PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PGIM Jennison International Opportunities ETF (PJI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

PGIM

Inception Date

Dec 14, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

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


Loading data...

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%SeptemberOctoberNovemberDecember2025February
1.84%
9.31%
PJIO (PGIM Jennison International Opportunities ETF)
Benchmark (^GSPC)

Returns By Period

PGIM Jennison International Opportunities ETF had a return of 13.08% year-to-date (YTD) and 10.86% in the last 12 months.


PJIO

YTD

13.08%

1M

9.36%

6M

1.84%

1Y

10.86%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

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
20257.23%13.08%
20241.34%7.67%2.08%-5.53%5.56%0.64%-2.02%6.46%-0.98%-3.13%-2.69%-3.90%4.59%
2023-0.44%-0.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PJIO is 25, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PJIO is 2525
Overall Rank
The Sharpe Ratio Rank of PJIO is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PJIO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PJIO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of PJIO is 3939
Calmar Ratio Rank
The Martin Ratio Rank of PJIO is 2323
Martin 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 International Opportunities ETF (PJIO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PJIO, currently valued at 0.61, compared to the broader market0.002.004.000.611.74
The chart of Sortino ratio for PJIO, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.0012.000.972.35
The chart of Omega ratio for PJIO, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.32
The chart of Calmar ratio for PJIO, currently valued at 0.92, compared to the broader market0.005.0010.0015.000.922.61
The chart of Martin ratio for PJIO, currently valued at 2.05, compared to the broader market0.0020.0040.0060.0080.00100.002.0510.66
PJIO
^GSPC

The current PGIM Jennison International Opportunities ETF Sharpe ratio is 0.61. 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 International Opportunities ETF 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 Ratio0.501.001.502.00Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.61
1.74
PJIO (PGIM Jennison International Opportunities ETF)
Benchmark (^GSPC)

Dividends

Dividend History

PGIM Jennison International Opportunities ETF provided a 0.19% dividend yield over the last twelve months, with an annual payout of $0.11 per share.


0.22%$0.00$0.02$0.04$0.06$0.08$0.10$0.122024
Dividends
Dividend Yield
PeriodTTM2024
Dividend$0.11$0.11

Dividend yield

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.74%
0
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 0.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.43%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-11.28%Sep 27, 202473Jan 13, 202522Feb 13, 202595
-8.98%Mar 22, 202420Apr 19, 202432Jun 5, 202452
-7.08%Sep 3, 20244Sep 6, 202414Sep 26, 202418
-4.87%Dec 28, 20236Jan 5, 202413Jan 25, 202419

Volatility

Volatility Chart

The current PGIM Jennison International Opportunities ETF volatility is 4.93%, 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%SeptemberOctoberNovemberDecember2025February
4.93%
3.07%
PJIO (PGIM Jennison International Opportunities ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab