PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PGIM Jennison Focused Growth ETF (PJFG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS69344A8751
IssuerPGIM
Inception DateDec 12, 2022
CategoryLarge Cap Growth Equities
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

PJFG features an expense ratio of 0.75%, falling within the medium range.


Expense ratio chart for PJFG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: PJFG vs. FBGRX, PJFG vs. VOO, PJFG vs. SPMO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PGIM Jennison Focused Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.49%
14.79%
PJFG (PGIM Jennison Focused Growth ETF)
Benchmark (^GSPC)

Returns By Period

PGIM Jennison Focused Growth ETF had a return of 31.45% year-to-date (YTD) and 44.95% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date31.45%25.70%
1 month3.95%3.51%
6 months16.49%14.80%
1 year44.95%37.91%
5 years (annualized)N/A14.18%
10 years (annualized)N/A11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.76%8.06%0.57%-4.78%6.30%6.86%-3.99%3.82%1.40%0.34%31.45%
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%
2022-6.69%-6.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PJFG is 65, suggesting that the investment has average results relative to other ETFs 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 PJFG is 6565
Combined Rank
The Sharpe Ratio Rank of PJFG is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of PJFG is 6363Sortino Ratio Rank
The Omega Ratio Rank of PJFG is 6565Omega Ratio Rank
The Calmar Ratio Rank of PJFG is 7373Calmar Ratio Rank
The Martin Ratio Rank of PJFG is 5959Martin 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 Focused Growth ETF (PJFG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PJFG
Sharpe ratio
The chart of Sharpe ratio for PJFG, currently valued at 2.28, compared to the broader market-2.000.002.004.006.002.28
Sortino ratio
The chart of Sortino ratio for PJFG, currently valued at 3.02, compared to the broader market-2.000.002.004.006.008.0010.0012.003.02
Omega ratio
The chart of Omega ratio for PJFG, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for PJFG, currently valued at 2.91, compared to the broader market0.005.0010.0015.002.91
Martin ratio
The chart of Martin ratio for PJFG, currently valued at 10.54, compared to the broader market0.0020.0040.0060.0080.00100.0010.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current PGIM Jennison Focused Growth ETF Sharpe ratio is 2.28. 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 Focused Growth ETF 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.28
2.97
PJFG (PGIM Jennison Focused Growth ETF)
Benchmark (^GSPC)

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
PJFG (PGIM Jennison Focused Growth ETF)
Benchmark (^GSPC)

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 15.02%, occurring on Aug 5, 2024. Recovery took 66 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.02%Jul 11, 202418Aug 5, 202466Nov 6, 202484
-10.75%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-8.88%Mar 8, 202430Apr 19, 202422May 21, 202452
-8.54%Dec 15, 20229Dec 28, 202212Jan 17, 202321
-6.56%Feb 16, 202316Mar 10, 20237Mar 21, 202323

Volatility

Volatility Chart

The current PGIM Jennison Focused Growth ETF volatility is 5.12%, 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
5.12%
3.92%
PJFG (PGIM Jennison Focused Growth ETF)
Benchmark (^GSPC)