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PSCZX vs. FTHSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCZX vs. FTHSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Small Company Fund Class Z (PSCZX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). The values are adjusted to include any dividend payments, if applicable.

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PSCZX vs. FTHSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCZX
PGIM Jennison Small Company Fund Class Z
-2.55%7.29%16.22%11.85%-18.57%29.43%27.53%40.68%-13.42%19.81%
FTHSX
FullerThaler Behavioral Small-Cap Equity Fund Class I
-1.76%12.02%16.17%22.55%-7.49%30.83%10.38%28.06%-13.18%17.35%

Returns By Period

In the year-to-date period, PSCZX achieves a -2.55% return, which is significantly lower than FTHSX's -1.76% return. Over the past 10 years, PSCZX has underperformed FTHSX with an annualized return of 11.63%, while FTHSX has yielded a comparatively higher 13.11% annualized return.


PSCZX

1D
-1.29%
1M
-9.26%
YTD
-2.55%
6M
2.77%
1Y
13.91%
3Y*
9.48%
5Y*
5.05%
10Y*
11.63%

FTHSX

1D
-0.91%
1M
-7.89%
YTD
-1.76%
6M
-0.40%
1Y
18.34%
3Y*
14.68%
5Y*
9.63%
10Y*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCZX vs. FTHSX - Expense Ratio Comparison

PSCZX has a 0.82% expense ratio, which is higher than FTHSX's 0.76% expense ratio.


Return for Risk

PSCZX vs. FTHSX — Risk / Return Rank

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

PSCZX
PSCZX Risk / Return Rank: 2828
Overall Rank
PSCZX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PSCZX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PSCZX Omega Ratio Rank: 2626
Omega Ratio Rank
PSCZX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PSCZX Martin Ratio Rank: 3131
Martin Ratio Rank

FTHSX
FTHSX Risk / Return Rank: 5252
Overall Rank
FTHSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FTHSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTHSX Omega Ratio Rank: 4545
Omega Ratio Rank
FTHSX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FTHSX Martin Ratio Rank: 5454
Martin Ratio Rank
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.

PSCZX vs. FTHSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund Class Z (PSCZX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). 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.


PSCZXFTHSXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.96

-0.30

Sortino ratio

Return per unit of downside risk

1.05

1.49

-0.44

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.81

1.34

-0.54

Martin ratio

Return relative to average drawdown

3.37

5.27

-1.90

PSCZX vs. FTHSX - Sharpe Ratio Comparison

The current PSCZX Sharpe Ratio is 0.66, which is lower than the FTHSX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PSCZX and FTHSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCZXFTHSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.96

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.51

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.66

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.62

-0.16

Correlation

The correlation between PSCZX and FTHSX is 0.92, 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

PSCZX vs. FTHSX - Dividend Comparison

PSCZX's dividend yield for the trailing twelve months is around 7.05%, more than FTHSX's 0.55% yield.


TTM20252024202320222021202020192018201720162015
PSCZX
PGIM Jennison Small Company Fund Class Z
7.05%6.87%4.72%0.50%3.67%31.87%13.30%16.41%19.48%7.97%5.32%14.40%
FTHSX
FullerThaler Behavioral Small-Cap Equity Fund Class I
0.55%0.54%8.05%1.81%1.23%3.77%0.35%0.39%0.55%0.26%0.00%15.40%

Drawdowns

PSCZX vs. FTHSX - Drawdown Comparison

The maximum PSCZX drawdown since its inception was -56.47%, which is greater than FTHSX's maximum drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for PSCZX and FTHSX.


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Drawdown Indicators


PSCZXFTHSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.47%

-37.74%

-18.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-12.42%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-24.58%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-47.40%

-37.74%

-9.66%

Current Drawdown

Current decline from peak

-9.83%

-9.42%

-0.41%

Average Drawdown

Average peak-to-trough decline

-10.11%

-5.71%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.17%

+0.26%

Volatility

PSCZX vs. FTHSX - Volatility Comparison

PGIM Jennison Small Company Fund Class Z (PSCZX) has a higher volatility of 6.41% compared to FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) at 5.03%. This indicates that PSCZX's price experiences larger fluctuations and is considered to be riskier than FTHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCZXFTHSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

5.03%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

10.62%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

19.62%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

18.91%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

20.09%

+1.96%