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PGIM Jennison Growth Fund (PJFAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS74437E1073
CUSIP74437E107
IssuerPGIM Investments
Inception DateNov 2, 1995
CategoryLarge Cap Growth Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


Expense ratio chart for PJFAX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: PJFAX vs. EGFIX, PJFAX vs. VFIFX, PJFAX vs. FXAIX, PJFAX vs. VOO, PJFAX vs. VUG, PJFAX vs. TISPX, PJFAX vs. MGK, PJFAX vs. FBGRX, PJFAX vs. VTI, PJFAX vs. FDGRX

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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.18%
12.76%
PJFAX (PGIM Jennison Growth Fund)
Benchmark (^GSPC)

Returns By Period

PGIM Jennison Growth Fund had a return of 29.56% year-to-date (YTD) and 27.86% in the last 12 months. Over the past 10 years, PGIM Jennison Growth Fund had an annualized return of 8.12%, while the S&P 500 had an annualized return of 11.39%, indicating that PGIM Jennison Growth Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date29.56%25.48%
1 month3.11%2.14%
6 months13.19%12.76%
1 year27.86%33.14%
5 years (annualized)9.22%13.96%
10 years (annualized)8.12%11.39%

Monthly Returns

The table below presents the monthly returns of PJFAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.28%8.38%0.69%-5.22%5.02%6.59%-3.25%3.20%1.52%-0.18%29.56%
202310.72%-1.43%8.42%1.17%6.94%6.79%3.05%-1.24%-5.59%-1.27%12.46%-2.61%42.04%
2022-11.98%-5.56%3.56%-14.15%-5.80%-7.85%13.23%-4.70%-9.30%5.06%3.06%-10.98%-39.48%
2021-1.10%0.94%-3.08%7.63%-2.44%8.20%2.66%3.59%-5.68%8.62%-0.75%-15.05%0.98%
20204.47%-5.67%-10.69%15.54%9.46%7.16%8.06%13.50%-5.48%-4.61%12.68%-4.20%42.39%
201910.09%4.35%2.24%3.83%-8.03%7.78%0.51%-1.56%-1.21%3.15%6.19%-5.42%22.43%
20189.72%-1.81%-3.23%1.27%4.84%0.12%1.05%4.81%0.68%-10.05%0.65%-12.75%-6.66%
20174.45%4.02%2.00%2.86%3.65%-0.72%5.25%2.36%0.73%4.33%2.06%-4.96%28.82%
2016-8.55%-2.91%6.30%-0.68%2.59%-3.15%6.33%-0.31%1.84%-1.67%-0.27%-4.00%-5.35%
2015-0.35%7.18%-1.18%1.22%1.44%0.06%4.31%-6.98%-2.55%8.61%1.00%-7.82%3.70%
2014-1.20%6.67%-5.22%-2.50%3.35%3.56%-1.08%4.71%-1.68%2.73%2.06%-6.80%3.73%
20133.40%0.28%3.05%2.33%1.84%-1.81%6.26%-0.62%6.14%4.57%3.25%-0.07%32.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PJFAX is 28, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PJFAX is 2828
Combined Rank
The Sharpe Ratio Rank of PJFAX is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of PJFAX is 2222Sortino Ratio Rank
The Omega Ratio Rank of PJFAX is 2828Omega Ratio Rank
The Calmar Ratio Rank of PJFAX is 3636Calmar Ratio Rank
The Martin Ratio Rank of PJFAX is 3030Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PGIM Jennison Growth Fund (PJFAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PJFAX
Sharpe ratio
The chart of Sharpe ratio for PJFAX, currently valued at 1.57, compared to the broader market0.002.004.001.57
Sortino ratio
The chart of Sortino ratio for PJFAX, currently valued at 2.07, compared to the broader market0.005.0010.002.07
Omega ratio
The chart of Omega ratio for PJFAX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for PJFAX, currently valued at 0.94, compared to the broader market0.005.0010.0015.0020.000.94
Martin ratio
The chart of Martin ratio for PJFAX, currently valued at 7.72, compared to the broader market0.0020.0040.0060.0080.00100.007.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current PGIM Jennison Growth Fund Sharpe ratio is 1.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PGIM Jennison Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.57
2.91
PJFAX (PGIM Jennison Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History


PGIM Jennison Growth Fund doesn't pay dividends

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.66%
-0.27%
PJFAX (PGIM Jennison Growth Fund)
Benchmark (^GSPC)

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 67.83%, occurring on Mar 11, 2003. Recovery took 2749 trading sessions.

The current PGIM Jennison Growth Fund drawdown is 9.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.83%Mar 27, 2000738Mar 11, 20032749Feb 18, 20143487
-51.98%Nov 22, 2021277Dec 28, 2022
-31.59%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-29.39%Jul 21, 199858Oct 8, 199851Dec 18, 1998109
-27.26%Oct 2, 201858Dec 24, 2018228Nov 19, 2019286

Volatility

Volatility Chart

The current PGIM Jennison Growth Fund volatility is 4.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.75%
3.75%
PJFAX (PGIM Jennison Growth Fund)
Benchmark (^GSPC)