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PJFG vs. MEME
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJFG vs. MEME - Performance Comparison

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

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Returns By Period

In the year-to-date period, PJFG achieves a 1.35% return, which is significantly lower than MEME's 57.26% return.


PJFG

1D
-1.43%
1M
-3.20%
YTD
1.35%
6M
0.28%
1Y
13.11%
3Y*
21.06%
5Y*
10Y*

MEME

1D
-6.25%
1M
-10.39%
YTD
57.26%
6M
44.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJFG vs. MEME - Yearly Performance Comparison


2026 (YTD)2025
PJFG
PGIM Jennison Focused Growth ETF
1.35%0.45%
MEME
Roundhill Meme Stock ETF
57.26%-38.00%

Correlation

The correlation between PJFG and MEME is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 8, 2025

0.54

PJFG vs. MEME - Sectors Allocation Comparison


Sectors
PJFG
MEME

Technology

50.6%
66.7%

Communication Services

18.7%
5.5%

Consumer Cyclical

11.5%

-

Healthcare

6.4%
5.4%

Industrials

5.3%
22.3%

Financial Services

3.2%
5.5%

Consumer Defensive

2.8%

-

Utilities

1.5%
4.9%

Basic Materials

-

4.6%

Energy

-

4.8%

Real Estate

-

-

Technology

PJFG
50.6%
MEME
66.7%

Communication Services

PJFG
18.7%
MEME
5.5%

Consumer Cyclical

PJFG
11.5%
MEME

-

Healthcare

PJFG
6.4%
MEME
5.4%

Industrials

PJFG
5.3%
MEME
22.3%

Financial Services

PJFG
3.2%
MEME
5.5%

Consumer Defensive

PJFG
2.8%
MEME

-

Utilities

PJFG
1.5%
MEME
4.9%

Basic Materials

PJFG

-

MEME
4.6%

Energy

PJFG

-

MEME
4.8%

Real Estate

PJFG

-

MEME

-

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Return for Risk

PJFG vs. MEME — Risk / Return Rank

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

PJFG
PJFG Risk / Return Rank: 2020
Overall Rank
PJFG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PJFG Sortino Ratio Rank: 2121
Sortino Ratio Rank
PJFG Omega Ratio Rank: 2121
Omega Ratio Rank
PJFG Calmar Ratio Rank: 1717
Calmar Ratio Rank
PJFG Martin Ratio Rank: 2020
Martin Ratio Rank

MEME

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MEME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and Roundhill Meme Stock ETF (MEME). 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.


PJFGMEMEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.69

Martin ratioReturn relative to average drawdown

2.13

PJFG vs. MEME - Sharpe Ratio Comparison


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Drawdowns

PJFG vs. MEME - Drawdown Comparison

The maximum PJFG drawdown since its inception was -24.24%, smaller than the maximum MEME drawdown of -48.78%. Use the drawdown chart below to compare losses from any high point for PJFG and MEME.


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Drawdown Indicators


PJFGMEMEDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-48.78%

+24.54%

Max Drawdown (1Y)

Largest decline over 1 year

-19.00%

Max Drawdown (3Y)

Largest decline over 3 years

-24.24%

Current Drawdown

Current decline from peak

-7.01%

-17.37%

+10.36%

Average Drawdown

Average peak-to-trough decline

-3.79%

-28.63%

+24.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

Volatility

PJFG vs. MEME - Volatility Comparison


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Volatility by Period


PJFGMEMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

75.52%

-57.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

75.52%

-54.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

75.52%

-54.54%

PJFG vs. MEME - Expense Ratio Comparison

PJFG has a 0.75% expense ratio, which is higher than MEME's 0.69% expense ratio.


Dividends

PJFG vs. MEME - Dividend Comparison

Neither PJFG nor MEME has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PJFG and MEME have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MEME is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MEME is cheaper with a 0.69% expense ratio, compared with 0.75% for PJFG.

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

They also come from different issuers: PGIM and Roundhill. Their fees differ too: 0.75% for PJFG and 0.69% for MEME.

Portfolio Optimizer

Find the right allocation for PJFG and MEME

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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