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ISIN
US74437E1073
CUSIP
74437E107
Issuer
PGIM
Inception Date
Nov 2, 1995
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PJFAX Performance Chart

PGIM Jennison Growth Fund (PJFAX) is up 6.5% since the beginning of the year. PJFAX is currently trading at $64 per share. Investors who bought $1,000 worth of PJFAX shares 5 years ago would now be looking at an investment worth $1,909.


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S&P 500 Index

Returns By Period

PGIM Jennison Growth Fund (PJFAX) has returned 6.49% so far this year and 17.52% over the past 12 months. Looking at the last ten years, PJFAX has achieved an annualized return of 20.38%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


PGIM Jennison Growth Fund

1D
2.77%
1M
1.66%
YTD
6.49%
6M
7.31%
1Y
17.52%
3Y*
26.69%
5Y*
13.81%
10Y*
20.38%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJFAX Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 1995, PJFAX's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +15.5%, while the worst month was Aug 1998 at -19.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PJFAX closed higher 53% of trading days. The best single day was Dec 6, 2024 with a return of +14.8%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.24%-3.62%-5.64%13.39%8.25%-2.42%6.49%
20253.34%-3.27%-10.01%3.32%9.49%5.73%1.92%0.09%3.38%3.92%-1.87%-1.03%14.53%
20244.28%8.38%0.69%-5.22%5.02%6.59%-3.25%3.20%1.52%-0.18%6.43%13.90%48.10%
202310.72%-1.43%8.42%1.17%6.94%6.79%3.05%-1.24%-5.59%-1.27%12.46%4.74%52.76%
2022-11.98%-5.56%3.56%-14.15%-5.80%-7.85%13.23%-4.70%-9.30%5.06%3.06%-8.64%-37.89%
2021-1.10%0.94%-3.08%7.63%-2.44%8.20%2.66%3.59%-5.68%8.62%-0.75%-2.71%15.65%

Benchmark Metrics

PGIM Jennison Growth Fund has an annualized alpha of 2.41%, beta of 1.08, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since November 02, 1995.

  • This fund captured 118.76% of S&P 500 Index gains and 106.02% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.84, 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
2.41%
Beta
1.08
0.84
Upside Capture
118.76%
Downside Capture
106.02%

Expense Ratio

PJFAX has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PJFAX ranks 14 for risk / return — in the bottom 14% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


PJFAX Risk / Return Rank: 1414
Overall Rank
PJFAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PJFAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
PJFAX Omega Ratio Rank: 1616
Omega Ratio Rank
PJFAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PJFAX Martin Ratio Rank: 1212
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 Growth Fund (PJFAX) 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.


PJFAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.06

2.71

-1.64

Martin ratioReturn relative to average drawdown

3.35

12.15

-8.81

Dividends

Dividend History

PGIM Jennison Growth Fund provided a 12.60% dividend yield over the last twelve months, with an annual payout of $8.08 per share.


5.00%10.00%15.00%20.00%25.00%$0.00$5.00$10.00$15.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$8.08$8.08$14.66$3.70$1.00$8.73$5.31$6.73$2.05$2.12$1.16$2.05

Dividend yield

12.60%13.42%24.62%7.23%2.77%14.67%9.02%16.27%6.06%5.85%4.12%6.90%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Jennison Growth 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$8.08$8.08
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$14.66$14.66
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.70$3.70
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.73$8.73

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 PGIM Jennison Growth 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 Growth Fund was 64.07%, occurring on Mar 11, 2003. Recovery took 2649 trading sessions.

The current PGIM Jennison Growth Fund drawdown is 3.13%.


Related event

Drawdown

Fall

Recovery

Underwater

2003 bear market2003
-64.07%Mar 2003
2y 11mo10y 6mo
13y 5moMar 2000 - Sep 2013
Bear market2022
-43.56%Dec 2022
1y 1mo1y 2mo
2y 3moNov 2021 - Mar 2024
COVID crash2020
-31.59%Mar 2020
25d2mo 19d
3mo 14dFeb 2020 - Jun 2020
1998 bear market1998
-29.39%Oct 1998
2mo 19d2mo 11d
5moJul 1998 - Dec 1998
2025 selloff2025
-24.05%Apr 2025
1mo 19d2mo 20d
4mo 9dFeb 2025 - Jun 2025

Drawdown Indicators


PJFAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.07%

-56.78%

-7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-9.10%

-8.66%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

-18.90%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

-25.43%

-18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

-33.92%

-9.64%

Current Drawdown

Current decline from peak

-3.13%

-1.29%

-1.84%

Average Drawdown

Average peak-to-trough decline

-20.33%

-10.72%

-9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

2.02%

+3.60%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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