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PGIM Jennison Global Equity Income Fund (AGOCX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS74441L8735
CUSIP74441L873
IssuerPGIM Investments
Inception DateDec 30, 1997
CategoryGlobal Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

AGOCX has a high expense ratio of 1.94%, indicating higher-than-average management fees.


Expense ratio chart for AGOCX: current value at 1.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.94%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGIM Jennison Global Equity Income Fund

Popular comparisons: AGOCX vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PGIM Jennison Global Equity Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
234.18%
356.20%
AGOCX (PGIM Jennison Global Equity Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

PGIM Jennison Global Equity Income Fund had a return of 5.70% year-to-date (YTD) and 12.52% in the last 12 months. Over the past 10 years, PGIM Jennison Global Equity Income Fund had an annualized return of 5.71%, while the S&P 500 had an annualized return of 10.84%, indicating that PGIM Jennison Global Equity Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.70%11.29%
1 month6.28%6.86%
6 months12.82%16.73%
1 year12.52%26.63%
5 years (annualized)7.29%13.23%
10 years (annualized)5.71%10.84%

Monthly Returns

The table below presents the monthly returns of AGOCX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.64%2.59%2.52%-3.87%5.70%
20234.03%-1.94%0.84%1.87%-4.55%4.62%2.84%-3.54%-3.86%-2.99%7.22%5.39%9.41%
2022-1.78%-3.85%2.52%-4.52%0.16%-8.29%5.02%-4.45%-9.65%9.64%8.70%-3.77%-11.69%
2021-0.76%2.38%4.98%2.78%2.08%-1.31%1.39%1.75%-4.92%6.23%-1.19%5.77%20.27%
2020-0.82%-8.05%-14.96%8.11%3.41%2.48%5.37%3.07%-2.52%-3.43%13.47%2.56%5.72%
20195.43%3.57%1.41%3.18%-6.55%6.26%1.01%-1.85%2.50%-0.15%2.39%2.67%21.02%
20184.71%-3.62%-2.11%0.13%0.73%-0.59%3.78%1.98%1.08%-6.84%1.01%-7.42%-7.69%
20170.71%3.18%-0.87%1.18%-0.41%0.87%1.43%1.08%1.36%2.32%2.85%0.17%14.68%
2016-4.08%-0.77%6.47%0.59%1.82%1.79%1.62%-2.57%-0.46%-2.37%1.84%2.35%5.94%
2015-1.42%4.52%-0.76%-0.06%0.55%-2.54%0.81%-6.91%-4.05%7.43%-2.20%-1.27%-6.46%
2014-3.30%4.51%0.68%0.06%2.63%2.25%-1.62%3.73%-2.13%1.09%2.45%-1.33%9.03%
20135.45%0.07%4.53%2.21%-0.40%-2.39%5.59%-2.91%4.04%4.27%3.47%2.60%29.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGOCX is 36, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AGOCX is 3636
AGOCX (PGIM Jennison Global Equity Income Fund)
The Sharpe Ratio Rank of AGOCX is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of AGOCX is 3434Sortino Ratio Rank
The Omega Ratio Rank of AGOCX is 3434Omega Ratio Rank
The Calmar Ratio Rank of AGOCX is 4242Calmar Ratio Rank
The Martin Ratio Rank of AGOCX is 3333Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PGIM Jennison Global Equity Income Fund (AGOCX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGOCX
Sharpe ratio
The chart of Sharpe ratio for AGOCX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.26
Sortino ratio
The chart of Sortino ratio for AGOCX, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.0012.001.80
Omega ratio
The chart of Omega ratio for AGOCX, currently valued at 1.22, compared to the broader market1.002.003.001.22
Calmar ratio
The chart of Calmar ratio for AGOCX, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.0014.000.74
Martin ratio
The chart of Martin ratio for AGOCX, currently valued at 3.31, compared to the broader market0.0020.0040.0060.0080.003.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.0012.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market1.002.003.001.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.008.76

Sharpe Ratio

The current PGIM Jennison Global Equity Income Fund Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PGIM Jennison Global Equity Income Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.26
2.30
AGOCX (PGIM Jennison Global Equity Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

PGIM Jennison Global Equity Income Fund granted a 9.66% dividend yield in the last twelve months. The annual payout for that period amounted to $1.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.11$1.06$0.99$0.71$1.10$1.53$2.68$0.81$0.22$1.63$1.31$0.98

Dividend yield

9.66%9.74%9.10%5.29%9.25%12.44%23.46%5.31%1.56%12.12%8.14%6.11%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Jennison Global Equity Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.06$0.00$0.00$0.06
2023$0.00$0.00$0.01$0.00$0.00$0.16$0.00$0.00$0.04$0.00$0.00$0.84$1.06
2022$0.00$0.00$0.01$0.00$0.00$0.10$0.00$0.00$0.02$0.00$0.00$0.86$0.99
2021$0.00$0.00$0.02$0.00$0.00$0.09$0.00$0.00$0.03$0.00$0.00$0.58$0.71
2020$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.94$1.10
2019$0.00$0.00$0.07$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$1.38$1.53
2018$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.20$0.00$0.00$2.41$2.68
2017$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.14$0.00$0.00$0.63$0.81
2016$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.10$0.22
2015$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$1.44$1.63
2014$0.00$0.00$0.38$0.00$0.00$0.14$0.00$0.00$0.03$0.00$0.00$0.77$1.31
2013$0.06$0.00$0.00$0.12$0.00$0.00$0.03$0.00$0.00$0.77$0.98

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.35%
0
AGOCX (PGIM Jennison Global Equity Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Jennison Global Equity Income 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 Global Equity Income Fund was 64.00%, occurring on Mar 9, 2009. Recovery took 1164 trading sessions.

The current PGIM Jennison Global Equity Income Fund drawdown is 0.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64%Nov 1, 2007338Mar 9, 20091164Oct 22, 20131502
-43.97%May 22, 2001344Oct 9, 2002816Jan 6, 20061160
-34.69%Feb 20, 202023Mar 23, 2020172Nov 24, 2020195
-24.53%Jan 13, 2022188Oct 12, 2022399May 15, 2024587
-20.05%Apr 27, 2015202Feb 11, 2016356Jul 12, 2017558

Volatility

Volatility Chart

The current PGIM Jennison Global Equity Income Fund volatility is 2.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.35%
3.15%
AGOCX (PGIM Jennison Global Equity Income Fund)
Benchmark (^GSPC)