- Issuer
- PGIM
- Inception Date
- Dec 14, 2023
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $27M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
PJIO Performance Chart
PGIM Jennison International Opportunities ETF (PJIO) is up 15.7% since the beginning of the year. PJIO is currently trading at $71 per share.
Loading charts...
Returns By Period
PGIM Jennison International Opportunities ETF (PJIO) has returned 15.66% so far this year and 20.34% over the past 12 months.
PGIM Jennison International Opportunities ETF
- 1D
- 0.53%
- 1M
- 11.96%
- YTD
- 15.66%
- 6M
- 15.38%
- 1Y
- 20.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PJIO Monthly Returns History
Based on dividend-adjusted daily data since Dec 19, 2023, PJIO's average daily return is +0.07%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +10.6%, 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% | 10.55% | 9.05% | 6.22% | 15.66% | ||||||
| 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 | -0.27% | -0.27% |
Benchmark Metrics
PGIM Jennison International Opportunities ETF has an annualized alpha of -4.75%, beta of 1.09, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since December 19, 2023.
- This ETF participated in 77.82% of S&P 500 Index downside but only 72.83% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -4.75% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.09 and R2 of 0.62, 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
- -4.75%
- Beta
- 1.09
- R²
- 0.62
- Upside Capture
- 72.83%
- Downside Capture
- 77.82%
Expense Ratio
PJIO has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PJIO ranks 25 for risk / return — below 25% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Jennison International Opportunities ETF (PJIO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PJIO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.78 | -1.72 |
| Martin ratioReturn relative to average drawdown | 3.40 | 12.44 | -9.04 |
Dividends
Dividend History
PGIM Jennison International Opportunities ETF provided a 0.16% 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 | 0.16% | 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 | $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.
Loading charts...
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. Recovery took 41 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -19.26%Mar 2026 | 5mo 22d | 1mo 29d | 7mo 21dOct 2025 - May 2026 |
2025 selloff2025 | -18.74%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 |
2024 correction2024 | -11.43%Aug 2024 | 21d | 18d | 1mo 9dJul 2024 - Aug 2024 |
2025 correction2025 | -11.28%Jan 2025 | 3mo 18d | 1mo 1d | 4mo 19dSep 2024 - Feb 2025 |
2024 pullback2024 | -8.98%Apr 2024 | 28d | 1mo 17d | 2mo 15dMar 2024 - Jun 2024 |
Drawdown Indicators
| PJIO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.26% | -56.78% | +37.52% |
Max Drawdown (1Y)Largest decline over 1 year | -19.26% | -9.10% | -10.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -10.71% | +6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 2.03% | +3.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with PJIO
Add PGIM Jennison International Opportunities ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with PJIO