PJFG vs. SPMO

In the year-to-date period, PJFG achieves a 2.68% return, which is significantly lower than SPMO's 11.09% return.

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PJFG has a 0.75% expense ratio, which is higher than SPMO's 0.13% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and Invesco S&P 500® Momentum ETF (SPMO). 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 SPMO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of PJFG and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PJFG has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.48%.

The maximum PJFG drawdown since its inception was -24.24%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for PJFG and SPMO.

PGIM Jennison Focused Growth ETF (PJFG) and Invesco S&P 500® Momentum ETF (SPMO) have volatilities of 5.29% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.