PSCZX vs. PXQSX

Last updated Aug 1, 2026

PSCZX (PGIM Jennison Small Company Fund Class Z) and PXQSX (Virtus KAR Small-Cap Value Fund) are both Small Cap Growth Equities funds. Over the past 10 years, PSCZX returned 12.79%/yr vs 8.18%/yr for PXQSX. Their correlation of 0.89 means they have usually moved in the same direction. PSCZX charges 0.82%/yr vs 0.96%/yr for PXQSX.

Performance

PSCZX vs. PXQSX - Performance Comparison

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

Returns By Period

In the year-to-date period, PSCZX achieves a 13.81% return, which is significantly higher than PXQSX's 8.56% return. Over the past 10 years, PSCZX has outperformed PXQSX with an annualized return of 12.79%, while PXQSX has yielded a comparatively lower 8.18% annualized return.

PSCZX

• 1D: 1.71%
• 1M: -2.30%
• 6M: 8.98%
• YTD: 13.81%
• 1Y: 28.28%
• 3Y*: 13.17%
• 5Y*: 6.65%
• 10Y*: 12.79%
• ALL TIME*: 9.93%

PXQSX

• 1D: -0.99%
• 1M: 0.32%
• 6M: 3.22%
• YTD: 8.56%
• 1Y: 6.65%
• 3Y*: 6.72%
• 5Y*: 1.36%
• 10Y*: 8.18%
• ALL TIME*: 8.11%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PSCZX PGIM Jennison Small Company Fund Class Z	$0.00	$0.00	$0.00
PXQSX Virtus KAR Small-Cap Value Fund	$0.00	$0.00	$0.00

PSCZX vs. PXQSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCZX PGIM Jennison Small Company Fund Class Z	13.81%	7.29%	16.22%	11.85%	-18.57%	29.43%	27.53%	40.68%	-13.42%	19.81%
PXQSX Virtus KAR Small-Cap Value Fund	8.56%	-4.50%	9.63%	19.10%	-24.29%	19.50%	28.16%	24.87%	-15.95%	18.90%

Correlation

The correlation between PSCZX and PXQSX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (10Y) Provides a long-term view across more market conditions.	0.87
Correlation (All Time) Calculated using the full available price history since Jun 29, 2006	0.89

The correlation between PSCZX and PXQSX shifts across timeframes, from 0.72 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PSCZX vs. PXQSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSCZX

PSCZX Risk / Return Rank: 66
PSCZX Sharpe Ratio Rank: 58
PSCZX Sortino Ratio Rank: 63
PSCZX Omega Ratio Rank: 53
PSCZX Calmar Ratio Rank: 78
PSCZX Martin Ratio Rank: 78

PXQSX

PXQSX Risk / Return Rank: 7
PXQSX Sharpe Ratio Rank: 7
PXQSX Sortino Ratio Rank: 8
PXQSX Omega Ratio Rank: 7
PXQSX Calmar Ratio Rank: 8
PXQSX Martin Ratio Rank: 7

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSCZX vs. PXQSX - Risk-Adjusted Trends Comparison

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

	PSCZX	PXQSX	Difference
Sharpe ratio: Return per unit of total volatility	1.46	0.23	+1.22
Sortino ratio: Return per unit of downside risk	2.22	0.49	+1.72
Omega ratio: Gain probability vs. loss probability	1.26	1.05	+0.21
Calmar ratio: Return relative to maximum drawdown	2.58	0.30	+2.28
Martin ratio: Return relative to average drawdown	9.57	0.61	+8.96

PSCZX vs. PXQSX - Sharpe Ratio Comparison

The current PSCZX Sharpe Ratio is 1.46, which is higher than the PXQSX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PSCZX and PXQSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSCZX vs. PXQSX - Drawdown Comparison

The maximum PSCZX drawdown since its inception was -56.47%, roughly equal to the maximum PXQSX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PSCZX and PXQSX.

Drawdown Indicators

	PSCZX	PXQSX	Difference
Max Drawdown Largest peak-to-trough decline	-56.47%	-55.56%	-0.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.83%	-13.25%	+3.42%
Max Drawdown (3Y) Largest decline over 3 years	-23.25%	-22.87%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-28.08%	-31.49%	+3.41%
Max Drawdown (10Y) Largest decline over 10 years	-47.40%	-37.65%	-9.75%
Current Drawdown Current decline from peak	-4.65%	-6.71%	+2.06%
Average Drawdown Average peak-to-trough decline	-10.01%	-10.28%	+0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	6.56%	-3.90%

Volatility

PSCZX vs. PXQSX - Volatility Comparison

PGIM Jennison Small Company Fund Class Z (PSCZX) and Virtus KAR Small-Cap Value Fund (PXQSX) have volatilities of 4.83% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCZX	PXQSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	4.65%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	13.66%	12.17%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	17.41%	16.96%	+0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.30%	20.24%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	20.49%	+1.64%

PSCZX vs. PXQSX - Expense Ratio Comparison

PSCZX has a 0.82% expense ratio, which is lower than PXQSX's 0.96% expense ratio.

Dividends

PSCZX vs. PXQSX - Dividend Comparison

PSCZX's dividend yield for the trailing twelve months is around 6.04%, more than PXQSX's 5.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCZX PGIM Jennison Small Company Fund Class Z	6.04%	6.87%	4.72%	0.50%	3.67%	31.87%	13.30%	16.41%	19.48%	7.97%	5.32%	14.40%
PXQSX Virtus KAR Small-Cap Value Fund	5.35%	5.81%	4.90%	2.99%	3.37%	1.76%	0.82%	0.80%	2.54%	5.32%	8.89%	7.58%

Frequently Asked Questions

Can I hold both PSCZX and PXQSX in my portfolio?

PSCZX and PXQSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCZX or PXQSX?

PSCZX has higher volatility (4.83%) compared to PXQSX (4.65%). In terms of maximum drawdown, PSCZX dropped -56.47% vs PXQSX's -55.56%.

Which has better risk-adjusted returns?

PSCZX currently has the higher Sharpe Ratio (1.46 vs 0.23), 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.