PSCZX vs. VOO

Last updated Jun 4, 2026

PSCZX (PGIM Jennison Small Company Fund Class Z) and VOO (Vanguard S&P 500 ETF) are both funds - PSCZX is a Small Cap Growth Equities fund actively managed by PGIM, while VOO is a S&P 500 fund tracking the S&P 500 Index. PSCZX is actively managed, while VOO is passively managed. Over the past 10 years, PSCZX returned 12.77%/yr vs 15.56%/yr for VOO. Their correlation of 0.85 suggests significant overlap in exposure. PSCZX charges 0.82%/yr vs 0.03%/yr for VOO.

Performance

PSCZX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Small Company Fund Class Z (PSCZX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCZX achieves a 11.62% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, PSCZX has underperformed VOO with an annualized return of 12.77%, while VOO has yielded a comparatively higher 15.56% annualized return.

PSCZX

• 1D: 1.01%
• 1M: 2.64%
• YTD: 11.62%
• 6M: 11.85%
• 1Y: 25.86%
• 3Y*: 14.88%
• 5Y*: 6.80%
• 10Y*: 12.77%

VOO

• 1D: -0.70%
• 1M: 5.04%
• YTD: 10.91%
• 6M: 10.93%
• 1Y: 28.04%
• 3Y*: 22.44%
• 5Y*: 13.90%
• 10Y*: 15.56%

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

PSCZX vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCZX PGIM Jennison Small Company Fund Class Z	11.62%	7.29%	16.22%	11.85%	-18.57%	29.43%	27.53%	40.68%	-13.42%	19.81%
VOO Vanguard S&P 500 ETF	10.91%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between PSCZX and VOO is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010	0.85

The correlation between PSCZX and VOO shifts across timeframes, from 0.74 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PSCZX vs. VOO — Risk / Return Rank

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

PSCZX

PSCZX Risk / Return Rank: 41
PSCZX Sharpe Ratio Rank: 33
PSCZX Sortino Ratio Rank: 35
PSCZX Omega Ratio Rank: 31
PSCZX Calmar Ratio Rank: 53
PSCZX Martin Ratio Rank: 54

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 70
VOO Omega Ratio Rank: 70
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 75

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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund Class Z (PSCZX) and Vanguard S&P 500 ETF (VOO). 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.

	PSCZX	VOO	Difference
Sharpe ratio: Return per unit of total volatility	1.66	2.39	-0.73
Sortino ratio: Return per unit of downside risk	2.47	3.25	-0.78
Omega ratio: Gain probability vs. loss probability	1.29	1.43	-0.14
Calmar ratio: Return relative to maximum drawdown	2.78	3.16	-0.38
Martin ratio: Return relative to average drawdown	10.97	14.73	-3.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCZX vs. VOO - Sharpe Ratio Comparison

The current PSCZX Sharpe Ratio is 1.66, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of PSCZX and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSCZX	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	2.39	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.83	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.87	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.89	-0.41

Drawdowns

PSCZX vs. VOO - Drawdown Comparison

The maximum PSCZX drawdown since its inception was -56.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PSCZX and VOO.

Drawdown Indicators

	PSCZX	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-56.47%	-33.99%	-22.48%
Max Drawdown (1Y) Largest decline over 1 year	-9.83%	-8.90%	-0.93%
Max Drawdown (3Y) Largest decline over 3 years	-23.25%	-18.69%	-4.56%
Max Drawdown (5Y) Largest decline over 5 years	-28.08%	-24.52%	-3.56%
Max Drawdown (10Y) Largest decline over 10 years	-47.40%	-33.99%	-13.41%
Current Drawdown Current decline from peak	-0.57%	-0.70%	+0.13%
Average Drawdown Average peak-to-trough decline	-10.06%	-3.69%	-6.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	1.91%	+0.57%

Volatility

PSCZX vs. VOO - Volatility Comparison

PGIM Jennison Small Company Fund Class Z (PSCZX) has a higher volatility of 5.04% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that PSCZX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCZX	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	2.84%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	12.42%	8.90%	+3.52%
Volatility (1Y) Calculated over the trailing 1-year period	16.44%	11.80%	+4.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.28%	16.81%	+3.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	18.01%	+4.12%

PSCZX vs. VOO - Expense Ratio Comparison

PSCZX has a 0.82% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

PSCZX vs. VOO - Dividend Comparison

PSCZX's dividend yield for the trailing twelve months is around 6.16%, more than VOO's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCZX PGIM Jennison Small Company Fund Class Z	6.16%	6.87%	4.72%	0.50%	3.67%	31.87%	13.30%	16.41%	19.48%	7.97%	5.32%	14.40%
VOO Vanguard S&P 500 ETF	1.03%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both PSCZX and VOO in my portfolio?

PSCZX and VOO have a correlation of 0.74, 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 VOO?

PSCZX has higher volatility (5.04%) compared to VOO (2.84%). In terms of maximum drawdown, PSCZX dropped -56.47% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.39 vs 1.66), 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.