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PGIM Jennison Focused Growth ETF (PJFG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US69344A8751

Issuer

PGIM

Inception Date

Dec 12, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


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.


Performance

Performance Chart


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S&P 500

Returns By Period

PGIM Jennison Focused Growth ETF (PJFG) returned 2.32% year-to-date (YTD) and 14.92% over the past 12 months.


PJFG

YTD

2.32%

1M

10.01%

6M

3.23%

1Y

14.92%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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
20253.11%-3.77%-9.92%4.19%9.88%2.32%
20244.76%8.06%0.57%-4.78%6.30%6.86%-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%
2022-6.69%-6.69%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PJFG is 55, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PJFG is 5555
Overall Rank
The Sharpe Ratio Rank of PJFG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PJFG is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PJFG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PJFG is 5252
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PGIM Jennison Focused Growth ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.56
  • All Time: 1.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of PGIM Jennison Focused Growth ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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. The portfolio has not yet recovered.

The current PGIM Jennison Focused Growth ETF drawdown is 3.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.24%Feb 18, 202536Apr 8, 2025
-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
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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