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RSNYX vs. PGJZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSNYX vs. PGJZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Global Energy Transition Fund Class Y (RSNYX) and PGIM Jennison Global Infrastructure Fund (PGJZX). The values are adjusted to include any dividend payments, if applicable.

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RSNYX vs. PGJZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSNYX
Victory Global Energy Transition Fund Class Y
15.92%70.14%16.28%-8.32%35.48%83.62%27.86%-24.32%-45.63%1.36%
PGJZX
PGIM Jennison Global Infrastructure Fund
9.44%18.41%17.13%5.85%-7.82%15.06%1.98%28.89%-8.57%18.81%

Returns By Period

In the year-to-date period, RSNYX achieves a 15.92% return, which is significantly higher than PGJZX's 9.44% return. Over the past 10 years, RSNYX has outperformed PGJZX with an annualized return of 14.23%, while PGJZX has yielded a comparatively lower 9.65% annualized return.


RSNYX

1D
-0.90%
1M
1.33%
YTD
15.92%
6M
30.09%
1Y
104.85%
3Y*
27.43%
5Y*
30.26%
10Y*
14.23%

PGJZX

1D
0.52%
1M
-1.22%
YTD
9.44%
6M
10.99%
1Y
23.21%
3Y*
16.46%
5Y*
11.12%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSNYX vs. PGJZX - Expense Ratio Comparison

RSNYX has a 1.15% expense ratio, which is lower than PGJZX's 1.17% expense ratio.


Return for Risk

RSNYX vs. PGJZX — Risk / Return Rank

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

RSNYX
RSNYX Risk / Return Rank: 9898
Overall Rank
RSNYX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RSNYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RSNYX Omega Ratio Rank: 9797
Omega Ratio Rank
RSNYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
RSNYX Martin Ratio Rank: 9999
Martin Ratio Rank

PGJZX
PGJZX Risk / Return Rank: 8989
Overall Rank
PGJZX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PGJZX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PGJZX Omega Ratio Rank: 8686
Omega Ratio Rank
PGJZX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PGJZX Martin Ratio Rank: 9393
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.

RSNYX vs. PGJZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Global Energy Transition Fund Class Y (RSNYX) and PGIM Jennison Global Infrastructure Fund (PGJZX). 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.


RSNYXPGJZXDifference

Sharpe ratio

Return per unit of total volatility

3.97

1.93

+2.04

Sortino ratio

Return per unit of downside risk

4.38

2.48

+1.90

Omega ratio

Gain probability vs. loss probability

1.64

1.38

+0.26

Calmar ratio

Return relative to maximum drawdown

7.49

3.17

+4.32

Martin ratio

Return relative to average drawdown

27.78

12.74

+15.03

RSNYX vs. PGJZX - Sharpe Ratio Comparison

The current RSNYX Sharpe Ratio is 3.97, which is higher than the PGJZX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of RSNYX and PGJZX, 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


RSNYXPGJZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.97

1.93

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.79

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.61

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.55

-0.43

Correlation

The correlation between RSNYX and PGJZX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSNYX vs. PGJZX - Dividend Comparison

RSNYX's dividend yield for the trailing twelve months is around 3.79%, less than PGJZX's 6.57% yield.


TTM20252024202320222021202020192018201720162015
RSNYX
Victory Global Energy Transition Fund Class Y
3.79%4.39%1.89%2.67%1.07%0.04%0.26%0.25%0.00%0.00%0.00%0.00%
PGJZX
PGIM Jennison Global Infrastructure Fund
6.57%7.18%9.95%1.59%3.30%7.77%1.17%1.58%2.13%1.35%1.71%1.42%

Drawdowns

RSNYX vs. PGJZX - Drawdown Comparison

The maximum RSNYX drawdown since its inception was -89.31%, which is greater than PGJZX's maximum drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for RSNYX and PGJZX.


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Drawdown Indicators


RSNYXPGJZXDifference

Max Drawdown

Largest peak-to-trough decline

-89.31%

-36.64%

-52.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-7.74%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-20.56%

-4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-84.10%

-36.64%

-47.46%

Current Drawdown

Current decline from peak

-1.49%

-3.63%

+2.14%

Average Drawdown

Average peak-to-trough decline

-32.59%

-5.66%

-26.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

1.93%

+1.93%

Volatility

RSNYX vs. PGJZX - Volatility Comparison

Victory Global Energy Transition Fund Class Y (RSNYX) has a higher volatility of 6.43% compared to PGIM Jennison Global Infrastructure Fund (PGJZX) at 4.30%. This indicates that RSNYX's price experiences larger fluctuations and is considered to be riskier than PGJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSNYXPGJZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

4.30%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

7.50%

+11.78%

Volatility (1Y)

Calculated over the trailing 1-year period

26.78%

12.50%

+14.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.44%

14.22%

+11.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.79%

15.73%

+16.06%