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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PGIM Jennison Small Company Fund Class Z, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
PGIM Jennison Small Company Fund Class Z (PSCZX) has returned -2.55% so far this year and 13.91% over the past 12 months. Over the last ten years, PSCZX has had an annualized return of 11.63%, just under the S&P 500 Index benchmark’s 12.16%.
PGIM Jennison Small Company Fund Class Z
- 1D
- -1.29%
- 1M
- -9.26%
- YTD
- -2.55%
- 6M
- 2.77%
- 1Y
- 13.91%
- 3Y*
- 9.48%
- 5Y*
- 5.05%
- 10Y*
- 11.63%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 1997, PSCZX's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 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% | -9.26% | -2.55% | |||||||||
| 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 2.51%, beta of 0.95, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 03, 1997.
- This fund captured 112.19% of S&P 500 Index gains and 103.43% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 2.51% 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
- 2.51%
- Beta
- 0.95
- R²
- 0.77
- Upside Capture
- 112.19%
- Downside Capture
- 103.43%
Expense Ratio
PSCZX has an expense ratio of 0.82%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PSCZX ranks 27 for risk / return — below 27% 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 Company Fund Class Z (PSCZX) and compare them to a chosen benchmark (S&P 500 Index).
| PSCZX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.90 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.39 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.40 | -0.59 |
Martin ratioReturn relative to average drawdown | 3.37 | 6.61 | -3.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PSCZX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PGIM Jennison Small Company Fund Class Z provided a 7.05% 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 | 7.05% | 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 | |||||||||
| 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 9.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.47% | Nov 1, 2007 | 267 | Nov 20, 2008 | 523 | Dec 20, 2010 | 790 |
| -47.4% | Feb 21, 2020 | 19 | Mar 18, 2020 | 141 | Oct 7, 2020 | 160 |
| -38.87% | Apr 23, 1998 | 1123 | Oct 9, 2002 | 269 | Nov 3, 2003 | 1392 |
| -28.08% | Nov 17, 2021 | 146 | Jun 16, 2022 | 586 | Oct 16, 2024 | 732 |
| -27.33% | May 2, 2011 | 108 | Oct 3, 2011 | 313 | Jan 2, 2013 | 421 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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