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Prudential Day One 2035 Fund (PDGJX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US74445D5216
Issuer
PGIM
Inception Date
Dec 12, 2016
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Prudential Day One 2035 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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S&P 500 Index

Returns By Period

Prudential Day One 2035 Fund (PDGJX) has returned -2.03% so far this year and 11.70% over the past 12 months.


Prudential Day One 2035 Fund

1D
0.00%
1M
-6.00%
YTD
-2.03%
6M
0.06%
1Y
11.70%
3Y*
14.54%
5Y*
8.65%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2017, PDGJX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +8.6%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PDGJX closed higher 51% of trading days. The best single day was Dec 24, 2024 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -7.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.36%1.83%-6.00%-2.03%
20252.32%0.44%-2.17%0.09%3.11%3.01%0.33%2.50%2.11%1.19%0.71%0.22%14.63%
20240.09%2.28%2.49%-3.01%3.45%1.17%1.98%2.10%1.90%-2.10%2.93%7.28%22.14%
20235.60%-2.65%1.88%0.83%-1.37%4.08%2.50%-1.74%-3.45%-2.29%6.66%4.45%14.74%
2022-3.22%-1.19%1.20%-5.63%0.17%-6.96%6.31%-3.47%-8.17%4.78%5.93%-3.49%-14.08%
20210.00%1.98%2.56%3.71%1.31%0.86%1.50%1.48%-2.98%3.86%-1.65%3.49%17.09%

Benchmark Metrics

Prudential Day One 2035 Fund has an annualized alpha of 2.99%, beta of 0.55, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

  • This fund participated in 69.50% of S&P 500 Index downside but only 67.00% of its upside — more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.99% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.55 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
2.99%
Beta
0.55
0.65
Upside Capture
67.00%
Downside Capture
69.50%

Expense Ratio

PDGJX has an expense ratio of 0.02%, which is considered low.


Return for Risk

Risk / Return Rank

PDGJX ranks 63 for risk / return — better than 63% 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.


PDGJX Risk / Return Rank: 6363
Overall Rank
PDGJX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PDGJX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PDGJX Omega Ratio Rank: 6262
Omega Ratio Rank
PDGJX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PDGJX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Prudential Day One 2035 Fund (PDGJX) and compare them to a chosen benchmark (S&P 500 Index).


PDGJXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.90

+0.24

Sortino ratio

Return per unit of downside risk

1.63

1.39

+0.24

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.37

1.40

-0.03

Martin ratio

Return relative to average drawdown

6.66

6.61

+0.05

Explore PDGJX 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 2035 Fund provided a 4.40% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.53$0.53$2.49$0.47$0.86$1.73$0.30$0.61$0.57$0.23

Dividend yield

4.40%4.31%22.20%4.16%8.27%13.30%2.34%5.23%5.69%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for Prudential Day One 2035 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.53$0.53
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.49$2.49
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.73$1.73

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 2035 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 2035 Fund was 28.04%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Prudential Day One 2035 Fund drawdown is 6.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.04%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-20.17%Jan 5, 2022196Oct 14, 2022339Feb 22, 2024535
-14.75%Jan 29, 2018229Dec 24, 201884Apr 26, 2019313
-10.33%Feb 20, 202534Apr 8, 202527May 16, 202561
-6.22%Feb 26, 202622Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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