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ISIN
US7439696516
CUSIP
743969651
Issuer
PGIM
Inception Date
Jun 4, 2012
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PWJZX Performance Chart

PGIM Jennison International Opportunities Fund (PWJZX) is up 18.4% since the beginning of the year. PWJZX is currently trading at $41 per share. Investors who bought $1,000 worth of PWJZX shares 5 years ago would now be looking at an investment worth $1,156.


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S&P 500 Index

Returns By Period

PGIM Jennison International Opportunities Fund (PWJZX) has returned 18.38% so far this year and 23.60% over the past 12 months. Over the last ten years, PWJZX has returned 12.60% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


PGIM Jennison International Opportunities Fund

1D
4.09%
1M
12.02%
YTD
18.38%
6M
17.84%
1Y
23.60%
3Y*
13.68%
5Y*
2.95%
10Y*
12.60%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWJZX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2013, PWJZX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was May 2020 with a return of +13.9%, while the worst month was Jan 2022 at -16.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, PWJZX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -9.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.54%0.68%-11.66%11.80%8.89%6.63%18.38%
20256.33%0.68%-6.56%5.01%6.19%4.05%-3.38%2.50%3.62%-0.55%-3.20%-0.10%14.53%
20241.51%7.91%1.38%-5.96%5.13%1.19%-2.25%6.49%-0.88%-3.10%-1.49%-2.34%6.84%
202310.37%-2.49%6.96%-0.00%-0.74%3.33%-0.25%-4.89%-6.61%-0.89%11.51%4.01%20.25%
2022-16.65%-4.45%-1.14%-11.93%-3.73%-7.39%11.52%-7.78%-9.86%4.52%10.56%-4.79%-36.95%
20210.72%1.59%-4.46%7.41%-0.49%4.91%3.75%5.28%-6.93%6.12%-3.27%-0.99%13.27%

Benchmark Metrics

PGIM Jennison International Opportunities Fund has an annualized alpha of -1.34%, beta of 0.92, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

  • This fund participated in 102.74% of S&P 500 Index downside but only 88.77% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.92 and R2 of 0.62, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.34%
Beta
0.92
0.62
Upside Capture
88.77%
Downside Capture
102.74%

Expense Ratio

PWJZX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PWJZX ranks 15 for risk / return — in the bottom 15% of mutual funds 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.


PWJZX Risk / Return Rank: 1515
Overall Rank
PWJZX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PWJZX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PWJZX Omega Ratio Rank: 1515
Omega Ratio Rank
PWJZX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PWJZX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) 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.


PWJZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.27

2.78

-1.51

Martin ratioReturn relative to average drawdown

4.46

12.44

-7.97

Dividends

Dividend History

PGIM Jennison International Opportunities Fund provided a 0.16% dividend yield over the last twelve months, with an annual payout of $0.06 per share.


0.00%0.05%0.10%0.15%0.20%$0.00$0.01$0.02$0.03$0.04$0.05$0.062016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.06$0.06$0.02$0.03$0.00$0.03$0.00$0.00$0.01$0.03$0.03

Dividend yield

0.16%0.19%0.07%0.09%0.00%0.09%0.00%0.00%0.06%0.17%0.24%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Jennison International Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.06$0.06
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03

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 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 International Opportunities Fund was 48.22%, occurring on Oct 14, 2022. Recovery took 921 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-48.22%Oct 2022
1y 1mo3y 8mo
4y 9moSep 2021 - Jun 2026
COVID crash2020
-27.48%Mar 2020
27d2mo 3d
3moFeb 2020 - May 2020
Rate-hike selloffLate 2018
-25.72%Dec 2018
6mo 12d6mo 11d
1y 18dJun 2018 - Jul 2019
2016 bear market2016
-23.83%Feb 2016
8mo 25d1y 2mo
1y 11moMay 2015 - May 2017
2021 correction2021
-17.70%Mar 2021
19d4mo 17d
5mo 6dFeb 2021 - Jul 2021

Drawdown Indicators


PWJZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.22%

-56.78%

+8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-9.10%

-8.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-18.90%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-48.22%

-25.43%

-22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-33.92%

-14.30%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-13.02%

-10.71%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

2.03%

+3.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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