PJFAX vs. PTRQX
PJFAX (PGIM Jennison Growth Fund) and PTRQX (PGIM Total Return Bond R6) are both mutual funds - PJFAX is a Large Cap Growth Equities fund managed by PGIM, while PTRQX is a Intermediate Core-Plus Bond fund managed by PGIM. Over the past 10 years, PJFAX returned 20.19%/yr vs 2.52%/yr for PTRQX. At a correlation of -0.03, they often move in opposite directions. PJFAX charges 0.97%/yr vs 0.39%/yr for PTRQX.
Performance
PJFAX vs. PTRQX - Performance Comparison
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Returns By Period
In the year-to-date period, PJFAX achieves a 2.39% return, which is significantly higher than PTRQX's 0.51% return. Over the past 10 years, PJFAX has outperformed PTRQX with an annualized return of 20.19%, while PTRQX has yielded a comparatively lower 2.52% annualized return.
PJFAX
- 1D
- -1.56%
- 1M
- -3.23%
- YTD
- 2.39%
- 6M
- 0.93%
- 1Y
- 11.91%
- 3Y*
- 25.56%
- 5Y*
- 11.75%
- 10Y*
- 20.19%
PTRQX
- 1D
- 0.08%
- 1M
- 0.84%
- YTD
- 0.51%
- 6M
- 0.82%
- 1Y
- 4.93%
- 3Y*
- 5.35%
- 5Y*
- 0.79%
- 10Y*
- 2.52%
PJFAX vs. PTRQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJFAX PGIM Jennison Growth Fund | 2.39% | 14.53% | 48.10% | 52.76% | -37.89% | 15.65% | 55.66% | 45.04% | -1.24% | 36.41% |
PTRQX PGIM Total Return Bond R6 | 0.51% | 7.81% | 3.06% | 7.80% | -14.30% | -1.37% | 8.13% | 10.85% | -0.73% | 6.67% |
Correlation
The correlation between PJFAX and PTRQX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | -0.03 |
The correlation between PJFAX and PTRQX shifts across timeframes, from -0.03 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PJFAX vs. PTRQX — Risk / Return Rank
PJFAX
PTRQX
PJFAX vs. PTRQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and PGIM Total Return Bond R6 (PTRQX). 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 | PTRQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.69 | -0.92 |
| Martin ratioReturn relative to average drawdown | 2.42 | 4.86 | -2.44 |
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Drawdowns
PJFAX vs. PTRQX - Drawdown Comparison
The maximum PJFAX drawdown since its inception was -64.07%, which is greater than PTRQX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for PJFAX and PTRQX.
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Drawdown Indicators
| PJFAX | PTRQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -20.72% | -43.35% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -3.08% | -14.68% |
Max Drawdown (3Y)Largest decline over 3 years | -24.05% | -5.47% | -18.58% |
Max Drawdown (5Y)Largest decline over 5 years | -43.56% | -20.69% | -22.87% |
Max Drawdown (10Y)Largest decline over 10 years | -43.56% | -20.72% | -22.84% |
Current DrawdownCurrent decline from peak | -6.86% | -1.51% | -5.35% |
Average DrawdownAverage peak-to-trough decline | -20.32% | -3.28% | -17.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 1.07% | +4.60% |
Volatility
PJFAX vs. PTRQX - Volatility Comparison
PGIM Jennison Growth Fund (PJFAX) has a higher volatility of 6.87% compared to PGIM Total Return Bond R6 (PTRQX) at 1.82%. This indicates that PJFAX's price experiences larger fluctuations and is considered to be riskier than PTRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJFAX | PTRQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 1.82% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 3.26% | +10.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 4.21% | +13.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.81% | 6.02% | +18.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.05% | 5.25% | +18.80% |
PJFAX vs. PTRQX - Expense Ratio Comparison
PJFAX has a 0.97% expense ratio, which is higher than PTRQX's 0.39% expense ratio.
Dividends
PJFAX vs. PTRQX - Dividend Comparison
PJFAX's dividend yield for the trailing twelve months is around 13.10%, more than PTRQX's 4.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJFAX PGIM Jennison Growth Fund | 13.10% | 13.42% | 24.62% | 7.23% | 2.77% | 14.67% | 9.02% | 16.27% | 6.06% | 5.85% | 4.12% | 6.90% |
PTRQX PGIM Total Return Bond R6 | 4.68% | 4.63% | 4.89% | 4.70% | 5.83% | 2.82% | 3.05% | 6.95% | 3.99% | 2.93% | 4.01% | 3.11% |
Frequently Asked Questions
PJFAX and PTRQX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PJFAX has higher volatility (6.87%) compared to PTRQX (1.82%). In terms of maximum drawdown, PJFAX dropped -64.07% vs PTRQX's -20.72%.
PTRQX currently has the higher Sharpe Ratio (1.24 vs 0.80), 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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