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ISIN
US74440K8687
CUSIP
74440K868
Issuer
PGIM
Inception Date
Jun 2, 2000
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SPFZX Performance Chart

PGIM Jennison Focused Growth Fund (SPFZX) is up 3.5% since the beginning of the year. SPFZX is currently trading at $35 per share. Investors who bought $1,000 worth of SPFZX shares 5 years ago would now be looking at an investment worth $1,486.


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S&P 500 Index

Returns By Period

PGIM Jennison Focused Growth Fund (SPFZX) has returned 3.53% so far this year and 16.49% over the past 12 months. Looking at the last ten years, SPFZX has achieved an annualized return of 18.52%, outperforming the S&P 500 Index benchmark, which averaged 13.71% per year.


PGIM Jennison Focused Growth Fund

1D
-1.69%
1M
-1.77%
YTD
3.53%
6M
2.29%
1Y
16.49%
3Y*
21.62%
5Y*
8.25%
10Y*
18.52%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFZX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2001, SPFZX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +16.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SPFZX closed higher 53% of trading days. The best single day was Dec 7, 2021 with a return of +14.4%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.67%-4.08%-5.72%13.44%8.97%-4.85%3.53%
20252.49%-3.92%-10.29%3.91%10.28%6.53%2.28%0.03%4.55%4.06%-2.38%-0.88%16.15%
20244.60%8.09%0.70%-4.97%6.60%6.80%-3.77%3.88%1.35%0.21%5.26%0.20%31.90%
202311.18%-1.57%9.48%1.06%6.80%6.00%2.34%-1.05%-5.01%-1.42%12.72%4.25%52.74%
2022-14.76%-3.64%3.78%-15.13%-7.15%-7.52%14.41%-5.66%-9.38%3.47%3.54%-8.68%-40.55%
2021-0.85%0.00%-5.27%7.89%-5.27%8.80%1.28%4.20%-5.58%8.26%-1.45%-4.12%6.47%

Benchmark Metrics

PGIM Jennison Focused Growth Fund has an annualized alpha of 2.86%, beta of 1.06, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since January 02, 2001.

  • This fund captured 120.17% of S&P 500 Index gains and 105.85% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.86% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.06 and R2 of 0.80, 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
2.86%
Beta
1.06
0.80
Upside Capture
120.17%
Downside Capture
105.85%

Expense Ratio

SPFZX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SPFZX ranks 13 for risk / return — in the bottom 13% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SPFZX Risk / Return Rank: 1313
Overall Rank
SPFZX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPFZX Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPFZX Omega Ratio Rank: 1515
Omega Ratio Rank
SPFZX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPFZX Martin Ratio Rank: 1111
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 Focused Growth Fund (SPFZX) 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.


SPFZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

0.95

2.46

-1.51

Martin ratioReturn relative to average drawdown

2.91

10.92

-8.01

Dividends

Dividend History

PGIM Jennison Focused Growth Fund provided a 3.59% dividend yield over the last twelve months, with an annual payout of $1.25 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.25$1.25$0.00$0.00$0.00$3.58$2.17$1.86$1.48$1.62$1.25$1.66

Dividend yield

3.59%3.72%0.00%0.00%0.00%14.24%8.03%10.64%10.65%10.91%10.23%11.93%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Jennison Focused Growth Fund. 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$1.25$1.25
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.58$3.58

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 Focused Growth 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 Focused Growth Fund was 50.87%, occurring on Mar 11, 2003. Recovery took 1969 trading sessions.

The current PGIM Jennison Focused Growth Fund drawdown is 5.65%.


Related event

Drawdown

Fall

Recovery

Underwater

2003 bear market2003
-50.87%Mar 2003
2y 1mo7y 10mo
9y 11moJan 2001 - Jan 2011
Bear market2022
-48.70%Dec 2022
1y 20d1y 6mo
2y 6moDec 2021 - Jul 2024
COVID crash2020
-32.88%Mar 2020
25d2mo 18d
3mo 13dFeb 2020 - Jun 2020
2025 selloff2025
-24.77%Apr 2025
3mo 22d2mo 19d
6mo 11dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-23.29%Dec 2018
2mo 23d2mo 27d
5mo 20dOct 2018 - Mar 2019

Drawdown Indicators


SPFZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.87%

-56.78%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-9.10%

-9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.77%

-18.90%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-48.70%

-25.43%

-23.27%

Max Drawdown (10Y)

Largest decline over 10 years

-48.70%

-33.92%

-14.78%

Current Drawdown

Current decline from peak

-5.65%

-3.21%

-2.44%

Average Drawdown

Average peak-to-trough decline

-14.59%

-10.71%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

2.04%

+4.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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