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PGIM Jennison Natural Resources R6 (PJNQX) Sharpe Ratio: 2.21

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The PGIM Jennison Natural Resources Fund seeks long-term capital growth by investing at least 80% of its assets in equity and equity-related securities of companies involved in the natural resources sector, including those that own, develop, or supply goods and services related to natural resource commodities.

PJNQX's Sharpe Ratio of 2.21 indicates that for each unit of volatility, it generates 2.21 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PJNQX Sharpe Ratio Rank

PJNQX Sharpe Ratio Rank: 67.668
Above Average

PJNQX ranks above 67.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

PJNQX Sharpe Ratio Market Positioning

The chart shows PJNQX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.33
  • Green zone (top 25%): 2.33 or higher
  • Top 1%: 4.27+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares PGIM Jennison Natural Resources R6's Sharpe Ratio with other mutual funds in the Natural Resources category across multiple time periods, showing how PJNQX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PJNQXPGIM Jennison Natural Resources R62.21
BCXBlackrock Resources & Commodities Strategy Trust1.67
GRHAXGoehring & Rozencwajg Resources Fund Retail Class1.57

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PJNQX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PJNQX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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