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PGIM Jennison International Opportunities Fund (PW...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

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.


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S&P 500 Index

Returns By Period

PGIM Jennison International Opportunities Fund (PWJZX) has returned -12.90% so far this year and -0.28% over the past 12 months. Over the last ten years, PWJZX has returned 9.40% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


PGIM Jennison International Opportunities Fund

1D
-1.02%
1M
-15.63%
YTD
-12.90%
6M
-16.24%
1Y
-0.28%
3Y*
3.65%
5Y*
-1.31%
10Y*
9.40%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2013, PWJZX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 55% of months were positive and 45% 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%-15.63%-12.90%
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 -2.23%, beta of 0.90, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

  • This fund participated in 106.48% of S&P 500 Index downside but only 87.50% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.23% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.90 and R² of 0.63, 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
-2.23%
Beta
0.90
0.63
Upside Capture
87.50%
Downside Capture
106.48%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PWJZX ranks 4 for risk / return — in the bottom 4% 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: 44
Overall Rank
PWJZX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PWJZX Sortino Ratio Rank: 44
Sortino Ratio Rank
PWJZX Omega Ratio Rank: 44
Omega Ratio Rank
PWJZX Calmar Ratio Rank: 44
Calmar Ratio Rank
PWJZX Martin Ratio Rank: 33
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 a chosen benchmark (S&P 500 Index).


PWJZXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.90

-0.95

Sortino ratio

Return per unit of downside risk

0.06

1.39

-1.32

Omega ratio

Gain probability vs. loss probability

1.01

1.21

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.15

1.40

-1.55

Martin ratio

Return relative to average drawdown

-0.60

6.61

-7.20

Explore PWJZX 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 Fund provided a 0.21% 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

0.21%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
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. The portfolio has not yet recovered.

The current PGIM Jennison International Opportunities Fund drawdown is 25.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.22%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 chart below shows the rolling one-month volatility.


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