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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.
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Returns By Period
PGIM Jennison Focused Growth ETF (PJFG) has returned -12.45% so far this year and 14.55% over the past 12 months.
PGIM Jennison Focused Growth ETF
- 1D
- 3.70%
- 1M
- -5.88%
- YTD
- -12.45%
- 6M
- -11.73%
- 1Y
- 14.55%
- 3Y*
- 19.78%
- 5Y*
- —
- 10Y*
- —
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%
Monthly Returns
Based on dividend-adjusted daily data since Dec 14, 2022, PJFG's average daily return is +0.09%, while the average monthly return is +1.80%. At this rate, your investment would double in approximately 3.2 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +12.6%, 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 56% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.84% | -4.26% | -5.88% | -12.45% | |||||||||
| 2025 | 3.11% | -3.77% | -9.92% | 4.18% | 10.26% | 6.48% | 1.75% | -0.01% | 4.28% | 4.05% | -2.58% | -0.54% | 16.94% |
| 2024 | 4.76% | 8.06% | 0.57% | -4.78% | 6.30% | 6.85% | -3.99% | 3.82% | 1.40% | 0.34% | 5.12% | 0.25% | 31.59% |
| 2023 | 11.76% | -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% |
Benchmark Metrics
PGIM Jennison Focused Growth ETF has an annualized alpha of 1.74%, beta of 1.28, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since December 15, 2022.
- This ETF captured 128.88% of S&P 500 Index gains and 105.83% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- Alpha
- 1.74%
- Beta
- 1.28
- R²
- 0.85
- Upside Capture
- 128.88%
- Downside Capture
- 105.83%
Expense Ratio
PJFG has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PJFG ranks 32 for risk / return — below 32% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and compare them to a chosen benchmark (S&P 500 Index).
| PJFG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.90 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.39 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.40 | -0.66 |
Martin ratioReturn relative to average drawdown | 2.51 | 6.61 | -4.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PJFG risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 16.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.24% | Feb 18, 2025 | 36 | Apr 8, 2025 | 52 | Jun 24, 2025 | 88 |
| -19% | Oct 30, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -15.02% | Jul 11, 2024 | 18 | Aug 5, 2024 | 66 | Nov 6, 2024 | 84 |
| -10.75% | Jul 19, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
| -8.88% | Mar 8, 2024 | 30 | Apr 19, 2024 | 22 | May 21, 2024 | 52 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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