PJFZX vs. AQEIX

Last updated Jul 29, 2026

PJFZX (PGIM Jennison Growth Fund Class Z) and AQEIX (LKCM Aquinas Catholic Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, PJFZX returned 16.89%/yr vs 10.34%/yr for AQEIX. Their correlation of 0.83 means they have usually moved in the same direction. PJFZX charges 0.69%/yr vs 1.00%/yr for AQEIX.

Performance

PJFZX vs. AQEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Growth Fund Class Z (PJFZX) and LKCM Aquinas Catholic Equity Fund (AQEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PJFZX achieves a 2.03% return, which is significantly higher than AQEIX's 1.52% return. Over the past 10 years, PJFZX has outperformed AQEIX with an annualized return of 16.89%, while AQEIX has yielded a comparatively lower 10.34% annualized return.

PJFZX

• 1D: -0.49%
• 1M: -0.01%
• 6M: 2.31%
• YTD: 2.03%
• 1Y: 6.11%
• 3Y*: 18.59%
• 5Y*: 8.21%
• 10Y*: 16.89%
• ALL TIME*: 10.82%

AQEIX

• 1D: 0.45%
• 1M: 1.70%
• 6M: -1.10%
• YTD: 1.52%
• 1Y: 0.78%
• 3Y*: 7.80%
• 5Y*: 4.12%
• 10Y*: 10.34%
• ALL TIME*: 7.51%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AQEIX LKCM Aquinas Catholic Equity Fund	$0.00	$0.00	$0.00
PJFZX PGIM Jennison Growth Fund Class Z	$0.00	$0.00	$0.00

PJFZX vs. AQEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PJFZX PGIM Jennison Growth Fund Class Z	2.03%	14.84%	30.16%	53.86%	-37.70%	15.97%	56.15%	33.23%	-0.95%	36.83%
AQEIX LKCM Aquinas Catholic Equity Fund	1.52%	6.72%	13.29%	14.08%	-18.24%	25.35%	24.23%	30.51%	-8.03%	20.80%

Correlation

The correlation between PJFZX and AQEIX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (10Y) Provides a long-term view across more market conditions.	0.81
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996	0.83

The correlation between PJFZX and AQEIX shifts across timeframes, from 0.72 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PJFZX vs. AQEIX — Risk / Return Rank

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

PJFZX

PJFZX Risk / Return Rank: 10
PJFZX Sharpe Ratio Rank: 10
PJFZX Sortino Ratio Rank: 10
PJFZX Omega Ratio Rank: 10
PJFZX Calmar Ratio Rank: 9
PJFZX Martin Ratio Rank: 9

AQEIX

AQEIX Risk / Return Rank: 5
AQEIX Sharpe Ratio Rank: 5
AQEIX Sortino Ratio Rank: 5
AQEIX Omega Ratio Rank: 5
AQEIX Calmar Ratio Rank: 6
AQEIX Martin Ratio Rank: 6

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.

PJFZX vs. AQEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund Class Z (PJFZX) and LKCM Aquinas Catholic Equity Fund (AQEIX). 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.

	PJFZX	AQEIX	Difference
Sharpe ratio: Return per unit of total volatility	0.37	0.06	+0.31
Sortino ratio: Return per unit of downside risk	0.63	0.17	+0.46
Omega ratio: Gain probability vs. loss probability	1.08	1.02	+0.06
Calmar ratio: Return relative to maximum drawdown	0.37	0.10	+0.27
Martin ratio: Return relative to average drawdown	1.12	0.33	+0.79

PJFZX vs. AQEIX - Sharpe Ratio Comparison

The current PJFZX Sharpe Ratio is 0.37, which is higher than the AQEIX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of PJFZX and AQEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PJFZX vs. AQEIX - Drawdown Comparison

The maximum PJFZX drawdown since its inception was -63.79%, which is greater than AQEIX's maximum drawdown of -54.20%. Use the drawdown chart below to compare losses from any high point for PJFZX and AQEIX.

Drawdown Indicators

	PJFZX	AQEIX	Difference
Max Drawdown Largest peak-to-trough decline	-63.79%	-54.20%	-9.59%
Max Drawdown (1Y) Largest decline over 1 year	-17.66%	-7.02%	-10.64%
Max Drawdown (3Y) Largest decline over 3 years	-24.01%	-19.25%	-4.76%
Max Drawdown (5Y) Largest decline over 5 years	-43.37%	-24.51%	-18.86%
Max Drawdown (10Y) Largest decline over 10 years	-43.37%	-33.65%	-9.72%
Current Drawdown Current decline from peak	-7.27%	-2.07%	-5.20%
Average Drawdown Average peak-to-trough decline	-19.96%	-8.67%	-11.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.81%	2.21%	+3.60%

Volatility

PJFZX vs. AQEIX - Volatility Comparison

PGIM Jennison Growth Fund Class Z (PJFZX) has a higher volatility of 5.14% compared to LKCM Aquinas Catholic Equity Fund (AQEIX) at 2.66%. This indicates that PJFZX's price experiences larger fluctuations and is considered to be riskier than AQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PJFZX	AQEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	2.66%	+2.48%
Volatility (6M) Calculated over the trailing 6-month period	13.88%	8.25%	+5.63%
Volatility (1Y) Calculated over the trailing 1-year period	17.73%	11.46%	+6.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.92%	16.57%	+7.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.39%	18.05%	+5.34%

PJFZX vs. AQEIX - Expense Ratio Comparison

PJFZX has a 0.69% expense ratio, which is lower than AQEIX's 1.00% expense ratio.

Dividends

PJFZX vs. AQEIX - Dividend Comparison

PJFZX's dividend yield for the trailing twelve months is around 11.04%, more than AQEIX's 5.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AQEIX LKCM Aquinas Catholic Equity Fund	5.89%	5.98%	7.90%	2.63%	6.05%	12.61%	6.73%	10.98%	23.36%	8.24%	7.92%	7.69%
PJFZX PGIM Jennison Growth Fund Class Z	11.04%	11.26%	10.56%	6.29%	2.44%	13.04%	8.16%	7.44%	5.65%	5.44%	3.86%	6.50%

Frequently Asked Questions

Can I hold both PJFZX and AQEIX in my portfolio?

PJFZX and AQEIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PJFZX or AQEIX?

PJFZX has higher volatility (5.14%) compared to AQEIX (2.66%). In terms of maximum drawdown, PJFZX dropped -63.79% vs AQEIX's -54.20%.

Which has better risk-adjusted returns?

PJFZX currently has the higher Sharpe Ratio (0.37 vs 0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.