- ISIN
- US69344A8678
- Issuer
- PGIM
- Inception Date
- Dec 12, 2022
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $125M
Highlights
- Avg. Volume (1M)
- 19K
- Avg. Volume Value (1M)
- $1.86M
Share Price Chart
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Performance
PJFV Performance Chart
PGIM Jennison Focused Value ETF (PJFV) is up 21.6% since the beginning of the year. PJFV is currently trading at $101 per share.
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Returns By Period
PGIM Jennison Focused Value ETF (PJFV) has returned 21.61% so far this year and 35.51% over the past 12 months.
PGIM Jennison Focused Value ETF
- 1D
- 0.72%
- 1M
- 2.39%
- 6M
- 16.40%
- YTD
- 21.61%
- 1Y
- 35.51%
- 3Y*
- 24.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.89%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
PJFV Monthly Returns History
Based on dividend-adjusted daily data since Dec 14, 2022, PJFV's average daily return is +0.08%, while the average monthly return is +1.67%. At this rate, an investment would double in approximately 3.5 years.
Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +10.4%, while the worst month was Mar 2025 at -5.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PJFV closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Apr 4, 2025 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.70% | 1.93% | -4.13% | 10.36% | 2.56% | 3.72% | 1.49% | 0.72% | 21.61% | ||||
| 2025 | 4.33% | -0.03% | -5.39% | -3.17% | 4.81% | 5.77% | 1.73% | 2.08% | 2.76% | 2.08% | 2.37% | 0.44% | 18.65% |
| 2024 | 2.28% | 5.78% | 5.27% | -3.19% | 3.12% | 0.84% | 2.43% | 3.82% | 0.74% | 0.30% | 5.96% | -4.93% | 24.13% |
| 2023 | 3.19% | -3.23% | 0.37% | 1.97% | -0.68% | 5.65% | 4.72% | -2.08% | -2.44% | -2.34% | 7.15% | 5.57% | 18.52% |
| 2022 | -3.25% | -3.25% |
Benchmark Metrics
PGIM Jennison Focused Value ETF has an annualized alpha of 5.10%, beta of 0.85, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since December 14, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.05%) than losses (71.59%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 5.10% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.85 and R2 of 0.81, 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
- 5.10%
- Beta
- 0.85
- R²
- 0.81
- Upside Capture
- 95.05%
- Downside Capture
- 71.59%
Expense Ratio
PJFV has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PJFV ranks 94 for risk / return — above 94% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for PGIM Jennison Focused Value ETF (PJFV) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PJFV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.31 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.88 | 2.41 | +2.47 |
| Martin ratioReturn relative to average drawdown | 20.63 | 10.22 | +10.41 |
Dividends
Dividend History
PGIM Jennison Focused Value ETF provided a 0.56% dividend yield over the last twelve months, with an annual payout of $0.57 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.57 | $0.57 | $0.92 | $0.69 | $0.06 |
Dividend yield | 0.56% | 0.68% | 1.31% | 1.20% | 0.12% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Jennison Focused Value 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 | $0.00 | $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 | $0.57 | $0.57 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.92 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
| 2022 | $0.06 | $0.06 |
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 Value 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 Value ETF was 18.15%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-18.15%Apr 2025 | 1mo 18d | 2mo 24d | 4mo 12dFeb 2025 - Jul 2025 | 2025 selloff2025 |
-8.59%Oct 2023 | 1mo 12d | 1mo 5d | 2mo 17dSep 2023 - Dec 2023 | — |
-8.07%Mar 2023 | 1mo 27d | 2mo 19d | 4mo 16dJan 2023 - Jun 2023 | — |
-7.55%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 | — |
-7.31%Mar 2026 | 1mo 16d | 10d | 1mo 26dFeb 2026 - Apr 2026 | — |
Drawdown Indicators
| PJFV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -56.78% | +38.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -9.10% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -18.90% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -10.70% | +8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.14% | -0.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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