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PJFG vs. CGGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJFG vs. CGGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Focused Growth ETF (PJFG) and Capital Group Growth ETF (CGGR). The values are adjusted to include any dividend payments, if applicable.

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PJFG vs. CGGR - Yearly Performance Comparison


2026 (YTD)2025202420232022
PJFG
PGIM Jennison Focused Growth ETF
-11.44%16.94%31.59%54.23%-6.69%
CGGR
Capital Group Growth ETF
-8.70%19.75%32.12%42.18%-4.91%

Returns By Period

In the year-to-date period, PJFG achieves a -11.44% return, which is significantly lower than CGGR's -8.70% return.


PJFG

1D
1.15%
1M
-4.93%
YTD
-11.44%
6M
-11.13%
1Y
15.01%
3Y*
20.23%
5Y*
10Y*

CGGR

1D
1.02%
1M
-5.87%
YTD
-8.70%
6M
-7.98%
1Y
17.69%
3Y*
22.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJFG vs. CGGR - Expense Ratio Comparison

PJFG has a 0.75% expense ratio, which is higher than CGGR's 0.39% expense ratio.


Return for Risk

PJFG vs. CGGR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PJFG
PJFG Risk / Return Rank: 3333
Overall Rank
PJFG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PJFG Sortino Ratio Rank: 3636
Sortino Ratio Rank
PJFG Omega Ratio Rank: 3535
Omega Ratio Rank
PJFG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PJFG Martin Ratio Rank: 3030
Martin Ratio Rank

CGGR
CGGR Risk / Return Rank: 4343
Overall Rank
CGGR Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CGGR Sortino Ratio Rank: 4343
Sortino Ratio Rank
CGGR Omega Ratio Rank: 4444
Omega Ratio Rank
CGGR Calmar Ratio Rank: 4545
Calmar Ratio Rank
CGGR Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PJFG vs. CGGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and Capital Group Growth ETF (CGGR). 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.


PJFGCGGRDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.78

-0.14

Sortino ratio

Return per unit of downside risk

1.09

1.26

-0.17

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.84

1.23

-0.40

Martin ratio

Return relative to average drawdown

2.78

4.49

-1.71

PJFG vs. CGGR - Sharpe Ratio Comparison

The current PJFG Sharpe Ratio is 0.64, which is comparable to the CGGR Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PJFG and CGGR, 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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Sharpe Ratios by Period


PJFGCGGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.78

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.61

+0.47

Correlation

The correlation between PJFG and CGGR is 0.92, 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.


Dividends

PJFG vs. CGGR - Dividend Comparison

PJFG has not paid dividends to shareholders, while CGGR's dividend yield for the trailing twelve months is around 0.10%.


TTM2025202420232022
PJFG
PGIM Jennison Focused Growth ETF
0.00%0.00%0.00%0.00%0.00%
CGGR
Capital Group Growth ETF
0.10%0.10%0.33%0.40%0.33%

Drawdowns

PJFG vs. CGGR - Drawdown Comparison

The maximum PJFG drawdown since its inception was -24.24%, smaller than the maximum CGGR drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for PJFG and CGGR.


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Drawdown Indicators


PJFGCGGRDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-28.90%

+4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-19.00%

-15.13%

-3.87%

Current Drawdown

Current decline from peak

-15.03%

-11.04%

-3.99%

Average Drawdown

Average peak-to-trough decline

-3.71%

-7.93%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

4.15%

+1.55%

Volatility

PJFG vs. CGGR - Volatility Comparison

PGIM Jennison Focused Growth ETF (PJFG) and Capital Group Growth ETF (CGGR) have volatilities of 7.23% and 7.30%, 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.


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Volatility by Period


PJFGCGGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

7.30%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

13.07%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

23.56%

22.66%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

21.98%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

21.98%

-0.92%