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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Prudential Day One 2025 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
Prudential Day One 2025 Fund (PDEJX) has returned -0.83% so far this year and 9.37% over the past 12 months.
Prudential Day One 2025 Fund
- 1D
- 0.19%
- 1M
- -4.27%
- YTD
- -0.83%
- 6M
- 0.74%
- 1Y
- 9.37%
- 3Y*
- 11.69%
- 5Y*
- 6.96%
- 10Y*
- —
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 3, 2017, PDEJX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 71% of months were positive and 29% were negative. The best month was Dec 2024 with a return of +6.1%, while the worst month was Mar 2020 at -9.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PDEJX closed higher 50% of trading days. The best single day was Dec 24, 2024 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.85% | 1.72% | -4.27% | -0.83% | |||||||||
| 2025 | 1.86% | 0.96% | -1.33% | 0.10% | 1.83% | 2.46% | 0.09% | 2.12% | 1.71% | 0.89% | 0.79% | -0.11% | 11.91% |
| 2024 | 0.19% | 1.13% | 1.95% | -2.55% | 2.90% | 1.00% | 1.80% | 1.86% | 1.82% | -2.05% | 2.26% | 6.05% | 17.34% |
| 2023 | 4.44% | -2.42% | 1.98% | 0.68% | -1.25% | 2.64% | 1.81% | -1.22% | -2.94% | -1.85% | 5.47% | 3.77% | 11.21% |
| 2022 | -2.55% | -0.76% | 0.68% | -4.39% | 0.00% | -5.56% | 5.33% | -3.02% | -7.14% | 3.25% | 4.58% | -2.61% | -12.30% |
| 2021 | -0.08% | 1.01% | 1.49% | 3.02% | 1.19% | 0.94% | 1.71% | 0.92% | -2.12% | 2.86% | -1.05% | 2.44% | 12.90% |
Benchmark Metrics
Prudential Day One 2025 Fund has an annualized alpha of 3.07%, beta of 0.36, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 51.69% of S&P 500 Index downside but only 48.44% of its upside — more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 3.07% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.36 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.07%
- Beta
- 0.36
- R²
- 0.58
- Upside Capture
- 48.44%
- Downside Capture
- 51.69%
Expense Ratio
PDEJX has an expense ratio of 0.00%, meaning no management fees are charged.
Return for Risk
Risk / Return Rank
PDEJX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Prudential Day One 2025 Fund (PDEJX) and compare them to a chosen benchmark (S&P 500 Index).
| PDEJX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.90 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.39 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.40 | +0.19 |
Martin ratioReturn relative to average drawdown | 7.79 | 6.61 | +1.19 |
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 PDEJX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Prudential Day One 2025 Fund provided a 5.68% dividend yield over the last twelve months, with an annual payout of $0.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.61 | $0.61 | $2.06 | $0.39 | $0.77 | $1.31 | $0.29 | $0.56 | $0.46 | $0.19 |
Dividend yield | 5.68% | 5.63% | 20.16% | 3.66% | 7.83% | 10.79% | 2.42% | 5.03% | 4.61% | 1.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Prudential Day One 2025 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 | $0.61 | $0.61 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.06 | $2.06 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.31 | $1.31 |
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 Prudential Day One 2025 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 Prudential Day One 2025 Fund was 20.45%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Prudential Day One 2025 Fund drawdown is 4.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -16.83% | Jan 5, 2022 | 196 | Oct 14, 2022 | 358 | Mar 20, 2024 | 554 |
| -9.6% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -6.83% | Feb 21, 2025 | 33 | Apr 8, 2025 | 26 | May 15, 2025 | 59 |
| -4.45% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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