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

Correlation

The correlation between PJFAX and MGK 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.


-0.50.00.51.01.0

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.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.39%
12.13%
PJFAX
MGK

Key characteristics

Sharpe Ratio

PJFAX:

0.90

MGK:

2.05

Sortino Ratio

PJFAX:

1.23

MGK:

2.66

Omega Ratio

PJFAX:

1.19

MGK:

1.37

Calmar Ratio

PJFAX:

0.59

MGK:

2.68

Martin Ratio

PJFAX:

4.29

MGK:

10.13

Ulcer Index

PJFAX:

4.48%

MGK:

3.59%

Daily Std Dev

PJFAX:

21.31%

MGK:

17.73%

Max Drawdown

PJFAX:

-67.83%

MGK:

-48.36%

Current Drawdown

PJFAX:

-16.90%

MGK:

-1.48%

Returns By Period

In the year-to-date period, PJFAX achieves a 19.18% return, which is significantly lower than MGK's 36.29% return. Over the past 10 years, PJFAX has underperformed MGK with an annualized return of 7.71%, while MGK has yielded a comparatively higher 16.74% annualized return.


PJFAX

YTD

19.18%

1M

-7.51%

6M

-0.07%

1Y

19.55%

5Y*

8.08%

10Y*

7.71%

MGK

YTD

36.29%

1M

4.96%

6M

13.91%

1Y

36.48%

5Y*

20.15%

10Y*

16.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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
Expense ratio chart for PJFAX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PJFAX, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.000.902.05
The chart of Sortino ratio for PJFAX, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.001.232.66
The chart of Omega ratio for PJFAX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.37
The chart of Calmar ratio for PJFAX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.000.592.68
The chart of Martin ratio for PJFAX, currently valued at 4.29, compared to the broader market0.0020.0040.0060.004.2910.13
PJFAX
MGK

The current PJFAX Sharpe Ratio is 0.90, which is lower than the MGK Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PJFAX and MGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.90
2.05
PJFAX
MGK

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 0.42%.


TTM20232022202120202019201820172016201520142013
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
0.42%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%

Drawdowns

PJFAX vs. MGK - Drawdown Comparison

The maximum PJFAX drawdown since its inception was -67.83%, which is greater than MGK's maximum drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for PJFAX and MGK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.90%
-1.48%
PJFAX
MGK

Volatility

PJFAX vs. MGK - Volatility Comparison

PGIM Jennison Growth Fund (PJFAX) has a higher volatility of 11.69% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.00%. This indicates that PJFAX's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.69%
5.00%
PJFAX
MGK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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