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PGIM Jennison Focused Mid-Cap ETF (PJFM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

PGIM

Inception Date

Dec 14, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

PJFM has an expense ratio of 0.49%, 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.


PGIM Jennison Focused Mid-Cap ETF

Popular comparisons:
PJFM vs. FLQM
Popular comparisons:

Performance

Performance Chart


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S&P 500

Returns By Period

PGIM Jennison Focused Mid-Cap ETF (PJFM) returned -1.49% year-to-date (YTD) and 11.57% over the past 12 months.


PJFM

YTD

-1.49%

1M

6.29%

6M

-8.13%

1Y

11.57%

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 PJFM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.89%-3.16%-7.10%-2.53%7.09%-1.49%
2024-0.56%5.57%2.07%-7.13%4.96%0.19%3.88%1.35%1.64%1.82%9.03%-6.96%15.64%
2023-0.08%-0.08%
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 PJFM is 45, 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 PJFM is 4545
Overall Rank
The Sharpe Ratio Rank of PJFM is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFM is 4343
Sortino Ratio Rank
The Omega Ratio Rank of PJFM is 4545
Omega Ratio Rank
The Calmar Ratio Rank of PJFM is 4747
Calmar Ratio Rank
The Martin Ratio Rank of PJFM is 4141
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 Mid-Cap ETF (PJFM) 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 Mid-Cap ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.54
  • All Time: 0.50

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 Mid-Cap 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 Mid-Cap ETF provided a 0.84% dividend yield over the last twelve months, with an annual payout of $0.48 per share.


0.83%$0.00$0.10$0.20$0.30$0.40$0.502024
Dividends
Dividend Yield
PeriodTTM2024
Dividend$0.48$0.48

Dividend yield

0.84%0.83%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Jennison Focused Mid-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.48$0.48

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 Mid-Cap 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 Mid-Cap ETF was 22.84%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current PGIM Jennison Focused Mid-Cap ETF drawdown is 8.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.84%Dec 2, 202487Apr 8, 2025
-8.09%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-7.86%Apr 1, 202414Apr 18, 202459Jul 15, 202473
-3.79%Aug 26, 20249Sep 6, 20249Sep 19, 202418
-2.7%Dec 29, 20234Jan 4, 202411Jan 22, 202415
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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