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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.
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Returns By Period
PGIM Jennison International Opportunities ETF (PJIO) has returned -9.68% so far this year and 3.39% over the past 12 months.
PGIM Jennison International Opportunities ETF
- 1D
- 4.38%
- 1M
- -11.47%
- YTD
- -9.68%
- 6M
- -13.47%
- 1Y
- 3.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 19, 2023, PJIO's average daily return is +0.03%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.
Historically, 54% of months were positive and 46% were negative. The best month was Feb 2024 with a return of +7.7%, while the worst month was Mar 2026 at -11.5%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PJIO closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.37% | 0.65% | -11.47% | -9.68% | |||||||||
| 2025 | 7.23% | 1.49% | -5.47% | 5.38% | 6.50% | 3.53% | -3.30% | 2.81% | 3.44% | -0.38% | -3.44% | -0.41% | 17.75% |
| 2024 | 1.34% | 7.67% | 2.08% | -5.52% | 5.56% | 0.64% | -2.02% | 6.46% | -0.98% | -3.13% | -2.69% | -3.90% | 4.59% |
| 2023 | -0.44% | -0.44% |
Benchmark Metrics
PGIM Jennison International Opportunities ETF has an annualized alpha of -8.43%, beta of 1.01, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since December 20, 2023.
- This ETF participated in 106.36% of S&P 500 Index downside but only 59.46% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -8.43% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 1.01 and R² of 0.65, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -8.43%
- Beta
- 1.01
- R²
- 0.65
- Upside Capture
- 59.46%
- Downside Capture
- 106.36%
Expense Ratio
PJIO has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PJIO ranks 15 for risk / return — in the bottom 15% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Jennison International Opportunities ETF (PJIO) and compare them to a chosen benchmark (S&P 500 Index).
| PJIO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.90 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.38 | 1.39 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.40 | -1.27 |
Martin ratioReturn relative to average drawdown | 0.48 | 6.61 | -6.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PJIO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PGIM Jennison International Opportunities ETF provided a 0.21% dividend yield over the last twelve months, with an annual payout of $0.12 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.12 | $0.12 | $0.11 |
Dividend yield | 0.21% | 0.19% | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Jennison International Opportunities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2024 | $0.11 | $0.11 |
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.
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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 19.26%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current PGIM Jennison International Opportunities ETF drawdown is 15.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.26% | Oct 9, 2025 | 118 | Mar 30, 2026 | — | — | — |
| -18.74% | Feb 19, 2025 | 35 | Apr 8, 2025 | 26 | May 15, 2025 | 61 |
| -11.43% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
| -11.28% | Sep 27, 2024 | 73 | Jan 13, 2025 | 22 | Feb 13, 2025 | 95 |
| -8.98% | Mar 22, 2024 | 20 | Apr 19, 2024 | 32 | Jun 5, 2024 | 52 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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