PJFG vs. SGRT

Last updated Jun 5, 2026

PJFG (PGIM Jennison Focused Growth ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.65 correlation means they provide meaningful diversification when combined. PJFG charges 0.75%/yr vs 0.59%/yr for SGRT.

Performance

PJFG vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Focused Growth ETF (PJFG) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PJFG achieves a 6.93% return, which is significantly lower than SGRT's 48.90% return.

PJFG

• 1D: 0.27%
• 1M: 6.68%
• YTD: 6.93%
• 6M: 5.99%
• 1Y: 19.48%
• 3Y*: 24.11%
• 5Y*: —
• 10Y*: —

SGRT

• 1D: -1.69%
• 1M: 9.59%
• YTD: 48.90%
• 6M: 51.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PJFG vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
PJFG PGIM Jennison Focused Growth ETF	6.93%	6.45%
SGRT SMART Earnings Growth 30 ETF	48.90%	25.25%

Correlation

The correlation between PJFG and SGRT is 0.65, 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 Aug 21, 2025	0.65

Return for Risk

PJFG vs. SGRT — Risk / Return Rank

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

PJFG

PJFG Risk / Return Rank: 29
PJFG Sharpe Ratio Rank: 33
PJFG Sortino Ratio Rank: 32
PJFG Omega Ratio Rank: 32
PJFG Calmar Ratio Rank: 23
PJFG Martin Ratio Rank: 25

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	1.16	—	—
Sortino ratio: Return per unit of downside risk	1.66	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	1.03	—	—
Martin ratio: Return relative to average drawdown	3.23	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PJFG	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.36	3.63	-2.27

Drawdowns

PJFG vs. SGRT - Drawdown Comparison

The maximum PJFG drawdown since its inception was -24.24%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for PJFG and SGRT.

Drawdown Indicators

	PJFG	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-24.24%	-17.87%	-6.37%
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	-1.90%	-1.69%	-0.21%
Average Drawdown Average peak-to-trough decline	-3.74%	-3.10%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.04%	—	—

Volatility

Volatility by Period

	PJFG	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.82%	33.40%	-16.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.86%	33.40%	-12.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.86%	33.40%	-12.54%

PJFG vs. SGRT - Expense Ratio Comparison

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

Dividends

PJFG vs. SGRT - Dividend Comparison

PJFG has not paid dividends to shareholders, while SGRT's dividend yield for the trailing twelve months is around 0.11%.

Position	TTM	2025
PJFG PGIM Jennison Focused Growth ETF	0.00%	0.00%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%

Frequently Asked Questions

Can I hold both PJFG and SGRT in my portfolio?

PJFG and SGRT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PJFG or SGRT?

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PJFG or SGRT?

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

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

SGRT has the higher dividend yield at 0.11%, compared with 0.00% for PJFG.

What is the main difference between PJFG and SGRT?

Their fees differ too: 0.75% for PJFG and 0.59% for SGRT.