PRUAX vs. FKUQX

Last updated Apr 1, 2026

Compare and contrast key facts about PGIM Jennison Utility Fund (PRUAX) and Franklin Utilities Fund Class A (FKUQX).

PRUAX is managed by PGIM. It was launched on Jan 21, 1990. FKUQX is an actively managed fund by Franklin Templeton. It was launched on Sep 30, 1948.

Performance

PRUAX vs. FKUQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Utility Fund (PRUAX) and Franklin Utilities Fund Class A (FKUQX). The values are adjusted to include any dividend payments, if applicable.

PRUAX vs. FKUQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PRUAX PGIM Jennison Utility Fund	6.96%	11.47%	39.83%	-3.96%	-0.18%	14.89%	4.14%	27.06%	-5.02%
FKUQX Franklin Utilities Fund Class A	9.56%	14.51%	27.00%	-5.00%	1.57%	17.88%	-2.21%	29.45%	-5.13%

Returns By Period

In the year-to-date period, PRUAX achieves a 6.96% return, which is significantly lower than FKUQX's 9.56% return.

PRUAX

• 1D: 0.50%
• 1M: -3.94%
• YTD: 6.96%
• 6M: 4.81%
• 1Y: 16.99%
• 3Y*: 18.24%
• 5Y*: 12.73%
• 10Y*: 11.25%

FKUQX

• 1D: 0.70%
• 1M: -2.95%
• YTD: 9.56%
• 6M: 8.33%
• 1Y: 20.98%
• 3Y*: 15.48%
• 5Y*: 11.91%
• 10Y*: —

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

PRUAX vs. FKUQX - Expense Ratio Comparison

PRUAX has a 0.83% expense ratio, which is higher than FKUQX's 0.81% expense ratio.

PRUAX

PGIM Jennison Utility Fund

FKUQX

Franklin Utilities Fund Class A

Return for Risk

PRUAX vs. FKUQX — Risk / Return Rank

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

PRUAX

PRUAX Risk / Return Rank: 60
PRUAX Sharpe Ratio Rank: 62
PRUAX Sortino Ratio Rank: 57
PRUAX Omega Ratio Rank: 50
PRUAX Calmar Ratio Rank: 83
PRUAX Martin Ratio Rank: 48

FKUQX

FKUQX Risk / Return Rank: 80
FKUQX Sharpe Ratio Rank: 79
FKUQX Sortino Ratio Rank: 77
FKUQX Omega Ratio Rank: 70
FKUQX Calmar Ratio Rank: 92
FKUQX Martin Ratio Rank: 79

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.

PRUAX vs. FKUQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Utility Fund (PRUAX) and Franklin Utilities Fund Class A (FKUQX). 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.

	PRUAX	FKUQX	Difference
Sharpe ratio Return per unit of total volatility	1.11	1.47	-0.37
Sortino ratio Return per unit of downside risk	1.51	1.97	-0.45
Omega ratio Gain probability vs. loss probability	1.20	1.27	-0.06
Calmar ratio Return relative to maximum drawdown	2.02	2.81	-0.79
Martin ratio Return relative to average drawdown	4.77	7.77	-2.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRUAX vs. FKUQX - Sharpe Ratio Comparison

The current PRUAX Sharpe Ratio is 1.11, which is comparable to the FKUQX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of PRUAX and FKUQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRUAX	FKUQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	1.47	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.71	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.55	+0.12

Correlation

The correlation between PRUAX and FKUQX is 0.94, 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.

Dividends

PRUAX vs. FKUQX - Dividend Comparison

PRUAX's dividend yield for the trailing twelve months is around 10.61%, more than FKUQX's 7.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRUAX PGIM Jennison Utility Fund	10.61%	11.24%	18.59%	9.82%	8.33%	13.94%	2.07%	5.62%	9.19%	4.19%	7.64%	11.96%
FKUQX Franklin Utilities Fund Class A	7.43%	7.63%	8.56%	6.36%	3.63%	4.87%	9.48%	5.94%	3.82%	0.00%	0.00%	0.00%

Drawdowns

PRUAX vs. FKUQX - Drawdown Comparison

The maximum PRUAX drawdown since its inception was -58.20%, which is greater than FKUQX's maximum drawdown of -36.53%. Use the drawdown chart below to compare losses from any high point for PRUAX and FKUQX.

Drawdown Indicators

	PRUAX	FKUQX	Difference
Max Drawdown Largest peak-to-trough decline	-58.20%	-36.53%	-21.67%
Max Drawdown (1Y) Largest decline over 1 year	-9.25%	-8.20%	-1.05%
Max Drawdown (5Y) Largest decline over 5 years	-20.65%	-22.64%	+1.99%
Max Drawdown (10Y) Largest decline over 10 years	-35.54%	—	—
Current Drawdown Current decline from peak	-3.94%	-2.95%	-0.99%
Average Drawdown Average peak-to-trough decline	-9.45%	-6.59%	-2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.92%	2.97%	+0.95%

Volatility

PRUAX vs. FKUQX - Volatility Comparison

PGIM Jennison Utility Fund (PRUAX) has a higher volatility of 5.85% compared to Franklin Utilities Fund Class A (FKUQX) at 5.16%. This indicates that PRUAX's price experiences larger fluctuations and is considered to be riskier than FKUQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRUAX	FKUQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.85%	5.16%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	11.31%	9.85%	+1.46%
Volatility (1Y) Calculated over the trailing 1-year period	16.38%	15.14%	+1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.97%	16.77%	+0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.79%	20.61%	-2.82%