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

Correlation

The correlation between PJFG and VUG is 0.96, 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.


-0.50.00.51.01.0

Performance

PJFG vs. VUG - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.80%
12.89%
PJFG
VUG

Key characteristics

Sharpe Ratio

PJFG:

1.18

VUG:

1.61

Sortino Ratio

PJFG:

1.68

VUG:

2.16

Omega Ratio

PJFG:

1.22

VUG:

1.29

Calmar Ratio

PJFG:

1.57

VUG:

2.18

Martin Ratio

PJFG:

5.45

VUG:

8.29

Ulcer Index

PJFG:

4.31%

VUG:

3.41%

Daily Std Dev

PJFG:

19.92%

VUG:

17.63%

Max Drawdown

PJFG:

-15.02%

VUG:

-50.68%

Current Drawdown

PJFG:

-1.19%

VUG:

-0.51%

Returns By Period

In the year-to-date period, PJFG achieves a 4.51% return, which is significantly higher than VUG's 3.65% return.


PJFG

YTD

4.51%

1M

1.98%

6M

13.01%

1Y

26.61%

5Y*

N/A

10Y*

N/A

VUG

YTD

3.65%

1M

1.68%

6M

14.18%

1Y

29.99%

5Y*

17.45%

10Y*

15.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PJFG vs. VUG - Expense Ratio Comparison

PJFG has a 0.75% expense ratio, which is higher than VUG's 0.04% expense ratio.


PJFG
PGIM Jennison Focused Growth ETF
Expense ratio chart for PJFG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PJFG vs. VUG — 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 5050
Overall Rank
The Sharpe Ratio Rank of PJFG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PJFG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of PJFG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PJFG is 5353
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6868
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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for PJFG, currently valued at 1.18, compared to the broader market0.002.004.001.181.61
The chart of Sortino ratio for PJFG, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.0012.001.682.16
The chart of Omega ratio for PJFG, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.29
The chart of Calmar ratio for PJFG, currently valued at 1.57, compared to the broader market0.005.0010.0015.001.572.18
The chart of Martin ratio for PJFG, currently valued at 5.45, compared to the broader market0.0020.0040.0060.0080.00100.005.458.29
PJFG
VUG

The current PJFG Sharpe Ratio is 1.18, which is comparable to the VUG Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of PJFG and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.18
1.61
PJFG
VUG

Dividends

PJFG vs. VUG - Dividend Comparison

PJFG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
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%
VUG
Vanguard Growth ETF
0.45%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

PJFG vs. VUG - Drawdown Comparison

The maximum PJFG drawdown since its inception was -15.02%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PJFG and VUG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.19%
-0.51%
PJFG
VUG

Volatility

PJFG vs. VUG - Volatility Comparison

PGIM Jennison Focused Growth ETF (PJFG) has a higher volatility of 5.49% compared to Vanguard Growth ETF (VUG) at 4.79%. This indicates that PJFG's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.49%
4.79%
PJFG
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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