PGIM JENNISON FOCUSED VALUE ETF
Symbol: PJFV
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 12/12/2022
Latest date: 20/07/2026
Current price: $97.98
Expense ratio: 0.33%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.33%
Ann. -29.83% (Sharpe / Sortino numerator)
Volatility
18.80%
Sharpe ratio
-1.780
VaR 95%
-1.52%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.83%
Ann. 5.28% (Sharpe / Sortino numerator)
Volatility
15.06%
Sharpe ratio
0.110
VaR 95%
-1.52%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
17.12%
Ann. 14.78% (Sharpe / Sortino numerator)
Volatility
13.45%
Sharpe ratio
0.828
VaR 95%
-1.48%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
31.83%
Ann. 22.05% (Sharpe / Sortino numerator)
Volatility
16.89%
Sharpe ratio
1.091
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
47.94%
Ann. 15.51% (Sharpe / Sortino numerator)
Volatility
15.01%
Sharpe ratio
0.792
VaR 95%
-1.48%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
86.77%
Ann. 21.33% (Sharpe / Sortino numerator)
Volatility
13.87%
Sharpe ratio
1.276
VaR 95%
-1.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.114%
Best day
3.075%
Worst day
-2.345%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $99.71 | $99.71 | $97.98 | $97.98 | 12,500 |
| 17/07/2026 | $98.90 | $99.18 | $98.43 | $98.61 | 56,800 |
| 16/07/2026 | $99.64 | $99.66 | $99.02 | $99.16 | 8,700 |
| 15/07/2026 | $99.65 | $99.65 | $99.06 | $99.48 | 19,600 |
| 14/07/2026 | $99.22 | $99.32 | $98.94 | $99.22 | 10,100 |
| 13/07/2026 | $99.52 | $99.52 | $98.38 | $98.38 | 13,200 |
| 10/07/2026 | $98.70 | $99.04 | $98.45 | $98.92 | 37,700 |
| 09/07/2026 | $98.16 | $98.72 | $98.07 | $98.48 | 12,200 |
| 08/07/2026 | $98.04 | $98.15 | $97.69 | $97.90 | 7,400 |
| 07/07/2026 | $99.12 | $99.12 | $98.56 | $98.71 | 2,500 |