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ISIN
US69344A8751
Issuer
PGIM
Inception Date
Dec 12, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$150M

Share Price Chart


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Performance

PJFG Performance Chart

PGIM Jennison Focused Growth ETF (PJFG) is up 2.8% since the beginning of the year. PJFG is currently trading at $114 per share.


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S&P 500 Index

Returns By Period

PGIM Jennison Focused Growth ETF (PJFG) has returned 2.82% so far this year and 16.32% over the past 12 months.


PGIM Jennison Focused Growth ETF

1D
-1.78%
1M
-1.79%
YTD
2.82%
6M
2.42%
1Y
16.32%
3Y*
21.64%
5Y*
10Y*

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)

PJFG Monthly Returns History

Based on dividend-adjusted daily data since Dec 14, 2022, PJFG's average daily return is +0.10%, while the average monthly return is +2.06%. At this rate, an investment would double in approximately 2.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +13.4%, while the worst month was Mar 2025 at -9.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PJFG closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +12.3%, while the worst single day was Apr 3, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.84%-4.26%-5.88%13.43%9.00%-5.01%2.82%
20253.11%-3.77%-9.92%4.18%10.26%6.48%1.75%-0.01%4.28%4.05%-2.58%-0.54%16.94%
20244.76%8.06%0.57%-4.78%6.30%6.85%-3.99%3.82%1.40%0.34%5.12%0.25%31.59%
202311.76%-0.83%9.11%0.91%6.35%6.32%2.41%-0.70%-4.89%-1.36%12.57%4.09%54.23%
2022-7.56%-7.56%

Benchmark Metrics

PGIM Jennison Focused Growth ETF has an annualized alpha of 1.23%, beta of 1.28, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since December 14, 2022.

  • This ETF captured 133.37% of S&P 500 Index gains and 113.89% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
1.23%
Beta
1.28
0.85
Upside Capture
133.37%
Downside Capture
113.89%

Expense Ratio

PJFG has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PJFG ranks 23 for risk / return — below 23% of ETFs 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.


PJFG Risk / Return Rank: 2323
Overall Rank
PJFG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PJFG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PJFG Omega Ratio Rank: 2525
Omega Ratio Rank
PJFG Calmar Ratio Rank: 1919
Calmar Ratio Rank
PJFG Martin Ratio Rank: 2222
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 Focused Growth ETF (PJFG) 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.


PJFGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

0.86

2.78

-1.92

Martin ratioReturn relative to average drawdown

2.66

12.44

-9.78

Dividends

Dividend History


PGIM Jennison Focused Growth ETF 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Jennison Focused Growth ETF. 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 Focused Growth ETF was 24.24%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current PGIM Jennison Focused Growth ETF drawdown is 5.66%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-24.24%Apr 2025
1mo 19d2mo 17d
4mo 6dFeb 2025 - Jun 2025
2026 correction2026
-19.00%Mar 2026
5mo 1d1mo 15d
6mo 16dOct 2025 - May 2026
2024 correction2024
-15.02%Aug 2024
25d3mo 3d
3mo 28dJul 2024 - Nov 2024
2023 correction2023
-10.75%Oct 2023
3mo 9d19d
3mo 28dJul 2023 - Nov 2023
Bear market2022
-9.39%Dec 2022
14d26d
1mo 10dDec 2022 - Jan 2023

Drawdown Indicators


PJFGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-56.78%

+32.54%

Max Drawdown (1Y)

Largest decline over 1 year

-19.00%

-9.10%

-9.90%

Max Drawdown (3Y)

Largest decline over 3 years

-24.24%

-18.90%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.66%

-1.80%

-3.86%

Average Drawdown

Average peak-to-trough decline

-3.78%

-10.71%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.14%

2.03%

+4.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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