PJFAX vs. VUG

In the year-to-date period, PJFAX achieves a 19.18% return, which is significantly lower than VUG's 35.96% return. Over the past 10 years, PJFAX has underperformed VUG with an annualized return of 7.71%, while VUG has yielded a comparatively higher 15.92% annualized return.

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PJFAX has a 0.97% expense ratio, which is higher than VUG's 0.04% expense ratio.

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.

The current PJFAX Sharpe Ratio is 0.90, which is lower than the VUG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of PJFAX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PJFAX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.

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.

PGIM Jennison Growth Fund (PJFAX) has a higher volatility of 11.69% compared to Vanguard Growth ETF (VUG) at 4.90%. This indicates that PJFAX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.