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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PGIM Jennison Focused Mid-Cap 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 Mid-Cap ETF (PJFM) has returned -0.66% so far this year and 13.16% over the past 12 months.
PGIM Jennison Focused Mid-Cap ETF
- 1D
- 3.44%
- 1M
- -6.07%
- YTD
- -0.66%
- 6M
- 2.18%
- 1Y
- 13.16%
- 3Y*
- —
- 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 19, 2023, PJFM's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +9.0%, while the worst month was Apr 2024 at -7.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PJFM closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 3, 2025 at -7.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.21% | 1.48% | -6.07% | -0.66% | |||||||||
| 2025 | 4.89% | -3.16% | -7.10% | -2.53% | 7.65% | 2.05% | 1.94% | 1.84% | -0.38% | 0.02% | 2.76% | 0.07% | 7.50% |
| 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% |
Benchmark Metrics
PGIM Jennison Focused Mid-Cap ETF has an annualized alpha of -3.62%, beta of 0.96, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 20, 2023.
- This ETF participated in 131.72% of S&P 500 Index downside but only 96.07% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.62% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 0.96 and R² of 0.74, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -3.62%
- Beta
- 0.96
- R²
- 0.74
- Upside Capture
- 96.07%
- Downside Capture
- 131.72%
Expense Ratio
PJFM has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PJFM ranks 36 for risk / return — below 36% 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 Mid-Cap ETF (PJFM) and compare them to a chosen benchmark (S&P 500 Index).
| PJFM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.90 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.39 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.40 | -0.46 |
Martin ratioReturn relative to average drawdown | 3.79 | 6.61 | -2.82 |
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 PJFM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PGIM Jennison Focused Mid-Cap ETF provided a 0.63% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.39 | $0.39 | $0.48 |
Dividend yield | 0.63% | 0.62% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 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. Recovery took 166 trading sessions.
The current PGIM Jennison Focused Mid-Cap ETF drawdown is 7.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.84% | Dec 2, 2024 | 87 | Apr 8, 2025 | 166 | Dec 4, 2025 | 253 |
| -10.79% | Feb 19, 2026 | 28 | Mar 30, 2026 | — | — | — |
| -8.08% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.85% | Apr 1, 2024 | 14 | Apr 18, 2024 | 59 | Jul 15, 2024 | 73 |
| -3.79% | Aug 26, 2024 | 9 | Sep 6, 2024 | 9 | Sep 19, 2024 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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