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

Correlation

The correlation between PJFAX and TISPX is 0.90, 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. TISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Growth Fund (PJFAX) and TIAA-CREF S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PJFAX:

0.45

TISPX:

0.56

Sortino Ratio

PJFAX:

0.78

TISPX:

0.87

Omega Ratio

PJFAX:

1.11

TISPX:

1.13

Calmar Ratio

PJFAX:

0.47

TISPX:

0.55

Martin Ratio

PJFAX:

1.50

TISPX:

2.08

Ulcer Index

PJFAX:

7.47%

TISPX:

4.94%

Daily Std Dev

PJFAX:

25.27%

TISPX:

17.44%

Max Drawdown

PJFAX:

-67.83%

TISPX:

-55.51%

Current Drawdown

PJFAX:

-10.10%

TISPX:

-7.62%

Returns By Period

In the year-to-date period, PJFAX achieves a -4.52% return, which is significantly lower than TISPX's -3.34% return. Over the past 10 years, PJFAX has outperformed TISPX with an annualized return of 14.49%, while TISPX has yielded a comparatively lower 11.99% annualized return.


PJFAX

YTD

-4.52%

1M

6.44%

6M

-3.71%

1Y

11.23%

5Y*

14.99%

10Y*

14.49%

TISPX

YTD

-3.34%

1M

13.69%

6M

-5.21%

1Y

9.70%

5Y*

15.58%

10Y*

11.99%

*Annualized

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PJFAX vs. TISPX - Expense Ratio Comparison

PJFAX has a 0.97% expense ratio, which is higher than TISPX's 0.05% expense ratio.


Risk-Adjusted Performance

PJFAX vs. TISPX — 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

TISPX
The Risk-Adjusted Performance Rank of TISPX is 6363
Overall Rank
The Sharpe Ratio Rank of TISPX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TISPX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TISPX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of TISPX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TISPX is 6262
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. TISPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and TIAA-CREF S&P 500 Index Fund (TISPX). 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 comparable to the TISPX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of PJFAX and TISPX, 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. TISPX - Dividend Comparison

PJFAX has not paid dividends to shareholders, while TISPX's dividend yield for the trailing twelve months is around 1.57%.


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%
TISPX
TIAA-CREF S&P 500 Index Fund
1.57%1.52%1.48%1.91%1.77%1.53%2.16%2.94%2.18%2.39%2.69%1.77%

Drawdowns

PJFAX vs. TISPX - Drawdown Comparison

The maximum PJFAX drawdown since its inception was -67.83%, which is greater than TISPX's maximum drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for PJFAX and TISPX. For additional features, visit the drawdowns tool.


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Volatility

PJFAX vs. TISPX - Volatility Comparison


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