PortfoliosLab logoPortfoliosLab logo
PSCZX vs. NSCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCZX vs. NSCRX - Performance Comparison

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

Loading graphics...

PSCZX vs. NSCRX - 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%
NSCRX
Nuveen Small-Cap Value Opportunities Fund
0.14%7.33%20.22%16.67%-5.26%26.89%0.48%25.16%-19.12%12.11%

Returns By Period

In the year-to-date period, PSCZX achieves a -2.55% return, which is significantly lower than NSCRX's 0.14% return. Over the past 10 years, PSCZX has outperformed NSCRX with an annualized return of 11.63%, while NSCRX has yielded a comparatively lower 9.42% 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%

NSCRX

1D
-0.96%
1M
-6.93%
YTD
0.14%
6M
2.62%
1Y
14.32%
3Y*
13.89%
5Y*
8.55%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSCZX vs. NSCRX - Expense Ratio Comparison

PSCZX has a 0.82% expense ratio, which is lower than NSCRX's 0.94% expense ratio.


Return for Risk

PSCZX vs. NSCRX — 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

NSCRX
NSCRX Risk / Return Rank: 3030
Overall Rank
NSCRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NSCRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
NSCRX Omega Ratio Rank: 2525
Omega Ratio Rank
NSCRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
NSCRX Martin Ratio Rank: 3333
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. NSCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund Class Z (PSCZX) and Nuveen Small-Cap Value Opportunities Fund (NSCRX). 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.


PSCZXNSCRXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.69

-0.03

Sortino ratio

Return per unit of downside risk

1.05

1.09

-0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.81

0.94

-0.13

Martin ratio

Return relative to average drawdown

3.37

3.58

-0.21

PSCZX vs. NSCRX - Sharpe Ratio Comparison

The current PSCZX Sharpe Ratio is 0.66, which is comparable to the NSCRX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PSCZX and NSCRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PSCZXNSCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.69

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.37

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.40

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.34

+0.11

Correlation

The correlation between PSCZX and NSCRX 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. NSCRX - Dividend Comparison

PSCZX's dividend yield for the trailing twelve months is around 7.05%, less than NSCRX's 9.07% 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%
NSCRX
Nuveen Small-Cap Value Opportunities Fund
9.07%9.09%25.26%0.85%6.20%11.20%0.80%6.29%13.66%3.93%2.71%0.15%

Drawdowns

PSCZX vs. NSCRX - Drawdown Comparison

The maximum PSCZX drawdown since its inception was -56.47%, smaller than the maximum NSCRX drawdown of -70.39%. Use the drawdown chart below to compare losses from any high point for PSCZX and NSCRX.


Loading graphics...

Drawdown Indicators


PSCZXNSCRXDifference

Max Drawdown

Largest peak-to-trough decline

-56.47%

-70.39%

+13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-13.01%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-34.58%

+6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-47.40%

-47.18%

-0.22%

Current Drawdown

Current decline from peak

-9.83%

-15.42%

+5.59%

Average Drawdown

Average peak-to-trough decline

-10.11%

-12.58%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.40%

+0.03%

Volatility

PSCZX vs. NSCRX - Volatility Comparison

PGIM Jennison Small Company Fund Class Z (PSCZX) has a higher volatility of 6.41% compared to Nuveen Small-Cap Value Opportunities Fund (NSCRX) at 6.06%. This indicates that PSCZX's price experiences larger fluctuations and is considered to be riskier than NSCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PSCZXNSCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

6.06%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

13.43%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

21.21%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

23.30%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

23.76%

-1.71%