino Ratio Rank
The Omega Ratio Rank of MGK is 6464
Omega Ratio Rank
The Calmar Ratio Rank of MGK is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MGK is 6161
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. MGK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and Vanguard Mega Cap Growth ETF (MGK). 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.

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Dividends

PJFAX vs. MGK - Dividend Comparison

PJFAX has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.47%.

TTM20242023202220212020201920182017201620152014
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%0.00%
MGK
Vanguard Mega Cap Growth ETF		0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PJFAX vs. MGK - Drawdown Comparison

The maximum PJFAX drawdown since its inception was -0.83%, smaller than the maximum MGK drawdown of -0.93%. Use the drawdown chart below to compare losses from any high point for PJFAX and MGK. For additional features, visit the drawdowns tool.

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Volatility

PJFAX vs. MGK - Volatility Comparison

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