PQJCX vs. HYSZX
Compare and contrast key facts about PGIM Jennison Small-Cap Core Equity Fund (PQJCX) and PGIM Short Duration High Yield Income Fund (HYSZX).
PQJCX is managed by PGIM. It was launched on Nov 15, 2016. HYSZX is managed by PGIM. It was launched on Oct 26, 2012.
Performance
PQJCX vs. HYSZX - Performance Comparison
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PQJCX vs. HYSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQJCX PGIM Jennison Small-Cap Core Equity Fund | -1.17% | 1.89% | 28.82% | 14.96% | -24.07% | 21.70% | 38.85% | 25.61% | -12.36% | 18.36% |
HYSZX PGIM Short Duration High Yield Income Fund | -0.70% | 7.84% | 6.49% | 9.57% | -6.46% | 5.48% | 4.19% | 11.78% | 1.20% | 4.68% |
Returns By Period
In the year-to-date period, PQJCX achieves a -1.17% return, which is significantly lower than HYSZX's -0.70% return.
PQJCX
- 1D
- 3.74%
- 1M
- -6.73%
- YTD
- -1.17%
- 6M
- 2.58%
- 1Y
- 13.31%
- 3Y*
- 12.88%
- 5Y*
- 4.54%
- 10Y*
- —
HYSZX
- 1D
- 0.36%
- 1M
- -1.19%
- YTD
- -0.70%
- 6M
- 0.47%
- 1Y
- 5.26%
- 3Y*
- 6.72%
- 5Y*
- 3.86%
- 10Y*
- 4.90%
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PQJCX vs. HYSZX - Expense Ratio Comparison
PQJCX has a 0.95% expense ratio, which is higher than HYSZX's 0.75% expense ratio.
Return for Risk
PQJCX vs. HYSZX — Risk / Return Rank
PQJCX
HYSZX
PQJCX vs. HYSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small-Cap Core Equity Fund (PQJCX) and PGIM Short Duration High Yield Income Fund (HYSZX). 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.
| PQJCX | HYSZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.80 | -1.18 |
Sortino ratioReturn per unit of downside risk | 1.01 | 2.68 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.43 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.45 | -1.55 |
Martin ratioReturn relative to average drawdown | 3.43 | 10.13 | -6.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PQJCX | HYSZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.80 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.02 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.13 | -0.68 |
Correlation
The correlation between PQJCX and HYSZX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PQJCX vs. HYSZX - Dividend Comparison
PQJCX's dividend yield for the trailing twelve months is around 3.05%, less than HYSZX's 5.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PQJCX PGIM Jennison Small-Cap Core Equity Fund | 3.05% | 3.01% | 18.27% | 0.83% | 0.51% | 26.55% | 3.86% | 0.00% | 7.11% | 1.72% | 0.00% | 0.00% |
HYSZX PGIM Short Duration High Yield Income Fund | 5.93% | 6.45% | 6.27% | 4.84% | 5.01% | 4.56% | 5.00% | 5.60% | 5.94% | 5.73% | 6.33% | 6.76% |
Drawdowns
PQJCX vs. HYSZX - Drawdown Comparison
The maximum PQJCX drawdown since its inception was -43.56%, which is greater than HYSZX's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for PQJCX and HYSZX.
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Drawdown Indicators
| PQJCX | HYSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.56% | -18.31% | -25.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.64% | -2.39% | -12.25% |
Max Drawdown (5Y)Largest decline over 5 years | -36.11% | -9.77% | -26.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.31% | — |
Current DrawdownCurrent decline from peak | -7.81% | -1.42% | -6.39% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -1.20% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 0.58% | +3.28% |
Volatility
PQJCX vs. HYSZX - Volatility Comparison
PGIM Jennison Small-Cap Core Equity Fund (PQJCX) has a higher volatility of 7.86% compared to PGIM Short Duration High Yield Income Fund (HYSZX) at 1.11%. This indicates that PQJCX's price experiences larger fluctuations and is considered to be riskier than HYSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQJCX | HYSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 1.11% | +6.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 1.94% | +11.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 3.10% | +19.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 3.83% | +18.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.00% | 4.21% | +18.79% |