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PGIM Jennison Emerging Markets Equity Opportunitie...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS7439696102
CUSIP743969610
IssuerPGIM Investments
Inception DateSep 15, 2014
CategoryEmerging Markets Diversified
Min. Investment$0
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

PDEZX has a high expense ratio of 1.05%, indicating higher-than-average management fees.


Expense ratio chart for PDEZX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

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 Emerging Markets Equity Opportunities Fund

Popular comparisons: PDEZX vs. VWO, PDEZX vs. VEMAX

Performance

Performance Chart

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


40.00%60.00%80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
57.40%
153.34%
PDEZX (PGIM Jennison Emerging Markets Equity Opportunities Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

PGIM Jennison Emerging Markets Equity Opportunities Fund had a return of 6.64% year-to-date (YTD) and 27.14% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.64%6.17%
1 month0.77%-2.72%
6 months21.26%17.29%
1 year27.14%23.80%
5 years (annualized)5.69%11.47%
10 years (annualized)N/A10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.49%4.95%1.51%-1.03%
2023-4.01%11.59%4.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PDEZX is 72, suggesting that the investment has average results relative to the market 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 PDEZX is 7272
PGIM Jennison Emerging Markets Equity Opportunities Fund(PDEZX)
The Sharpe Ratio Rank of PDEZX is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of PDEZX is 7676Sortino Ratio Rank
The Omega Ratio Rank of PDEZX is 7373Omega Ratio Rank
The Calmar Ratio Rank of PDEZX is 4040Calmar Ratio Rank
The Martin Ratio Rank of PDEZX is 9090Martin 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 Emerging Markets Equity Opportunities Fund (PDEZX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PDEZX
Sharpe ratio
The chart of Sharpe ratio for PDEZX, currently valued at 1.72, compared to the broader market-1.000.001.002.003.004.001.72
Sortino ratio
The chart of Sortino ratio for PDEZX, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.002.44
Omega ratio
The chart of Omega ratio for PDEZX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for PDEZX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.000.51
Martin ratio
The chart of Martin ratio for PDEZX, currently valued at 10.07, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current PGIM Jennison Emerging Markets Equity Opportunities Fund Sharpe ratio is 1.72. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PGIM Jennison Emerging Markets Equity Opportunities 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 Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.72
1.97
PDEZX (PGIM Jennison Emerging Markets Equity Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History


PGIM Jennison Emerging Markets Equity Opportunities Fund doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-41.40%
-3.62%
PDEZX (PGIM Jennison Emerging Markets Equity Opportunities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Jennison Emerging Markets Equity Opportunities 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 Emerging Markets Equity Opportunities Fund was 54.95%, occurring on Apr 25, 2023. The portfolio has not yet recovered.

The current PGIM Jennison Emerging Markets Equity Opportunities Fund drawdown is 41.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.95%Feb 16, 2021552Apr 25, 2023
-29.48%Jan 29, 2018191Oct 29, 2018302Jan 13, 2020493
-27.62%May 26, 2015178Feb 11, 2016316May 15, 2017494
-27.24%Feb 20, 202023Mar 23, 202047May 29, 202070
-9.21%Sep 22, 201461Dec 16, 201476Apr 8, 2015137

Volatility

Volatility Chart

The current PGIM Jennison Emerging Markets Equity Opportunities Fund volatility is 6.42%, 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%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
6.42%
4.05%
PDEZX (PGIM Jennison Emerging Markets Equity Opportunities Fund)
Benchmark (^GSPC)