- ISIN
- US74440E8057
- Issuer
- PGIM
- Inception Date
- Nov 15, 2016
- Category
- Small Cap Growth Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
PQJCX Performance Chart
PGIM Jennison Small-Cap Core Equity Fund (PQJCX) is up 11.1% since the beginning of the year. PQJCX is currently trading at $16 per share. Investors who bought $1,000 worth of PQJCX shares 5 years ago would now be looking at an investment worth $1,364.
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Returns By Period
PGIM Jennison Small-Cap Core Equity Fund (PQJCX) has returned 11.11% so far this year and 23.34% over the past 12 months.
PGIM Jennison Small-Cap Core Equity Fund
- 1D
- 0.93%
- 1M
- 2.99%
- YTD
- 11.11%
- 6M
- 11.24%
- 1Y
- 23.34%
- 3Y*
- 17.56%
- 5Y*
- 6.41%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
PQJCX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, PQJCX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +18.3%, while the worst month was Mar 2020 at -23.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PQJCX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -14.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.57% | 1.32% | -5.82% | 10.13% | 1.51% | 0.56% | 11.11% | ||||||
| 2025 | 1.77% | -7.14% | -6.25% | -3.83% | 6.45% | 2.62% | -1.53% | 7.19% | 0.28% | -0.07% | 3.59% | -0.08% | 1.89% |
| 2024 | -3.24% | 5.40% | 2.96% | -6.72% | 4.65% | -0.29% | 7.05% | 2.49% | 0.26% | -0.65% | 11.39% | 3.55% | 28.82% |
| 2023 | 9.56% | -1.30% | -4.11% | -0.89% | -3.34% | 8.27% | 3.59% | -3.31% | -7.00% | -6.44% | 10.11% | 11.41% | 14.96% |
| 2022 | -10.64% | -0.28% | 0.43% | -9.27% | -3.51% | -8.57% | 8.58% | -1.47% | -7.36% | 8.74% | 4.51% | -5.89% | -24.07% |
| 2021 | 2.42% | 6.51% | -0.61% | 6.37% | -1.05% | 2.12% | 0.99% | 2.99% | -2.40% | 6.25% | -5.11% | 2.04% | 21.70% |
Benchmark Metrics
PGIM Jennison Small-Cap Core Equity Fund has an annualized alpha of -2.28%, beta of 1.09, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 110.38% of S&P 500 Index downside but only 101.09% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.28% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.09 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.28%
- Beta
- 1.09
- R²
- 0.76
- Upside Capture
- 101.09%
- Downside Capture
- 110.38%
Expense Ratio
PQJCX has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PQJCX ranks 28 for risk / return — below 28% of mutual funds 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 Small-Cap Core Equity Fund (PQJCX) and compare them to S&P 500 Index.
| PQJCX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.24 | -0.86 |
Sortino ratioReturn per unit of downside risk | 2.08 | 3.07 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.93 | -0.71 |
Martin ratioReturn relative to average drawdown | 8.08 | 13.52 | -5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
PGIM Jennison Small-Cap Core Equity Fund provided a 2.71% dividend yield over the last twelve months, with an annual payout of $0.44 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.44 | $0.44 | $2.69 | $0.11 | $0.06 | $4.19 | $0.64 | $0.00 | $0.70 | $0.21 |
Dividend yield | 2.71% | 3.01% | 18.27% | 0.83% | 0.51% | 26.55% | 3.86% | 0.00% | 7.11% | 1.72% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Jennison Small-Cap Core Equity Fund. 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.69 | $2.69 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.19 | $4.19 |
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 Small-Cap Core Equity Fund. 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 Small-Cap Core Equity Fund was 43.56%, occurring on Mar 18, 2020. Recovery took 96 trading sessions.
The current PGIM Jennison Small-Cap Core Equity Fund drawdown is 0.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -43.56%Mar 2020 | 26d | 4mo 19d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -36.11%Jun 2022 | 7mo 9d | 2y 5mo | 3y 17dNov 2021 - Nov 2024 |
Rate-hike selloffLate 2018 | -27.69%Dec 2018 | 3mo 20d | 1y 1mo | 1y 5moSep 2018 - Feb 2020 |
2025 selloff2025 | -25.98%Apr 2025 | 3mo 22d | 8mo 7d | 11mo 29dDec 2024 - Dec 2025 |
2026 correction2026 | -11.13%Mar 2026 | 2mo 6d | 18d | 2mo 24dJan 2026 - Apr 2026 |
Drawdown Indicators
| PQJCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.56% | -56.78% | +13.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -9.10% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -25.98% | -18.90% | -7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -36.11% | -25.43% | -10.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.74% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -10.72% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.97% | +1.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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