PJFG vs. LSGR

Last updated Aug 2, 2026

PJFG (PGIM Jennison Focused Growth ETF) and LSGR (Natixis Loomis Sayles Focused Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 3 years, PJFG returned 20.05%/yr vs 17.74%/yr for LSGR. Their correlation of 0.93 means they have usually moved in the same direction. PJFG charges 0.75%/yr vs 0.59%/yr for LSGR.

Performance

PJFG vs. LSGR - Performance Comparison

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

Returns By Period

In the year-to-date period, PJFG achieves a 2.68% return, which is significantly higher than LSGR's -4.29% return.

PJFG

• 1D: 1.47%
• 1M: -1.06%
• 6M: 5.68%
• YTD: 2.68%
• 1Y: 10.08%
• 3Y*: 20.05%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.09%

LSGR

• 1D: 2.81%
• 1M: 0.07%
• 6M: -3.08%
• YTD: -4.29%
• 1Y: 2.27%
• 3Y*: 17.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LSGR Natixis Loomis Sayles Focused Growth ETF	$2.37M	$2.84M	$2.94M
PJFG PGIM Jennison Focused Growth ETF	$205.41K	$547.30K	$421.04K

PJFG vs. LSGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PJFG PGIM Jennison Focused Growth ETF	2.68%	16.94%	31.59%	13.66%
LSGR Natixis Loomis Sayles Focused Growth ETF	-4.29%	15.32%	38.52%	12.46%

Correlation

The correlation between PJFG and LSGR is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.93

The correlation between PJFG and LSGR has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

PJFG vs. LSGR - Sectors Allocation Comparison

Sectors	PJFG	LSGR
Technology	52.6%	32.1%
Communication Services	15.7%	26.8%
Consumer Cyclical	7.7%	16.9%
Industrials	7.5%	4.2%
Healthcare	7.0%	9.8%
Financial Services	3.7%	5.4%
Consumer Defensive	2.3%	4.9%
Utilities	1.3%	-
Basic Materials	-	-
Energy	-	-
Real Estate	-	-

Return for Risk

PJFG vs. LSGR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PJFG

PJFG Risk / Return Rank: 20
PJFG Sharpe Ratio Rank: 21
PJFG Sortino Ratio Rank: 20
PJFG Omega Ratio Rank: 20
PJFG Calmar Ratio Rank: 18
PJFG Martin Ratio Rank: 20

LSGR

LSGR Risk / Return Rank: 11
LSGR Sharpe Ratio Rank: 11
LSGR Sortino Ratio Rank: 11
LSGR Omega Ratio Rank: 10
LSGR Calmar Ratio Rank: 11
LSGR Martin Ratio Rank: 11

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PJFG vs. LSGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and Natixis Loomis Sayles Focused Growth ETF (LSGR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PJFG	LSGR	Difference
Sharpe ratio: Return per unit of total volatility	0.43	-0.00	+0.43
Sortino ratio: Return per unit of downside risk	0.72	0.12	+0.60
Omega ratio: Gain probability vs. loss probability	1.09	1.01	+0.07
Calmar ratio: Return relative to maximum drawdown	0.42	-0.00	+0.42
Martin ratio: Return relative to average drawdown	1.23	-0.01	+1.24

PJFG vs. LSGR - Sharpe Ratio Comparison

The current PJFG Sharpe Ratio is 0.43, which is higher than the LSGR Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of PJFG and LSGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PJFG vs. LSGR - Drawdown Comparison

The maximum PJFG drawdown since its inception was -24.24%, which is greater than LSGR's maximum drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for PJFG and LSGR.

Drawdown Indicators

	PJFG	LSGR	Difference
Max Drawdown Largest peak-to-trough decline	-24.24%	-22.92%	-1.32%
Max Drawdown (1Y) Largest decline over 1 year	-19.00%	-18.13%	-0.87%
Max Drawdown (3Y) Largest decline over 3 years	-24.24%	-22.92%	-1.32%
Current Drawdown Current decline from peak	-5.80%	-7.31%	+1.51%
Average Drawdown Average peak-to-trough decline	-3.84%	-4.09%	+0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.44%	6.51%	-0.07%

Volatility

PJFG vs. LSGR - Volatility Comparison

The current volatility for PGIM Jennison Focused Growth ETF (PJFG) is 5.57%, while Natixis Loomis Sayles Focused Growth ETF (LSGR) has a volatility of 6.18%. This indicates that PJFG experiences smaller price fluctuations and is considered to be less risky than LSGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PJFG	LSGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	6.18%	-0.61%
Volatility (6M) Calculated over the trailing 6-month period	14.72%	14.30%	+0.42%
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	18.05%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.93%	20.48%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.93%	20.48%	+0.45%

PJFG vs. LSGR - Expense Ratio Comparison

PJFG has a 0.75% expense ratio, which is higher than LSGR's 0.59% expense ratio.

Dividends

PJFG vs. LSGR - Dividend Comparison

Neither PJFG nor LSGR has paid dividends to shareholders.

Position	TTM	2025	2024	2023
LSGR Natixis Loomis Sayles Focused Growth ETF	0.00%	0.05%	0.08%	0.03%
PJFG PGIM Jennison Focused Growth ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PJFG and LSGR in my portfolio?

PJFG and LSGR have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PJFG or LSGR?

LSGR has higher volatility (6.18%) compared to PJFG (5.57%). In terms of maximum drawdown, PJFG dropped -24.24% vs LSGR's -22.92%.

Which ETF is better, PJFG or LSGR?

On 3-year performance, PJFG leads with 20.05% vs 17.74% for LSGR. On fees, LSGR is cheaper at 0.59% per year. On volatility, PJFG has been the lower-risk option at 5.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PJFG or LSGR?

Over the 3-year period, PJFG has performed better with a 20.05% return vs 17.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PJFG or LSGR?

LSGR is cheaper with a 0.59% expense ratio, compared with 0.75% for PJFG.

Which ETF pays a higher dividend yield, PJFG or LSGR?

PJFG and LSGR have nearly identical dividend yields, around 0.00%.

What is the main difference between PJFG and LSGR?

They also come from different issuers: PGIM and Natixis. Their fees differ too: 0.75% for PJFG and 0.59% for LSGR.

Which has better risk-adjusted returns?

PJFG currently has the higher Sharpe Ratio (0.43 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.