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PJFG vs. LSGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PJFG and LSGR is 0.88, 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

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.

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Key characteristics

Sharpe Ratio

PJFG:

0.63

LSGR:

0.96

Sortino Ratio

PJFG:

0.94

LSGR:

1.29

Omega Ratio

PJFG:

1.13

LSGR:

1.17

Calmar Ratio

PJFG:

0.61

LSGR:

0.94

Martin Ratio

PJFG:

1.92

LSGR:

2.93

Ulcer Index

PJFG:

7.68%

LSGR:

7.36%

Daily Std Dev

PJFG:

27.03%

LSGR:

26.24%

Max Drawdown

PJFG:

-24.24%

LSGR:

-22.92%

Current Drawdown

PJFG:

-2.93%

LSGR:

-4.01%

Returns By Period

In the year-to-date period, PJFG achieves a 2.68% return, which is significantly higher than LSGR's 0.86% return.


PJFG

YTD

2.68%

1M

10.26%

6M

2.93%

1Y

16.83%

3Y*

N/A

5Y*

N/A

10Y*

N/A

LSGR

YTD

0.86%

1M

10.78%

6M

1.85%

1Y

24.81%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PGIM Jennison Focused Growth ETF

PJFG vs. LSGR - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PJFG vs. LSGR — Risk-Adjusted Performance Rank

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

PJFG
The Risk-Adjusted Performance Rank of PJFG is 5555
Overall Rank
The Sharpe Ratio Rank of PJFG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PJFG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PJFG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PJFG is 5252
Martin Ratio Rank

LSGR
The Risk-Adjusted Performance Rank of LSGR is 7373
Overall Rank
The Sharpe Ratio Rank of LSGR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LSGR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of LSGR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LSGR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LSGR is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PJFG vs. LSGR - Risk-Adjusted Performance 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.


The current PJFG Sharpe Ratio is 0.63, which is lower than the LSGR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PJFG and LSGR, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PJFG vs. LSGR - Dividend Comparison

PJFG has not paid dividends to shareholders, while LSGR's dividend yield for the trailing twelve months is around 0.13%.


TTM20242023
PJFG
PGIM Jennison Focused Growth ETF
0.00%0.00%0.00%
LSGR
Natixis Loomis Sayles Focused Growth ETF
0.13%0.08%0.03%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PJFG vs. LSGR - Volatility Comparison

The current volatility for PGIM Jennison Focused Growth ETF (PJFG) is 5.29%, while Natixis Loomis Sayles Focused Growth ETF (LSGR) has a volatility of 6.06%. 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.


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