PJFG vs. SCHG
Compare and contrast key facts about PGIM Jennison Focused Growth ETF (PJFG) and Schwab U.S. Large-Cap Growth ETF (SCHG).
PJFG and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PJFG is an actively managed fund by PGIM. It was launched on Dec 12, 2022. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
PJFG vs. SCHG - Performance Comparison
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PJFG vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PJFG PGIM Jennison Focused Growth ETF | -11.44% | 16.94% | 31.59% | 54.23% | -6.69% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -6.15% |
Returns By Period
In the year-to-date period, PJFG achieves a -11.44% return, which is significantly lower than SCHG's -9.73% return.
PJFG
- 1D
- 1.15%
- 1M
- -4.93%
- YTD
- -11.44%
- 6M
- -11.13%
- 1Y
- 15.01%
- 3Y*
- 20.23%
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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PJFG vs. SCHG - Expense Ratio Comparison
PJFG has a 0.75% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
PJFG vs. SCHG — Risk / Return Rank
PJFG
SCHG
PJFG vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| PJFG | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.76 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.24 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.09 | -0.26 |
Martin ratioReturn relative to average drawdown | 2.78 | 3.71 | -0.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PJFG | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.79 | +0.29 |
Correlation
The correlation between PJFG and SCHG is 0.97, 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. SCHG - Dividend Comparison
PJFG has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJFG PGIM Jennison Focused Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
PJFG vs. SCHG - Drawdown Comparison
The maximum PJFG drawdown since its inception was -24.24%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for PJFG and SCHG.
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Drawdown Indicators
| PJFG | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.24% | -34.59% | +10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -19.00% | -16.41% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -15.03% | -12.51% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -5.22% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 4.84% | +0.86% |
Volatility
PJFG vs. SCHG - Volatility Comparison
PGIM Jennison Focused Growth ETF (PJFG) has a higher volatility of 7.23% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that PJFG's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJFG | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 6.77% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 12.54% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.56% | 22.45% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 22.31% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 21.51% | -0.45% |