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PGIM Jennison Growth Fund (PJFAX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PGIM Jennison Growth 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

PGIM Jennison Growth Fund (PJFAX) has returned -14.26% so far this year and 9.15% over the past 12 months. Looking at the last ten years, PJFAX has achieved an annualized return of 17.50%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


PGIM Jennison Growth Fund

1D
-0.42%
1M
-9.01%
YTD
-14.26%
6M
-13.47%
1Y
9.15%
3Y*
23.36%
5Y*
10.52%
10Y*
17.50%

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 Nov 2, 1995, PJFAX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 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%-9.01%-14.26%
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 2.36%, beta of 1.08, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since November 03, 1995.

  • This fund captured 118.33% of S&P 500 Index gains and 105.77% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.36% 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
2.36%
Beta
1.08
0.84
Upside Capture
118.33%
Downside Capture
105.77%

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: 1414
Sharpe Ratio Rank
PJFAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
PJFAX Omega Ratio Rank: 1515
Omega Ratio Rank
PJFAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
PJFAX Martin Ratio Rank: 1313
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 a chosen benchmark (S&P 500 Index).


PJFAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.90

-0.49

Sortino ratio

Return per unit of downside risk

0.74

1.39

-0.64

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.34

1.40

-1.06

Martin ratio

Return relative to average drawdown

1.18

6.61

-5.43

Explore PJFAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

PGIM Jennison Growth Fund provided a 15.65% 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

15.65%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
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 17.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.07%Mar 27, 2000741Mar 11, 20032649Sep 17, 20133390
-43.56%Nov 22, 2021277Dec 28, 2022294Mar 1, 2024571
-31.59%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-29.39%Jul 21, 199857Oct 8, 199850Dec 18, 1998107
-24.05%Feb 18, 202536Apr 8, 202555Jun 27, 202591

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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