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

ETF Info

IssuerPGIM
Inception DateDec 14, 2023
CategoryMid Cap Blend Equities
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

PJFM features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for PJFM: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

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.


Popular comparisons: PJFM vs. FLQM

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.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.66%
8.81%
PJFM (PGIM Jennison Focused Mid-Cap ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-Date9.92%18.13%
1 month2.08%1.45%
6 months4.66%8.81%
1 yearN/A26.52%
5 years (annualized)N/A13.43%
10 years (annualized)N/A10.88%

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
2024-0.56%5.57%2.07%-7.13%4.96%0.19%3.88%1.35%9.92%
2023-0.08%-0.08%

Risk-Adjusted Performance

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.


PJFM
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.08

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for PGIM Jennison Focused Mid-Cap ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend History


PGIM Jennison Focused Mid-Cap 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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.26%
-0.58%
PJFM (PGIM Jennison Focused Mid-Cap ETF)
Benchmark (^GSPC)

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 8.09%, occurring on Aug 5, 2024. Recovery took 14 trading sessions.

The current PGIM Jennison Focused Mid-Cap ETF drawdown is 0.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.09%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-7.86%Apr 1, 202414Apr 18, 202459Jul 15, 202473
-3.79%Aug 26, 20249Sep 6, 2024
-2.7%Dec 29, 20234Jan 4, 202411Jan 22, 202415
-2.01%Dec 20, 20231Dec 20, 20233Dec 26, 20234

Volatility

Volatility Chart

The current PGIM Jennison Focused Mid-Cap ETF volatility is 3.95%, 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%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.95%
4.08%
PJFM (PGIM Jennison Focused Mid-Cap ETF)
Benchmark (^GSPC)