TBDAX vs. PJFAX
Compare and contrast key facts about PGIM Jennison Diversified Growth Fund (TBDAX) and PGIM Jennison Growth Fund (PJFAX).
TBDAX is managed by PGIM. It was launched on Nov 3, 1999. PJFAX is managed by PGIM. It was launched on Nov 2, 1995.
Performance
TBDAX vs. PJFAX - Performance Comparison
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TBDAX vs. PJFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TBDAX PGIM Jennison Diversified Growth Fund | -9.46% | 17.74% | 49.37% | 46.04% | -32.89% | 22.14% | 42.35% | 35.77% | -1.36% | 22.88% |
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, TBDAX achieves a -9.46% return, which is significantly higher than PJFAX's -11.09% return. Both investments have delivered pretty close results over the past 10 years, with TBDAX having a 17.19% annualized return and PJFAX not far ahead at 17.93%.
TBDAX
- 1D
- 3.80%
- 1M
- -5.57%
- YTD
- -9.46%
- 6M
- -8.36%
- 1Y
- 16.72%
- 3Y*
- 25.64%
- 5Y*
- 13.16%
- 10Y*
- 17.19%
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%
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TBDAX vs. PJFAX - Expense Ratio Comparison
TBDAX has a 1.15% expense ratio, which is higher than PJFAX's 0.97% expense ratio.
Return for Risk
TBDAX vs. PJFAX — Risk / Return Rank
TBDAX
PJFAX
TBDAX vs. PJFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Diversified Growth Fund (TBDAX) 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.
| TBDAX | PJFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.59 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.01 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 0.73 | +0.38 |
Martin ratioReturn relative to average drawdown | 3.90 | 2.47 | +1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TBDAX | PJFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.59 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.44 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.75 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.49 | -0.16 |
Correlation
The correlation between TBDAX and PJFAX is 0.96, 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
TBDAX vs. PJFAX - Dividend Comparison
TBDAX's dividend yield for the trailing twelve months is around 5.18%, less than PJFAX's 15.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBDAX PGIM Jennison Diversified Growth Fund | 5.18% | 4.69% | 25.46% | 0.00% | 0.00% | 24.42% | 16.89% | 7.91% | 10.66% | 11.19% | 3.34% | 7.91% |
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
TBDAX vs. PJFAX - Drawdown Comparison
The maximum TBDAX drawdown since its inception was -69.54%, which is greater than PJFAX's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for TBDAX and PJFAX.
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Drawdown Indicators
| TBDAX | PJFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.54% | -64.07% | -5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -17.76% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -37.90% | -43.56% | +5.66% |
Max Drawdown (10Y)Largest decline over 10 years | -37.90% | -43.56% | +5.66% |
Current DrawdownCurrent decline from peak | -12.59% | -14.72% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -25.82% | -20.44% | -5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 5.25% | -0.74% |
Volatility
TBDAX vs. PJFAX - Volatility Comparison
PGIM Jennison Diversified Growth Fund (TBDAX) and PGIM Jennison Growth Fund (PJFAX) have volatilities of 6.92% and 6.98%, 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.
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Volatility by Period
| TBDAX | PJFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 6.98% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 13.06% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 22.44% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.60% | 24.81% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 23.97% | -1.54% |