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

Performance

PSCZX vs. VLEOX - Performance Comparison

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

Loading graphics...

PSCZX vs. VLEOX - 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%
VLEOX
Value Line Small Cap Opportunities Fund
-1.31%6.27%14.23%22.01%-19.12%15.16%26.65%25.32%-4.97%17.66%

Returns By Period

In the year-to-date period, PSCZX achieves a -2.55% return, which is significantly lower than VLEOX's -1.31% return. Over the past 10 years, PSCZX has outperformed VLEOX with an annualized return of 11.63%, while VLEOX has yielded a comparatively lower 10.66% 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%

VLEOX

1D
-1.31%
1M
-9.46%
YTD
-1.31%
6M
0.46%
1Y
13.46%
3Y*
10.24%
5Y*
5.21%
10Y*
10.66%
*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. VLEOX - Expense Ratio Comparison

PSCZX has a 0.82% expense ratio, which is lower than VLEOX's 1.16% expense ratio.


Return for Risk

PSCZX vs. VLEOX — 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

VLEOX
VLEOX Risk / Return Rank: 3333
Overall Rank
VLEOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VLEOX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VLEOX Omega Ratio Rank: 2626
Omega Ratio Rank
VLEOX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VLEOX Martin Ratio Rank: 3636
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. VLEOX - Risk-Adjusted Trends Comparison

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


PSCZXVLEOXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.69

-0.03

Sortino ratio

Return per unit of downside risk

1.05

1.16

-0.11

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

0.81

1.04

-0.24

Martin ratio

Return relative to average drawdown

3.37

3.84

-0.47

PSCZX vs. VLEOX - Sharpe Ratio Comparison

The current PSCZX Sharpe Ratio is 0.66, which is comparable to the VLEOX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PSCZX and VLEOX, 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


PSCZXVLEOXDifference

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

0.27

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.54

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.53

-0.08

Correlation

The correlation between PSCZX and VLEOX is 0.91, 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. VLEOX - Dividend Comparison

PSCZX's dividend yield for the trailing twelve months is around 7.05%, more than VLEOX's 6.48% 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%
VLEOX
Value Line Small Cap Opportunities Fund
6.48%6.40%0.09%0.82%2.76%6.00%8.02%23.60%15.87%3.64%5.40%14.55%

Drawdowns

PSCZX vs. VLEOX - Drawdown Comparison

The maximum PSCZX drawdown since its inception was -56.47%, roughly equal to the maximum VLEOX drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for PSCZX and VLEOX.


Loading graphics...

Drawdown Indicators


PSCZXVLEOXDifference

Max Drawdown

Largest peak-to-trough decline

-56.47%

-55.86%

-0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-10.86%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-30.68%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.40%

-35.30%

-12.10%

Current Drawdown

Current decline from peak

-9.83%

-10.58%

+0.75%

Average Drawdown

Average peak-to-trough decline

-10.11%

-9.52%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.96%

+0.47%

Volatility

PSCZX vs. VLEOX - Volatility Comparison

PGIM Jennison Small Company Fund Class Z (PSCZX) and Value Line Small Cap Opportunities Fund (VLEOX) have volatilities of 6.41% and 6.26%, 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.


Loading graphics...

Volatility by Period


PSCZXVLEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

6.26%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

11.83%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

19.58%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

19.24%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

19.93%

+2.12%