PJFM vs. DEUS

Last updated Aug 4, 2026

PJFM (PGIM Jennison Focused Mid-Cap ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. PJFM is actively managed, while DEUS is passively managed. Over the past year, PJFM returned 14.15% vs 21.67% for DEUS. Their correlation of 0.82 means they have usually moved in the same direction. PJFM charges 0.49%/yr vs 0.17%/yr for DEUS.

Performance

PJFM vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Focused Mid-Cap ETF (PJFM) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PJFM achieves a 8.17% return, which is significantly lower than DEUS's 15.73% return.

PJFM

• 1D: 1.30%
• 1M: -1.34%
• 6M: 3.96%
• YTD: 8.17%
• 1Y: 14.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.81%

DEUS

• 1D: 0.53%
• 1M: 1.84%
• 6M: 10.76%
• YTD: 15.73%
• 1Y: 21.67%
• 3Y*: 15.79%
• 5Y*: 10.01%
• 10Y*: 11.41%
• ALL TIME*: 11.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEUS Xtrackers Russell US Multifactor ETF	$638.57K	$826.95K	$989.73K
PJFM PGIM Jennison Focused Mid-Cap ETF	$2.90K	$36.39K	$53.96K

PJFM vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PJFM PGIM Jennison Focused Mid-Cap ETF	8.17%	7.50%	15.64%	-0.34%
DEUS Xtrackers Russell US Multifactor ETF	15.73%	10.41%	14.33%	0.95%

Correlation

The correlation between PJFM and DEUS is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (All Time) Calculated using the full available price history since Dec 19, 2023	0.82

The correlation between PJFM and DEUS has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

PJFM vs. DEUS - Sectors Allocation Comparison

Sectors	PJFM	DEUS
Industrials	24.2%	18.7%
Financial Services	16.9%	13.8%
Technology	16.6%	10.5%
Consumer Cyclical	8.3%	11.1%
Utilities	7.6%	7.4%
Energy	6.8%	5.2%
Real Estate	6.8%	5.6%
Healthcare	6.0%	12.9%
Basic Materials	5.8%	4.1%
Communication Services	3.4%	3.2%
Consumer Defensive	0.9%	7.5%

Return for Risk

PJFM vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PJFM

PJFM Risk / Return Rank: 34
PJFM Sharpe Ratio Rank: 32
PJFM Sortino Ratio Rank: 32
PJFM Omega Ratio Rank: 31
PJFM Calmar Ratio Rank: 35
PJFM Martin Ratio Rank: 40

DEUS

DEUS Risk / Return Rank: 82
DEUS Sharpe Ratio Rank: 80
DEUS Sortino Ratio Rank: 84
DEUS Omega Ratio Rank: 78
DEUS Calmar Ratio Rank: 82
DEUS Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PJFM vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Mid-Cap ETF (PJFM) and Xtrackers Russell US Multifactor ETF (DEUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	PJFM	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	0.84	1.96	-1.12
Sortino ratio: Return per unit of downside risk	1.31	2.88	-1.57
Omega ratio: Gain probability vs. loss probability	1.15	1.34	-0.19
Calmar ratio: Return relative to maximum drawdown	1.32	3.19	-1.87
Martin ratio: Return relative to average drawdown	4.59	12.26	-7.66

PJFM vs. DEUS - Sharpe Ratio Comparison

The current PJFM Sharpe Ratio is 0.84, which is lower than the DEUS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PJFM and DEUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PJFM vs. DEUS - Drawdown Comparison

The maximum PJFM drawdown since its inception was -22.84%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for PJFM and DEUS.

Drawdown Indicators

	PJFM	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-22.84%	-40.47%	+17.63%
Max Drawdown (1Y) Largest decline over 1 year	-10.79%	-6.83%	-3.96%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.47%	—
Current Drawdown Current decline from peak	-4.17%	-1.01%	-3.16%
Average Drawdown Average peak-to-trough decline	-3.69%	-4.28%	+0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	1.77%	+1.32%

Volatility

PJFM vs. DEUS - Volatility Comparison

PGIM Jennison Focused Mid-Cap ETF (PJFM) has a higher volatility of 5.21% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.05%. This indicates that PJFM's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PJFM	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.21%	3.05%	+2.16%
Volatility (6M) Calculated over the trailing 6-month period	14.06%	8.23%	+5.83%
Volatility (1Y) Calculated over the trailing 1-year period	17.00%	11.14%	+5.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.82%	15.49%	+2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.82%	17.95%	-0.13%

PJFM vs. DEUS - Expense Ratio Comparison

PJFM has a 0.49% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

PJFM vs. DEUS - Dividend Comparison

PJFM's dividend yield for the trailing twelve months is around 0.58%, less than DEUS's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.38%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
PJFM PGIM Jennison Focused Mid-Cap ETF	0.58%	0.62%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PJFM and DEUS in my portfolio?

PJFM and DEUS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PJFM or DEUS?

PJFM has higher volatility (5.21%) compared to DEUS (3.05%). In terms of maximum drawdown, PJFM dropped -22.84% vs DEUS's -40.47%.

Which ETF is better, PJFM or DEUS?

On 1-year performance, DEUS leads with 21.67% vs 14.15% for PJFM. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PJFM or DEUS?

Over the 1-year period, DEUS has performed better with a 21.67% return vs 14.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PJFM or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.49% for PJFM.

Which ETF pays a higher dividend yield, PJFM or DEUS?

DEUS has the higher dividend yield at 1.38%, compared with 0.58% for PJFM.

What is the main difference between PJFM and DEUS?

They also come from different issuers: PGIM and Xtrackers. Their fees differ too: 0.49% for PJFM and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.96 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.