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TISPX vs. PJFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISPX and PJFAX is 0.90, 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.


-0.50.00.51.00.9

Performance

TISPX vs. PJFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF S&P 500 Index Fund (TISPX) and PGIM Jennison Growth Fund (PJFAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.76%
-0.07%
TISPX
PJFAX

Key characteristics

Sharpe Ratio

TISPX:

1.97

PJFAX:

0.90

Sortino Ratio

TISPX:

2.54

PJFAX:

1.23

Omega Ratio

TISPX:

1.38

PJFAX:

1.19

Calmar Ratio

TISPX:

3.04

PJFAX:

0.59

Martin Ratio

TISPX:

13.11

PJFAX:

4.29

Ulcer Index

TISPX:

1.96%

PJFAX:

4.48%

Daily Std Dev

TISPX:

13.04%

PJFAX:

21.31%

Max Drawdown

TISPX:

-55.16%

PJFAX:

-67.83%

Current Drawdown

TISPX:

-3.20%

PJFAX:

-16.90%

Returns By Period

In the year-to-date period, TISPX achieves a 25.03% return, which is significantly higher than PJFAX's 19.18% return. Over the past 10 years, TISPX has outperformed PJFAX with an annualized return of 12.92%, while PJFAX has yielded a comparatively lower 7.71% annualized return.


TISPX

YTD

25.03%

1M

-1.26%

6M

8.76%

1Y

25.47%

5Y*

14.59%

10Y*

12.92%

PJFAX

YTD

19.18%

1M

-7.51%

6M

-0.07%

1Y

19.55%

5Y*

8.08%

10Y*

7.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TISPX vs. PJFAX - Expense Ratio Comparison

TISPX has a 0.05% expense ratio, which is lower than PJFAX's 0.97% expense ratio.


PJFAX
PGIM Jennison Growth Fund
Expense ratio chart for PJFAX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for TISPX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

TISPX vs. PJFAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) 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.


Sharpe ratio
The chart of Sharpe ratio for TISPX, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.970.90
The chart of Sortino ratio for TISPX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.002.541.23
The chart of Omega ratio for TISPX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.19
The chart of Calmar ratio for TISPX, currently valued at 3.04, compared to the broader market0.002.004.006.008.0010.0012.0014.003.040.59
The chart of Martin ratio for TISPX, currently valued at 13.11, compared to the broader market0.0020.0040.0060.0013.114.29
TISPX
PJFAX

The current TISPX Sharpe Ratio is 1.97, which is higher than the PJFAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of TISPX 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.97
0.90
TISPX
PJFAX

Dividends

TISPX vs. PJFAX - Dividend Comparison

Neither TISPX nor PJFAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TISPX
TIAA-CREF S&P 500 Index Fund
0.00%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%1.70%
PJFAX
PGIM Jennison Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TISPX vs. PJFAX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.16%, smaller than the maximum PJFAX drawdown of -67.83%. Use the drawdown chart below to compare losses from any high point for TISPX and PJFAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.20%
-16.90%
TISPX
PJFAX

Volatility

TISPX vs. PJFAX - Volatility Comparison

The current volatility for TIAA-CREF S&P 500 Index Fund (TISPX) is 4.19%, while PGIM Jennison Growth Fund (PJFAX) has a volatility of 11.69%. This indicates that TISPX 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
11.69%
TISPX
PJFAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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