PJGZX vs. FGINX
PJGZX (PGIM Jennison Focused Value Fund) and FGINX (Delaware Growth and Income Fund) are both Large Cap Value Equities funds. Over the past 10 years, PJGZX returned 14.95%/yr vs 14.15%/yr for FGINX. Their correlation of 0.90 suggests significant overlap in exposure. PJGZX charges 0.75%/yr vs 1.02%/yr for FGINX.
Performance
PJGZX vs. FGINX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PJGZX having a 18.42% return and FGINX slightly higher at 19.20%. Over the past 10 years, PJGZX has outperformed FGINX with an annualized return of 14.95%, while FGINX has yielded a comparatively lower 14.15% annualized return.
PJGZX
- 1D
- 1.22%
- 1M
- 3.55%
- YTD
- 18.42%
- 6M
- 17.31%
- 1Y
- 33.46%
- 3Y*
- 28.52%
- 5Y*
- 16.35%
- 10Y*
- 14.95%
FGINX
- 1D
- 1.58%
- 1M
- 2.40%
- YTD
- 19.20%
- 6M
- 17.53%
- 1Y
- 41.03%
- 3Y*
- 26.26%
- 5Y*
- 16.81%
- 10Y*
- 14.15%
PJGZX vs. FGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJGZX PGIM Jennison Focused Value Fund | 18.42% | 17.64% | 35.33% | 16.78% | -10.83% | 27.74% | 1.23% | 30.70% | -13.73% | 16.17% |
FGINX Delaware Growth and Income Fund | 19.20% | 29.78% | 15.13% | 11.98% | 3.03% | 21.37% | -0.08% | 25.64% | -10.27% | 18.08% |
Correlation
The correlation between PJGZX and FGINX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 1996 | 0.90 |
The correlation between PJGZX and FGINX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
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Return for Risk
PJGZX vs. FGINX — Risk / Return Rank
PJGZX
FGINX
PJGZX vs. FGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Value Fund (PJGZX) and Delaware Growth and Income Fund (FGINX). 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.
| PJGZX | FGINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.65 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.95 | 5.89 | -0.94 |
| Martin ratioReturn relative to average drawdown | 20.55 | 22.24 | -1.70 |
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Drawdowns
PJGZX vs. FGINX - Drawdown Comparison
The maximum PJGZX drawdown since its inception was -57.87%, which is greater than FGINX's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for PJGZX and FGINX.
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Drawdown Indicators
| PJGZX | FGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -54.80% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -7.34% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.01% | -13.28% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.91% | -16.21% | -5.70% |
Max Drawdown (10Y)Largest decline over 10 years | -36.37% | -37.37% | +1.00% |
Current DrawdownCurrent decline from peak | 0.00% | -0.60% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -9.68% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.94% | -0.22% |
Volatility
PJGZX vs. FGINX - Volatility Comparison
PGIM Jennison Focused Value Fund (PJGZX) has a higher volatility of 4.71% compared to Delaware Growth and Income Fund (FGINX) at 4.47%. This indicates that PJGZX's price experiences larger fluctuations and is considered to be riskier than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJGZX | FGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.47% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 8.95% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 11.93% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 14.93% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 17.01% | +1.34% |
PJGZX vs. FGINX - Expense Ratio Comparison
PJGZX has a 0.75% expense ratio, which is lower than FGINX's 1.02% expense ratio.
Dividends
PJGZX vs. FGINX - Dividend Comparison
PJGZX's dividend yield for the trailing twelve months is around 7.54%, less than FGINX's 9.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGINX Delaware Growth and Income Fund | 9.62% | 11.28% | 12.40% | 7.11% | 7.04% | 11.97% | 6.59% | 51.75% | 25.36% | 5.13% | 4.12% | 5.66% |
PJGZX PGIM Jennison Focused Value Fund | 7.54% | 8.93% | 16.50% | 9.49% | 3.38% | 4.44% | 1.07% | 15.50% | 18.64% | 14.29% | 7.82% | 8.15% |
Frequently Asked Questions
PJGZX and FGINX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PJGZX has higher volatility (4.71%) compared to FGINX (4.47%). In terms of maximum drawdown, PJGZX dropped -57.87% vs FGINX's -54.80%.
FGINX currently has the higher Sharpe Ratio (3.63 vs 2.75), 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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