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

Correlation

The correlation between PJFAX and VFIFX is 0.87, 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.


-0.50.00.51.00.9

Performance

PJFAX vs. VFIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Growth Fund (PJFAX) and Vanguard Target Retirement 2050 Fund (VFIFX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.39%
5.85%
PJFAX
VFIFX

Key characteristics

Sharpe Ratio

PJFAX:

0.90

VFIFX:

1.31

Sortino Ratio

PJFAX:

1.23

VFIFX:

1.80

Omega Ratio

PJFAX:

1.19

VFIFX:

1.24

Calmar Ratio

PJFAX:

0.59

VFIFX:

1.99

Martin Ratio

PJFAX:

4.29

VFIFX:

7.88

Ulcer Index

PJFAX:

4.48%

VFIFX:

1.79%

Daily Std Dev

PJFAX:

21.31%

VFIFX:

10.83%

Max Drawdown

PJFAX:

-67.83%

VFIFX:

-51.68%

Current Drawdown

PJFAX:

-16.90%

VFIFX:

-2.78%

Returns By Period

In the year-to-date period, PJFAX achieves a 19.18% return, which is significantly higher than VFIFX's 15.50% return. Over the past 10 years, PJFAX has underperformed VFIFX with an annualized return of 7.71%, while VFIFX has yielded a comparatively higher 8.72% annualized return.


PJFAX

YTD

19.18%

1M

-7.51%

6M

-0.07%

1Y

19.55%

5Y*

8.08%

10Y*

7.71%

VFIFX

YTD

15.50%

1M

-0.70%

6M

6.11%

1Y

13.99%

5Y*

9.32%

10Y*

8.72%

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. VFIFX - Expense Ratio Comparison

PJFAX has a 0.97% expense ratio, which is higher than VFIFX's 0.08% 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 VFIFX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

PJFAX vs. VFIFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and Vanguard Target Retirement 2050 Fund (VFIFX). 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-1.000.001.002.003.004.000.901.31
The chart of Sortino ratio for PJFAX, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.001.231.80
The chart of Omega ratio for PJFAX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.24
The chart of Calmar ratio for PJFAX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.000.591.99
The chart of Martin ratio for PJFAX, currently valued at 4.29, compared to the broader market0.0020.0040.0060.004.297.88
PJFAX
VFIFX

The current PJFAX Sharpe Ratio is 0.90, which is lower than the VFIFX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of PJFAX and VFIFX, 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
1.31
PJFAX
VFIFX

Dividends

PJFAX vs. VFIFX - Dividend Comparison

PJFAX has not paid dividends to shareholders, while VFIFX's dividend yield for the trailing twelve months is around 1.91%.


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%
VFIFX
Vanguard Target Retirement 2050 Fund
1.91%2.21%2.13%2.19%1.63%2.20%2.43%1.89%1.93%2.05%2.01%1.84%

Drawdowns

PJFAX vs. VFIFX - Drawdown Comparison

The maximum PJFAX drawdown since its inception was -67.83%, which is greater than VFIFX's maximum drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for PJFAX and VFIFX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.90%
-2.78%
PJFAX
VFIFX

Volatility

PJFAX vs. VFIFX - Volatility Comparison

PGIM Jennison Growth Fund (PJFAX) has a higher volatility of 11.69% compared to Vanguard Target Retirement 2050 Fund (VFIFX) at 3.17%. This indicates that PJFAX's price experiences larger fluctuations and is considered to be riskier than VFIFX 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%
3.17%
PJFAX
VFIFX
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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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