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PSCZX vs. QSMLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCZX vs. QSMLX - Performance Comparison

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

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PSCZX vs. QSMLX - 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%
QSMLX
AQR Small Cap Multi-Style Fund
-0.44%17.41%11.02%24.01%-18.31%26.54%17.99%20.42%-14.26%9.33%

Returns By Period

In the year-to-date period, PSCZX achieves a -2.55% return, which is significantly lower than QSMLX's -0.44% return. Over the past 10 years, PSCZX has outperformed QSMLX with an annualized return of 11.63%, while QSMLX has yielded a comparatively lower 10.41% 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%

QSMLX

1D
-1.53%
1M
-7.52%
YTD
-0.44%
6M
0.79%
1Y
25.04%
3Y*
16.69%
5Y*
7.23%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCZX vs. QSMLX - Expense Ratio Comparison

PSCZX has a 0.82% expense ratio, which is higher than QSMLX's 0.72% expense ratio.


Return for Risk

PSCZX vs. QSMLX — 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

QSMLX
QSMLX Risk / Return Rank: 6969
Overall Rank
QSMLX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QSMLX Sortino Ratio Rank: 6868
Sortino Ratio Rank
QSMLX Omega Ratio Rank: 5555
Omega Ratio Rank
QSMLX Calmar Ratio Rank: 8080
Calmar Ratio Rank
QSMLX Martin Ratio Rank: 7575
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. QSMLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund Class Z (PSCZX) and AQR Small Cap Multi-Style Fund (QSMLX). 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.


PSCZXQSMLXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.15

-0.49

Sortino ratio

Return per unit of downside risk

1.05

1.69

-0.64

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

0.81

1.92

-1.11

Martin ratio

Return relative to average drawdown

3.37

7.14

-3.76

PSCZX vs. QSMLX - Sharpe Ratio Comparison

The current PSCZX Sharpe Ratio is 0.66, which is lower than the QSMLX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of PSCZX and QSMLX, 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


PSCZXQSMLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.15

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.32

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.45

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.39

+0.07

Correlation

The correlation between PSCZX and QSMLX 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

PSCZX vs. QSMLX - Dividend Comparison

PSCZX's dividend yield for the trailing twelve months is around 7.05%, less than QSMLX's 10.36% 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%
QSMLX
AQR Small Cap Multi-Style Fund
10.36%10.31%13.88%6.74%0.87%6.13%1.77%0.97%13.57%10.71%2.53%0.22%

Drawdowns

PSCZX vs. QSMLX - Drawdown Comparison

The maximum PSCZX drawdown since its inception was -56.47%, which is greater than QSMLX's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for PSCZX and QSMLX.


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Drawdown Indicators


PSCZXQSMLXDifference

Max Drawdown

Largest peak-to-trough decline

-56.47%

-44.38%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-12.18%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-30.21%

+2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-47.40%

-44.38%

-3.02%

Current Drawdown

Current decline from peak

-9.83%

-9.33%

-0.50%

Average Drawdown

Average peak-to-trough decline

-10.11%

-8.28%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.27%

+0.16%

Volatility

PSCZX vs. QSMLX - Volatility Comparison

The current volatility for PGIM Jennison Small Company Fund Class Z (PSCZX) is 6.41%, while AQR Small Cap Multi-Style Fund (QSMLX) has a volatility of 6.75%. This indicates that PSCZX experiences smaller price fluctuations and is considered to be less risky than QSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCZXQSMLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

6.75%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

14.50%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

22.62%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

22.50%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

23.14%

-1.09%