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PGIM Jennison Rising Dividend Fund (PJDZX) Sharpe Ratio: 2.29

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund focuses on investing in dividend growth stocks to achieve capital appreciation and income.

PJDZX's Sharpe Ratio of 2.29 indicates that for each unit of volatility, it generates 2.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

PJDZX Sharpe Ratio Rank

PJDZX Sharpe Ratio Rank: 60.460
Above Average

PJDZX ranks above 60.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

PJDZX Sharpe Ratio Market Positioning

The chart shows PJDZX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares PGIM Jennison Rising Dividend Fund's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities, Dividend category across multiple time periods, showing how PJDZX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPCCXVanguard PRIMECAP Core Fund3.91
VPMAXVanguard PRIMECAP Fund Admiral Shares3.76
EPDPXEuroPac International Dividend Income Fund Class A3.33
DHAMXCentre American Select Equity Fund3.26
POSKXPrimeCap Odyssey Stock Fund3.22
FDGDXFidelity Advisor 529 Dividend Growth Portfolio Class D3.21
QCELXAQR Large Cap Multi-Style Fund3.18
PMAIXPioneer Multi-Asset Income Fund A3.11
DESGXDWS ESG Core Equity Fund3.08
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio3.05
PJDZXPGIM Jennison Rising Dividend Fund2.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PJDZX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PJDZX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does PJDZX fit in your portfolio?

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