PJFZX vs. VRGWX
PJFZX (PGIM Jennison Growth Fund Class Z) and VRGWX (Vanguard Russell 1000 Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds. PJFZX is actively managed, while VRGWX is passively managed. Over the past 10 years, PJFZX returned 16.89%/yr vs 17.70%/yr for VRGWX. Their 0.96 correlation means they have historically moved very closely together. PJFZX charges 0.69%/yr vs 0.05%/yr for VRGWX.
Performance
PJFZX vs. VRGWX - Performance Comparison
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Returns By Period
In the year-to-date period, PJFZX achieves a 2.03% return, which is significantly higher than VRGWX's -0.71% return. Both investments have delivered pretty close results over the past 10 years, with PJFZX having a 16.89% annualized return and VRGWX not far ahead at 17.70%.
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%
VRGWX
- 1D
- -0.45%
- 1M
- -1.64%
- 6M
- -0.96%
- YTD
- -0.71%
- 1Y
- 6.67%
- 3Y*
- 18.82%
- 5Y*
- 12.28%
- 10Y*
- 17.70%
- ALL TIME*
- 16.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PJFZX vs. VRGWX - 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% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | -0.71% | 18.32% | 33.25% | 42.65% | -29.18% | 32.42% | 38.38% | 36.30% | -1.59% | 30.11% |
Correlation
The correlation between PJFZX and VRGWX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.96 |
The correlation between PJFZX and VRGWX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
PJFZX vs. VRGWX — Risk / Return Rank
PJFZX
VRGWX
PJFZX vs. VRGWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Growth Fund Class Z (PJFZX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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 | VRGWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.08 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 0.44 | -0.07 |
| Martin ratioReturn relative to average drawdown | 1.12 | 1.35 | -0.23 |
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Drawdowns
PJFZX vs. VRGWX - Drawdown Comparison
The maximum PJFZX drawdown since its inception was -63.79%, which is greater than VRGWX's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for PJFZX and VRGWX.
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Drawdown Indicators
| PJFZX | VRGWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.79% | -32.70% | -31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -17.66% | -16.19% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -24.01% | -23.44% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -43.37% | -32.70% | -10.67% |
Max Drawdown (10Y)Largest decline over 10 years | -43.37% | -32.70% | -10.67% |
Current DrawdownCurrent decline from peak | -7.27% | -8.91% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -19.96% | -4.88% | -15.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 5.27% | +0.54% |
Volatility
PJFZX vs. VRGWX - Volatility Comparison
The current volatility for PGIM Jennison Growth Fund Class Z (PJFZX) is 5.14%, while Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) has a volatility of 6.24%. This indicates that PJFZX experiences smaller price fluctuations and is considered to be less risky than VRGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJFZX | VRGWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 6.24% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 13.60% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 17.16% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.92% | 21.88% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 21.27% | +2.12% |
PJFZX vs. VRGWX - Expense Ratio Comparison
PJFZX has a 0.69% expense ratio, which is higher than VRGWX's 0.05% expense ratio.
Dividends
PJFZX vs. VRGWX - Dividend Comparison
PJFZX's dividend yield for the trailing twelve months is around 11.04%, more than VRGWX's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | 0.49% | 0.35% | 0.56% | 0.71% | 0.99% | 4.18% | 0.77% | 1.03% | 1.22% | 1.22% | 1.52% | 1.51% |
Frequently Asked Questions
With a correlation of 0.97, PJFZX and VRGWX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VRGWX has higher volatility (6.24%) compared to PJFZX (5.14%). In terms of maximum drawdown, PJFZX dropped -63.79% vs VRGWX's -32.70%.
VRGWX currently has the higher Sharpe Ratio (0.42 vs 0.37), 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.
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