- ISIN
- US74440V1044
- CUSIP
- 74440V104
- Issuer
- PGIM
- Inception Date
- Nov 3, 1999
- Category
- Large Cap Growth Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
TBDAX Performance Chart
PGIM Jennison Diversified Growth Fund (TBDAX) is up 6.0% since the beginning of the year. TBDAX is currently trading at $22 per share. Investors who bought $1,000 worth of TBDAX shares 5 years ago would now be looking at an investment worth $2,038.
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Returns By Period
PGIM Jennison Diversified Growth Fund (TBDAX) has returned 5.96% so far this year and 22.22% over the past 12 months. Looking at the last ten years, TBDAX has achieved an annualized return of 19.11%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
PGIM Jennison Diversified Growth Fund
- 1D
- 1.50%
- 1M
- -0.40%
- YTD
- 5.96%
- 6M
- 5.36%
- 1Y
- 22.22%
- 3Y*
- 27.62%
- 5Y*
- 15.30%
- 10Y*
- 19.11%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
TBDAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2000, TBDAX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 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% | -5.53% | 12.59% | 7.19% | -3.03% | 5.96% | ||||||
| 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 1.64%, beta of 1.08, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 03, 2000.
- This fund captured 116.99% of S&P 500 Index gains and 107.55% 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
- 1.64%
- Beta
- 1.08
- R²
- 0.84
- Upside Capture
- 116.99%
- Downside Capture
- 107.55%
Expense Ratio
TBDAX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TBDAX ranks 20 for risk / return — below 20% 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 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.
| TBDAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.78 | -1.42 |
| Martin ratioReturn relative to average drawdown | 4.60 | 12.44 | -7.83 |
Dividends
Dividend History
PGIM Jennison Diversified Growth Fund provided a 4.43% 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 | 4.43% | 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 | $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 3.82%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -69.54%Oct 2002 | 2y 1mo | 11y 9mo | 13y 10moSep 2000 - Jul 2014 |
Bear market2022 | -37.90%Oct 2022 | 10mo 26d | 1y 3mo | 2y 2moNov 2021 - Jan 2024 |
COVID crash2020 | -31.91%Mar 2020 | 1mo 2d | 3mo 1d | 4mo 3dFeb 2020 - Jun 2020 |
2025 selloff2025 | -23.05%Apr 2025 | 1mo 18d | 2mo 19d | 4mo 7dFeb 2025 - Jun 2025 |
Dot-com crash2000–2002 | -21.99%Apr 2000 | 18d | 4mo 11d | 4mo 29dMar 2000 - Aug 2000 |
Drawdown Indicators
| TBDAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.54% | -56.78% | -12.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -9.10% | -6.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.05% | -18.90% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -37.90% | -25.43% | -12.47% |
Max Drawdown (10Y)Largest decline over 10 years | -37.90% | -33.92% | -3.98% |
Current DrawdownCurrent decline from peak | -3.82% | -1.80% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -25.63% | -10.71% | -14.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 2.03% | +2.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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