- ISIN
- US74440N1028
- CUSIP
- 74440N102
- Issuer
- PGIM
- Inception Date
- Jan 22, 1990
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
PBEAX Performance Chart
PGIM Jennison Value Fund (PBEAX) is up 15.4% since the beginning of the year. PBEAX is currently trading at $27 per share. Investors who bought $1,000 worth of PBEAX shares 5 years ago would now be looking at an investment worth $2,003.
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Returns By Period
PGIM Jennison Value Fund (PBEAX) has returned 15.37% so far this year and 31.91% over the past 12 months. Over the last decade, PBEAX has posted an annualized return of 14.08%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
PGIM Jennison Value Fund
- 1D
- 0.74%
- 1M
- 3.49%
- YTD
- 15.37%
- 6M
- 14.79%
- 1Y
- 31.91%
- 3Y*
- 23.29%
- 5Y*
- 14.90%
- 10Y*
- 14.08%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PBEAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 22, 1990, PBEAX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 1999 with a return of +14.5%, while the worst month was Oct 2008 at -20.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PBEAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.94% | 2.08% | -5.15% | 8.46% | 3.06% | 2.56% | 15.37% | ||||||
| 2025 | 3.98% | 0.56% | -4.19% | -3.89% | 4.37% | 4.45% | 1.32% | 2.86% | 2.13% | 1.04% | 1.82% | 1.25% | 16.38% |
| 2024 | 0.95% | 4.55% | 4.83% | -3.52% | 3.56% | 0.41% | 3.42% | 2.96% | 1.23% | -0.54% | 6.17% | 1.29% | 27.95% |
| 2023 | 3.24% | -3.14% | 0.16% | 1.86% | -2.24% | 6.02% | 4.27% | -2.36% | -2.91% | -2.64% | 6.43% | 5.77% | 14.54% |
| 2022 | -2.25% | -0.87% | 1.34% | -6.40% | 2.44% | -8.49% | 5.84% | -3.30% | -7.84% | 10.55% | 6.45% | -4.53% | -8.68% |
| 2021 | -0.58% | 5.99% | 5.45% | 3.64% | 2.82% | -0.94% | 1.04% | 2.42% | -3.81% | 5.60% | -2.85% | 5.79% | 26.72% |
Benchmark Metrics
PGIM Jennison Value Fund has an annualized alpha of 1.87%, beta of 0.90, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 22, 1990.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.62%) than losses (93.88%) - typical of diversified or defensive assets.
- With beta of 0.90 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.87%
- Beta
- 0.90
- R²
- 0.85
- Upside Capture
- 98.62%
- Downside Capture
- 93.88%
Expense Ratio
PBEAX has a high expense ratio of 1.09%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PBEAX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Jennison Value Fund (PBEAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PBEAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.37 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.78 | +1.27 |
| Martin ratioReturn relative to average drawdown | 16.94 | 12.44 | +4.50 |
Dividends
Dividend History
PGIM Jennison Value Fund provided a 8.77% dividend yield over the last twelve months, with an annual payout of $2.39 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.39 | $2.39 | $3.14 | $1.47 | $1.56 | $1.54 | $0.75 | $3.16 | $1.69 | $1.40 | $0.80 | $1.42 |
Dividend yield | 8.77% | 10.12% | 14.05% | 7.33% | 8.28% | 6.93% | 4.01% | 16.61% | 10.18% | 6.90% | 4.26% | 8.10% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Jennison Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.39 | $2.39 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.14 | $3.14 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.47 | $1.47 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.56 | $1.56 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $1.54 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PGIM Jennison Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PGIM Jennison Value Fund was 58.23%, occurring on Nov 20, 2008. Recovery took 1083 trading sessions.
The current PGIM Jennison Value Fund drawdown is 0.26%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.23%Nov 2008 | 1y 4mo | 4y 3mo | 5y 8moJul 2007 - Mar 2013 |
Dot-com crash2000–2002 | -39.48%Oct 2002 | 1y 4mo | 2y 27d | 3y 5moMay 2001 - Nov 2004 |
COVID crash2020 | -38.31%Mar 2020 | 1mo 9d | 8mo 16d | 9mo 25dFeb 2020 - Dec 2020 |
1998 bear market1998 | -27.44%Oct 1998 | 5mo 25d | 6mo 23d | 1y 13dApr 1998 - Apr 1999 |
2016 bear market2016 | -24.79%Feb 2016 | 7mo 22d | 11mo 19d | 1y 7moJun 2015 - Jan 2017 |
Drawdown Indicators
| PBEAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.23% | -56.78% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -9.10% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -18.90% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.02% | -25.43% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | -33.92% | -4.39% |
Current DrawdownCurrent decline from peak | -0.26% | -1.80% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -10.71% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.03% | -0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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