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PGIM Jennison International Opportunities Fund (PW...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US7439696516

CUSIP

743969651

Issuer

PGIM Investments

Inception Date

Jun 4, 2012

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

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.


Popular comparisons:
PWJZX vs. DBEF PWJZX vs. GSINX PWJZX vs. TBWIX PWJZX vs. MIEIX PWJZX vs. STITX PWJZX vs. PFORX PWJZX vs. ARTKX PWJZX vs. VOO PWJZX vs. HAWX PWJZX vs. FIVFX
Popular comparisons:
PWJZX vs. DBEF PWJZX vs. GSINX PWJZX vs. TBWIX PWJZX vs. MIEIX PWJZX vs. STITX PWJZX vs. PFORX PWJZX vs. ARTKX PWJZX vs. VOO PWJZX vs. HAWX PWJZX vs. FIVFX

Performance

Performance Chart

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


200.00%250.00%300.00%350.00%JuneJulyAugustSeptemberOctoberNovember
205.66%
356.68%
PWJZX (PGIM Jennison International Opportunities Fund)
Benchmark (^GSPC)

Returns By Period

PGIM Jennison International Opportunities Fund had a return of 6.59% year-to-date (YTD) and 13.01% in the last 12 months. Over the past 10 years, PGIM Jennison International Opportunities Fund had an annualized return of 8.80%, while the S&P 500 had an annualized return of 11.11%, indicating that PGIM Jennison International Opportunities Fund did not perform as well as the benchmark.


PWJZX

YTD

6.59%

1M

-5.26%

6M

-3.78%

1Y

13.01%

5Y (annualized)

8.36%

10Y (annualized)

8.80%

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.51%7.91%1.38%-5.96%5.13%1.19%-2.25%6.49%-0.88%-3.10%6.59%
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%-1.08%13.16%
20200.47%-4.63%-8.24%9.83%13.91%6.53%7.66%7.22%-1.70%0.88%9.31%6.09%55.57%
20198.89%4.41%4.11%4.11%-4.37%7.87%-1.28%-0.93%-1.36%4.60%4.30%3.25%38.16%
20188.41%-4.79%-0.44%-0.44%4.08%-1.01%0.32%0.16%-2.24%-12.70%0.00%-3.69%-12.94%
20175.06%1.28%6.26%5.67%5.08%-0.60%6.22%3.31%3.14%3.22%1.21%1.38%49.58%
2016-8.60%-3.91%7.80%-0.24%3.06%-3.44%3.81%-0.55%3.77%-5.52%-4.40%-0.52%-9.53%
20152.60%4.46%1.10%1.60%1.58%-1.27%-0.21%-8.80%-3.76%7.58%0.68%-1.13%3.55%
2014-4.83%6.97%-4.67%-3.05%0.54%2.36%-3.57%1.93%-2.20%1.70%0.69%-4.01%-8.51%
20133.19%-1.06%-0.33%1.98%-1.21%-3.93%5.79%-1.85%8.03%2.81%2.80%-0.43%16.26%

Expense Ratio

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


Expense ratio chart for PWJZX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PWJZX is 10, indicating that it is in the bottom 10% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PWJZX is 1010
Combined Rank
The Sharpe Ratio Rank of PWJZX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PWJZX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PWJZX is 99
Omega Ratio Rank
The Calmar Ratio Rank of PWJZX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PWJZX is 1212
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 Fund (PWJZX) 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 PWJZX, currently valued at 0.77, compared to the broader market0.002.004.000.772.48
The chart of Sortino ratio for PWJZX, currently valued at 1.19, compared to the broader market0.005.0010.001.193.33
The chart of Omega ratio for PWJZX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.46
The chart of Calmar ratio for PWJZX, currently valued at 0.38, compared to the broader market0.005.0010.0015.0020.000.383.58
The chart of Martin ratio for PWJZX, currently valued at 3.54, compared to the broader market0.0020.0040.0060.0080.00100.003.5415.96
PWJZX
^GSPC

The current PGIM Jennison International Opportunities Fund Sharpe ratio is 0.77. 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 Fund 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.77
2.48
PWJZX (PGIM Jennison International Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

PGIM Jennison International Opportunities Fund provided a 0.09% dividend yield over the last twelve months, with an annual payout of $0.03 per share.


0.00%0.05%0.10%0.15%0.20%$0.00$0.01$0.01$0.02$0.02$0.03$0.0320162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.03$0.03$0.00$0.00$0.00$0.00$0.01$0.03$0.03

Dividend yield

0.09%0.09%0.00%0.00%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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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$0.00$0.00
2020$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
2019$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
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2017$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
2016$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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.46%
-2.18%
PWJZX (PGIM Jennison International Opportunities Fund)
Benchmark (^GSPC)

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 48.26%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current PGIM Jennison International Opportunities Fund drawdown is 25.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.26%Sep 8, 2021279Oct 14, 2022
-27.48%Feb 20, 202020Mar 18, 202044May 20, 202064
-25.72%Jun 15, 2018133Dec 24, 2018131Jul 3, 2019264
-23.83%May 22, 2015183Feb 11, 2016310May 5, 2017493
-17.7%Feb 17, 202114Mar 8, 202196Jul 23, 2021110

Volatility

Volatility Chart

The current PGIM Jennison International Opportunities Fund volatility is 3.20%, 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%JuneJulyAugustSeptemberOctoberNovember
3.20%
4.06%
PWJZX (PGIM Jennison International Opportunities Fund)
Benchmark (^GSPC)