- Issuer
- PGIM
- Inception Date
- Mar 1, 1996
- Region
- North America (United States)
- Category
- Small Cap Growth Equities
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
PSCZX Performance Chart
PGIM Jennison Small Company Fund Class Z (PSCZX) is up 16.3% since the beginning of the year. PSCZX is currently trading at $29 per share. Investors who bought $1,000 worth of PSCZX shares 5 years ago would now be looking at an investment worth $1,420.
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Returns By Period
PGIM Jennison Small Company Fund Class Z (PSCZX) has returned 16.29% so far this year and 31.01% over the past 12 months. Over the last ten years, PSCZX has had an annualized return of 13.63%, just under the S&P 500 Index benchmark’s 13.91%.
PGIM Jennison Small Company Fund Class Z
- 1D
- 0.59%
- 1M
- 3.59%
- YTD
- 16.29%
- 6M
- 14.01%
- 1Y
- 31.01%
- 3Y*
- 16.59%
- 5Y*
- 7.26%
- 10Y*
- 13.63%
Benchmark (S&P 500 Index)
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
PSCZX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1997, PSCZX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +17.3%, while the worst month was Mar 2020 at -27.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PSCZX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -16.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.43% | 2.83% | -6.06% | 8.94% | 0.94% | 4.82% | 16.29% | ||||||
| 2025 | 2.85% | -5.62% | -5.45% | -3.67% | 6.40% | 2.73% | -0.42% | 6.09% | -0.35% | 1.42% | 3.81% | 0.17% | 7.29% |
| 2024 | -2.05% | 5.60% | 3.79% | -7.43% | 3.99% | -0.22% | 5.06% | 2.43% | 0.76% | -0.56% | 9.42% | -4.48% | 16.22% |
| 2023 | 8.78% | -1.87% | -2.97% | -0.19% | -4.56% | 8.20% | 2.60% | -3.53% | -6.10% | -5.55% | 8.63% | 9.89% | 11.85% |
| 2022 | -9.20% | 1.46% | 1.65% | -7.82% | -2.35% | -8.55% | 8.49% | -1.82% | -8.35% | 8.65% | 4.53% | -4.72% | -18.57% |
| 2021 | 1.53% | 7.76% | 2.34% | 5.70% | 0.03% | 1.10% | 1.28% | 3.47% | -2.68% | 5.80% | -4.35% | 4.79% | 29.43% |
Benchmark Metrics
PGIM Jennison Small Company Fund Class Z has an annualized alpha of 2.63%, beta of 0.95, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.
- This fund captured 111.14% of S&P 500 Index gains and 102.18% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 2.63% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.95 and R2 of 0.77, 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
- 2.63%
- Beta
- 0.95
- R²
- 0.77
- Upside Capture
- 111.14%
- Downside Capture
- 102.18%
Expense Ratio
PSCZX has an expense ratio of 0.82%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PSCZX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Jennison Small Company Fund Class Z (PSCZX) 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.
| PSCZX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.29 | +0.71 |
| Martin ratioReturn relative to average drawdown | 11.85 | 10.09 | +1.76 |
Dividends
Dividend History
PGIM Jennison Small Company Fund Class Z provided a 5.91% dividend yield over the last twelve months, with an annual payout of $1.72 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.72 | $1.72 | $1.18 | $0.11 | $0.74 | $8.18 | $3.48 | $3.83 | $3.83 | $2.14 | $1.29 | $3.24 |
Dividend yield | 5.91% | 6.87% | 4.72% | 0.50% | 3.67% | 31.87% | 13.30% | 16.41% | 19.48% | 7.97% | 5.32% | 14.40% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Jennison Small Company Fund Class Z. 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 | $1.72 | $1.72 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.18 | $1.18 |
| 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 | $0.74 | $0.74 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $8.18 | $8.18 |
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 Company Fund Class Z. 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 Company Fund Class Z was 56.47%, occurring on Nov 20, 2008. Recovery took 523 trading sessions.
The current PGIM Jennison Small Company Fund Class Z drawdown is 0.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.47%Nov 2008 | 1y 20d | 2y 1mo | 3y 1moNov 2007 - Dec 2010 |
COVID crash2020 | -47.40%Mar 2020 | 26d | 6mo 23d | 7mo 19dFeb 2020 - Oct 2020 |
Dot-com crash2000–2002 | -38.87%Oct 2002 | 4y 5mo | 1y 25d | 5y 6moApr 1998 - Nov 2003 |
Bear market2022 | -28.08%Jun 2022 | 7mo 1d | 2y 4mo | 2y 11moNov 2021 - Oct 2024 |
2011 bear market2011 | -27.33%Oct 2011 | 5mo 4d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
Drawdown Indicators
| PSCZX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.47% | -56.78% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.83% | -9.10% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -23.25% | -18.90% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -25.43% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | -33.92% | -13.48% |
Current DrawdownCurrent decline from peak | -0.68% | -3.32% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -10.71% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.06% | +0.43% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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