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ISIN
US74441P8665
CUSIP
74441P866
Issuer
PGIM
Inception Date
Jun 29, 1999
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PHSZX Performance Chart

PGIM Jennison Health Sciences Fund (PHSZX) is down 1.3% since the beginning of the year. PHSZX is currently trading at $46 per share. Investors who bought $1,000 worth of PHSZX shares 5 years ago would now be looking at an investment worth $1,501.


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S&P 500 Index

Returns By Period

PGIM Jennison Health Sciences Fund (PHSZX) has returned -1.32% so far this year and 26.74% over the past 12 months. Over the last ten years, PHSZX has had an annualized return of 13.24%, just under the S&P 500 Index benchmark’s 13.88%.


PGIM Jennison Health Sciences Fund

1D
0.04%
1M
0.39%
YTD
-1.32%
6M
-2.49%
1Y
26.74%
3Y*
15.47%
5Y*
8.46%
10Y*
13.24%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHSZX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 1999, PHSZX's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Jan 2016 at -18.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 9 months.

On a daily basis, PHSZX closed higher 53% of trading days. The best single day was Dec 20, 2024 with a return of +26.4%, while the worst single day was Mar 16, 2020 at -13.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.66%2.21%-6.00%0.59%5.56%-1.64%-1.32%
20254.64%-1.69%-5.56%-0.54%-5.54%3.88%-0.87%4.94%3.87%9.47%9.00%-2.04%19.73%
20244.38%6.18%2.09%-6.33%2.52%2.79%3.29%5.48%-3.77%-3.27%1.69%6.83%23.04%
20230.31%-2.58%2.09%6.08%-2.65%4.29%-2.34%0.55%-3.37%-0.42%3.43%7.15%12.50%
2022-12.82%0.98%4.49%-8.25%-1.99%0.82%4.51%-4.61%-3.45%6.81%4.24%0.64%-10.06%
20210.54%-1.36%-3.18%7.77%-2.22%8.42%0.06%3.09%-8.29%3.95%-5.95%4.57%6.09%

Benchmark Metrics

PGIM Jennison Health Sciences Fund has an annualized alpha of 9.51%, beta of 0.85, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 30, 1999.

  • This fund captured 103.74% of S&P 500 Index gains but only 68.48% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 9.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
9.51%
Beta
0.85
0.52
Upside Capture
103.74%
Downside Capture
68.48%

Expense Ratio

PHSZX has an expense ratio of 0.86%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PHSZX ranks 30 for risk / return — below 30% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PHSZX Risk / Return Rank: 3030
Overall Rank
PHSZX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PHSZX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PHSZX Omega Ratio Rank: 2626
Omega Ratio Rank
PHSZX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PHSZX Martin Ratio Rank: 2929
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 PGIM Jennison Health Sciences Fund (PHSZX) 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.


PHSZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

2.15

2.78

-0.63

Martin ratioReturn relative to average drawdown

6.28

12.44

-6.16

Dividends

Dividend History

PGIM Jennison Health Sciences Fund provided a 11.08% dividend yield over the last twelve months, with an annual payout of $5.13 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%$0.00$5.00$10.00$15.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.13$5.13$10.41$1.91$0.62$14.03$11.70$1.43$4.78$2.18$1.35$6.36

Dividend yield

11.08%10.93%23.93%4.26%1.48%29.82%20.26%2.92%11.21%4.43%3.44%13.45%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Jennison Health Sciences 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$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$5.13$5.13
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.41$10.41
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.91$1.91
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$14.03$14.03

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 Health Sciences 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 Health Sciences Fund was 42.77%, occurring on Jul 23, 2002. Recovery took 376 trading sessions.

The current PGIM Jennison Health Sciences Fund drawdown is 4.26%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-42.77%Jul 2002
1y 6mo1y 6mo
3y 22dDec 2000 - Jan 2004
Financial crisis2007–2009
-40.20%Nov 2008
10mo 14d1y 4mo
2y 2moJan 2008 - Mar 2010
2016 bear market2016
-38.06%Feb 2016
6mo 23d1y 11mo
2y 6moJul 2015 - Jan 2018
COVID crash2020
-30.92%Mar 2020
1y 5mo1mo 19d
1y 7moOct 2018 - May 2020
Bear market2022
-29.36%Jun 2022
9mo 16d1y 7mo
2y 5moSep 2021 - Feb 2024

Drawdown Indicators


PHSZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.77%

-56.78%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-9.10%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-22.06%

-18.90%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-25.43%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-30.92%

-33.92%

+3.00%

Current Drawdown

Current decline from peak

-4.26%

-1.80%

-2.46%

Average Drawdown

Average peak-to-trough decline

-9.92%

-10.71%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

2.03%

+2.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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