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Issuer
PGIM
Inception Date
Dec 27, 2010
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PJNQX Performance Chart

PGIM Jennison Natural Resources R6 (PJNQX) is up 24.8% since the beginning of the year. PJNQX is currently trading at $92 per share. Investors who bought $1,000 worth of PJNQX shares 5 years ago would now be looking at an investment worth $2,154.


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S&P 500 Index

Returns By Period

PGIM Jennison Natural Resources R6 (PJNQX) has returned 24.77% so far this year and 60.53% over the past 12 months. Over the last ten years, PJNQX has returned 11.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.


PGIM Jennison Natural Resources R6

1D
0.02%
1M
2.79%
YTD
24.77%
6M
27.76%
1Y
60.53%
3Y*
23.10%
5Y*
16.59%
10Y*
11.80%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.64%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJNQX Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2010, PJNQX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2020 with a return of +25.7%, while the worst month was Mar 2020 at -30.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PJNQX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +14.4%, while the worst single day was Mar 9, 2020 at -16.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202614.18%9.48%-4.83%4.09%-1.04%1.82%24.77%
20252.47%-3.28%2.08%-3.03%7.23%6.87%-1.37%5.43%8.64%0.76%5.12%3.47%39.20%
2024-5.50%2.24%12.28%1.16%5.14%-4.76%1.01%-2.83%-0.71%-1.87%4.03%-7.42%1.23%
20235.37%-7.58%-1.98%1.12%-8.18%9.43%9.28%-2.94%-1.58%-5.72%1.20%1.69%-1.78%
20225.31%10.49%9.68%-5.74%9.83%-18.63%7.01%3.56%-8.07%16.89%4.16%-6.30%24.97%
20211.48%10.22%0.83%3.81%5.72%-0.02%-3.63%-0.80%1.83%9.49%-5.58%2.66%27.84%

Benchmark Metrics

PGIM Jennison Natural Resources R6 has an annualized alpha of -6.32%, beta of 1.08, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since December 28, 2010.

  • This fund participated in 126.29% of S&P 500 Index downside but only 88.09% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.50 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-6.32%
Beta
1.08
0.50
Upside Capture
88.09%
Downside Capture
126.29%

Expense Ratio

PJNQX has an expense ratio of 0.82%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PJNQX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PJNQX Risk / Return Rank: 8888
Overall Rank
PJNQX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PJNQX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PJNQX Omega Ratio Rank: 8080
Omega Ratio Rank
PJNQX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PJNQX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PGIM Jennison Natural Resources R6 (PJNQX) and compare them to S&P 500 Index.


PJNQXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.51

1.36

+0.15

Calmar ratioReturn relative to maximum drawdown

5.63

2.69

+2.95

Martin ratioReturn relative to average drawdown

21.16

12.34

+8.82

Dividends

Dividend History

PGIM Jennison Natural Resources R6 provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.92 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.92$0.92$0.73$1.22$1.69$0.56$0.58$0.71$0.62$0.00$0.75

Dividend yield

0.99%1.24%1.35%2.27%3.02%1.22%1.60%2.14%2.12%0.00%1.93%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Jennison Natural Resources R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$0.92$0.92
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.22$1.22
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.69$1.69
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56

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 Natural Resources R6. 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 Natural Resources R6 was 74.06%, occurring on Mar 18, 2020. Recovery took 508 trading sessions.

The current PGIM Jennison Natural Resources R6 drawdown is 1.47%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-74.06%Mar 2020
8y 11mo2y 5d
10y 11moApr 2011 - Mar 2022
Bear market2022
-29.20%Jul 2022
1mo 6d1y 8mo
1y 10moJun 2022 - Apr 2024
2025 selloff2025
-24.94%Apr 2025
10mo 21d4mo 20d
1y 3moMay 2024 - Aug 2025
Bear market2022
-13.97%May 2022
23d21d
1mo 14dApr 2022 - Jun 2022
2026 correction2026
-11.03%Mar 2026
17d1mo 23d
2mo 10dMar 2026 - May 2026

Drawdown Indicators


PJNQXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-74.06%

-56.78%

-17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-9.10%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-24.94%

-18.90%

-6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-25.43%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-63.55%

-33.92%

-29.63%

Current Drawdown

Current decline from peak

-1.47%

-2.97%

+1.50%

Average Drawdown

Average peak-to-trough decline

-26.59%

-10.72%

-15.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.97%

+0.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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