PJFAX vs. VUG
Compare and contrast key facts about PGIM Jennison Growth Fund (PJFAX) and Vanguard Growth ETF (VUG).
PJFAX is managed by PGIM Investments. It was launched on Nov 2, 1995. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PJFAX or VUG.
Key characteristics
| PJFAX | VUG | |
|---|---|---|
| YTD Return | 29.27% | 31.76% |
| 1Y Return | 33.01% | 45.05% |
| 3Y Return (Ann) | -2.92% | 9.08% |
| 5Y Return (Ann) | 9.53% | 19.65% |
| 10Y Return (Ann) | 8.10% | 15.84% |
| Sharpe Ratio | 1.62 | 2.60 |
| Sortino Ratio | 2.13 | 3.34 |
| Omega Ratio | 1.31 | 1.47 |
| Calmar Ratio | 0.97 | 3.38 |
| Martin Ratio | 8.01 | 13.39 |
| Ulcer Index | 3.96% | 3.28% |
| Daily Std Dev | 19.60% | 16.91% |
| Max Drawdown | -67.83% | -50.68% |
| Current Drawdown | -9.87% | 0.00% |
Correlation
The correlation between PJFAX and VUG 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.
Performance
PJFAX vs. VUG - Performance Comparison
In the year-to-date period, PJFAX achieves a 29.27% return, which is significantly lower than VUG's 31.76% return. Over the past 10 years, PJFAX has underperformed VUG with an annualized return of 8.10%, while VUG has yielded a comparatively higher 15.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PJFAX vs. VUG - Expense Ratio Comparison
PJFAX has a 0.97% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
PJFAX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and Vanguard Growth ETF (VUG). 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.
Dividends
PJFAX vs. VUG - Dividend Comparison
PJFAX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.48%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
PJFAX vs. VUG - Drawdown Comparison
The maximum PJFAX drawdown since its inception was -67.83%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PJFAX and VUG. For additional features, visit the drawdowns tool.
Volatility
PJFAX vs. VUG - Volatility Comparison
PGIM Jennison Growth Fund (PJFAX) and Vanguard Growth ETF (VUG) have volatilities of 5.02% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.