TAIBX vs. PJFAX

Last updated Apr 2, 2026

Compare and contrast key facts about PGIM Core Bond Fund (TAIBX) and PGIM Jennison Growth Fund (PJFAX).

TAIBX is managed by PGIM. It was launched on Jan 5, 1993. PJFAX is managed by PGIM. It was launched on Nov 2, 1995.

Performance

TAIBX vs. PJFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Core Bond Fund (TAIBX) and PGIM Jennison Growth Fund (PJFAX). The values are adjusted to include any dividend payments, if applicable.

TAIBX vs. PJFAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TAIBX PGIM Core Bond Fund	-0.33%	7.36%	1.44%	5.89%	-14.59%	-1.73%	8.40%	9.13%	-0.44%	4.03%
PJFAX PGIM Jennison Growth Fund	-11.09%	14.53%	48.10%	52.76%	-37.89%	15.65%	55.66%	45.04%	-1.24%	36.41%

Returns By Period

In the year-to-date period, TAIBX achieves a -0.33% return, which is significantly higher than PJFAX's -11.09% return. Over the past 10 years, TAIBX has underperformed PJFAX with an annualized return of 1.72%, while PJFAX has yielded a comparatively higher 17.93% annualized return.

TAIBX

• 1D: 0.23%
• 1M: -1.80%
• YTD: -0.33%
• 6M: 0.56%
• 1Y: 3.90%
• 3Y*: 3.70%
• 5Y*: -0.05%
• 10Y*: 1.72%

PJFAX

• 1D: 3.70%
• 1M: -5.62%
• YTD: -11.09%
• 6M: -10.65%
• 1Y: 12.35%
• 3Y*: 24.87%
• 5Y*: 10.87%
• 10Y*: 17.93%

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

TAIBX vs. PJFAX - Expense Ratio Comparison

TAIBX has a 0.33% expense ratio, which is lower than PJFAX's 0.97% expense ratio.

PJFAX

PGIM Jennison Growth Fund

TAIBX

PGIM Core Bond Fund

Return for Risk

TAIBX vs. PJFAX — Risk / Return Rank

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

TAIBX

TAIBX Risk / Return Rank: 42
TAIBX Sharpe Ratio Rank: 43
TAIBX Sortino Ratio Rank: 41
TAIBX Omega Ratio Rank: 29
TAIBX Calmar Ratio Rank: 59
TAIBX Martin Ratio Rank: 38

PJFAX

PJFAX Risk / Return Rank: 23
PJFAX Sharpe Ratio Rank: 21
PJFAX Sortino Ratio Rank: 24
PJFAX Omega Ratio Rank: 23
PJFAX Calmar Ratio Rank: 23
PJFAX Martin Ratio Rank: 22

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.

TAIBX vs. PJFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Core Bond Fund (TAIBX) and PGIM Jennison Growth Fund (PJFAX). 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.

	TAIBX	PJFAX	Difference
Sharpe ratio Return per unit of total volatility	0.96	0.59	+0.37
Sortino ratio Return per unit of downside risk	1.38	1.01	+0.37
Omega ratio Gain probability vs. loss probability	1.17	1.14	+0.03
Calmar ratio Return relative to maximum drawdown	1.58	0.73	+0.85
Martin ratio Return relative to average drawdown	4.56	2.47	+2.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TAIBX vs. PJFAX - Sharpe Ratio Comparison

The current TAIBX Sharpe Ratio is 0.96, which is higher than the PJFAX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TAIBX and PJFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TAIBX	PJFAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.59	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.44	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.75	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.49	+0.55

Correlation

The correlation between TAIBX and PJFAX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TAIBX vs. PJFAX - Dividend Comparison

TAIBX's dividend yield for the trailing twelve months is around 4.07%, less than PJFAX's 15.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TAIBX PGIM Core Bond Fund	4.07%	4.41%	3.77%	3.47%	2.48%	1.98%	3.14%	3.03%	3.03%	2.53%	2.55%	2.49%
PJFAX PGIM Jennison Growth Fund	15.09%	13.42%	24.62%	7.23%	2.77%	14.67%	9.02%	16.27%	6.06%	5.85%	4.12%	6.90%

Drawdowns

TAIBX vs. PJFAX - Drawdown Comparison

The maximum TAIBX drawdown since its inception was -20.09%, smaller than the maximum PJFAX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for TAIBX and PJFAX.

Drawdown Indicators

	TAIBX	PJFAX	Difference
Max Drawdown Largest peak-to-trough decline	-20.09%	-64.07%	+43.98%
Max Drawdown (1Y) Largest decline over 1 year	-3.02%	-17.76%	+14.74%
Max Drawdown (5Y) Largest decline over 5 years	-19.91%	-43.56%	+23.65%
Max Drawdown (10Y) Largest decline over 10 years	-20.09%	-43.56%	+23.47%
Current Drawdown Current decline from peak	-3.53%	-14.72%	+11.19%
Average Drawdown Average peak-to-trough decline	-2.31%	-20.44%	+18.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.05%	5.25%	-4.20%

Volatility

TAIBX vs. PJFAX - Volatility Comparison

The current volatility for PGIM Core Bond Fund (TAIBX) is 1.62%, while PGIM Jennison Growth Fund (PJFAX) has a volatility of 6.98%. This indicates that TAIBX experiences smaller price fluctuations and is considered to be less risky than PJFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TAIBX	PJFAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.62%	6.98%	-5.36%
Volatility (6M) Calculated over the trailing 6-month period	2.66%	13.06%	-10.40%
Volatility (1Y) Calculated over the trailing 1-year period	4.46%	22.44%	-17.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.05%	24.81%	-18.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.02%	23.97%	-18.95%