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PGIM Jennison International Opportunities ETF (PJI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerPGIM
Inception DateDec 14, 2023
CategoryForeign Large Cap Equities
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

PJIO features an expense ratio of 0.90%, falling within the medium range.


Expense ratio chart for PJIO: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

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.


Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
0.14%
7.85%
PJIO (PGIM Jennison International Opportunities ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-Date12.85%18.13%
1 month-0.77%1.45%
6 months1.37%8.81%
1 yearN/A26.52%
5 years (annualized)N/A13.43%
10 years (annualized)N/A10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.34%7.67%2.08%-5.53%5.56%0.64%-2.02%6.46%12.85%
2023-0.44%-0.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


PJIO
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.08

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for PGIM Jennison International Opportunities ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend History


PGIM Jennison International Opportunities ETF doesn't pay dividends

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.22%
-0.58%
PJIO (PGIM Jennison International Opportunities ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Jennison International Opportunities ETF. 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 International Opportunities ETF was 11.43%, occurring on Aug 5, 2024. Recovery took 14 trading sessions.

The current PGIM Jennison International Opportunities ETF drawdown is 3.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.43%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-8.98%Mar 22, 202420Apr 19, 202432Jun 5, 202452
-7.08%Sep 3, 20244Sep 6, 2024
-4.87%Dec 28, 20236Jan 5, 202413Jan 25, 202419
-3.16%Feb 12, 20242Feb 13, 20242Feb 15, 20244

Volatility

Volatility Chart

The current PGIM Jennison International Opportunities ETF volatility is 5.82%, 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%7.00%8.00%AprilMayJuneJulyAugustSeptember
5.82%
4.08%
PJIO (PGIM Jennison International Opportunities ETF)
Benchmark (^GSPC)