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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PGIM Jennison Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
PGIM Jennison Value Fund (PBEAX) has returned -1.57% so far this year and 14.35% over the past 12 months. Over the last decade, PBEAX has posted an annualized return of 12.42%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
PGIM Jennison Value Fund
- 1D
- -0.39%
- 1M
- -7.22%
- YTD
- -1.57%
- 6M
- 2.54%
- 1Y
- 14.35%
- 3Y*
- 18.79%
- 5Y*
- 11.82%
- 10Y*
- 12.42%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 22, 1990, PBEAX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 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% | -7.22% | -1.57% | |||||||||
| 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 1.78%, beta of 0.90, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 23, 1990.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.12%) than losses (94.66%) — 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
- 1.78%
- Beta
- 0.90
- R²
- 0.85
- Upside Capture
- 99.12%
- Downside Capture
- 94.66%
Expense Ratio
PBEAX has a high expense ratio of 1.09%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PBEAX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Jennison Value Fund (PBEAX) and compare them to a chosen benchmark (S&P 500 Index).
| PBEAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.90 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.39 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.40 | -0.27 |
Martin ratioReturn relative to average drawdown | 4.91 | 6.61 | -1.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PBEAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PGIM Jennison Value Fund provided a 10.28% 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 | 10.28% | 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 | |||||||||
| 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 7.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.23% | Jul 16, 2007 | 344 | Nov 20, 2008 | 1083 | Mar 14, 2013 | 1427 |
| -39.48% | May 22, 2001 | 346 | Oct 9, 2002 | 522 | Nov 4, 2004 | 868 |
| -38.31% | Feb 13, 2020 | 27 | Mar 23, 2020 | 179 | Dec 4, 2020 | 206 |
| -27.44% | Apr 16, 1998 | 123 | Oct 8, 1998 | 139 | Apr 29, 1999 | 262 |
| -24.79% | Jun 24, 2015 | 161 | Feb 11, 2016 | 240 | Jan 25, 2017 | 401 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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