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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PGIM Jennison Diversified Growth Fund, 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 Diversified Growth Fund (TBDAX) has returned -12.77% so far this year and 13.30% over the past 12 months. Looking at the last ten years, TBDAX has achieved an annualized return of 16.75%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
PGIM Jennison Diversified Growth Fund
- 1D
- -0.49%
- 1M
- -8.98%
- YTD
- -12.77%
- 6M
- -11.18%
- 1Y
- 13.30%
- 3Y*
- 24.09%
- 5Y*
- 12.70%
- 10Y*
- 16.75%
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 3, 2000, TBDAX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.
Historically, 57% of months were positive and 43% were negative. The best month was Feb 2000 with a return of +15.6%, while the worst month was Feb 2001 at -19.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TBDAX closed higher 52% of trading days. The best single day was Dec 19, 2024 with a return of +14.3%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.18% | -3.02% | -8.98% | -12.77% | |||||||||
| 2025 | 3.30% | -3.40% | -9.16% | 2.58% | 9.15% | 5.97% | 1.73% | 0.58% | 5.07% | 4.18% | -1.54% | -0.73% | 17.74% |
| 2024 | 4.80% | 8.70% | 1.68% | -5.16% | 5.61% | 6.58% | -3.83% | 2.85% | 1.91% | -0.94% | 5.74% | 14.42% | 49.37% |
| 2023 | 10.70% | -0.73% | 6.71% | -0.23% | 5.61% | 7.28% | 3.05% | -0.92% | -5.91% | -1.98% | 11.74% | 4.71% | 46.04% |
| 2022 | -9.78% | -5.75% | 3.62% | -12.67% | -2.75% | -7.98% | 12.80% | -5.28% | -9.35% | 5.43% | 4.29% | -8.48% | -32.89% |
| 2021 | -0.30% | -0.00% | 1.31% | 6.54% | -0.77% | 6.41% | 2.51% | 4.03% | -6.43% | 8.55% | 0.19% | -0.96% | 22.14% |
Benchmark Metrics
PGIM Jennison Diversified Growth Fund has an annualized alpha of 1.56%, beta of 1.08, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 04, 2000.
- This fund captured 116.56% of S&P 500 Index gains and 107.49% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.08 and R² of 0.84, 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
- 1.56%
- Beta
- 1.08
- R²
- 0.84
- Upside Capture
- 116.56%
- Downside Capture
- 107.49%
Expense Ratio
TBDAX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TBDAX ranks 23 for risk / return — below 23% 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 Diversified Growth Fund (TBDAX) and compare them to a chosen benchmark (S&P 500 Index).
| TBDAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.90 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.39 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.40 | -0.74 |
Martin ratioReturn relative to average drawdown | 2.36 | 6.61 | -4.25 |
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 TBDAX 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 Diversified Growth Fund provided a 5.38% dividend yield over the last twelve months, with an annual payout of $0.99 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.99 | $0.99 | $4.79 | $0.00 | $0.00 | $4.05 | $2.84 | $1.10 | $1.18 | $1.38 | $0.37 | $0.85 |
Dividend yield | 5.38% | 4.69% | 25.46% | 0.00% | 0.00% | 24.42% | 16.89% | 7.91% | 10.66% | 11.19% | 3.34% | 7.91% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Jennison Diversified Growth 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $0.99 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.79 | $4.79 |
| 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 | $4.05 | $4.05 |
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 Diversified 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 Diversified Growth Fund was 69.54%, occurring on Oct 9, 2002. Recovery took 2953 trading sessions.
The current PGIM Jennison Diversified Growth Fund drawdown is 15.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.54% | Sep 5, 2000 | 525 | Oct 9, 2002 | 2953 | Jul 3, 2014 | 3478 |
| -37.9% | Nov 22, 2021 | 226 | Oct 14, 2022 | 322 | Jan 29, 2024 | 548 |
| -31.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 63 | Jun 22, 2020 | 86 |
| -23.05% | Feb 19, 2025 | 35 | Apr 8, 2025 | 54 | Jun 26, 2025 | 89 |
| -21.99% | Mar 27, 2000 | 15 | Apr 14, 2000 | 90 | Aug 23, 2000 | 105 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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