CIVIX vs. PWJZX
Compare and contrast key facts about Causeway International Value Instl (CIVIX) and PGIM Jennison International Opportunities Fund (PWJZX).
CIVIX is a passively managed fund by Causeway that tracks the performance of the MSCI AC World ex USA Value (Net). It was launched on Oct 26, 2001. PWJZX is managed by PGIM. It was launched on Jun 4, 2012.
Performance
CIVIX vs. PWJZX - Performance Comparison
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CIVIX vs. PWJZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIVIX Causeway International Value Instl | -7.02% | 39.13% | 3.73% | 27.29% | -6.77% | 9.12% | 5.41% | 20.11% | -18.62% | 27.20% |
PWJZX PGIM Jennison International Opportunities Fund | -12.90% | 14.53% | 6.84% | 20.25% | -36.95% | 13.27% | 55.57% | 38.16% | -12.93% | 49.58% |
Returns By Period
In the year-to-date period, CIVIX achieves a -7.02% return, which is significantly higher than PWJZX's -12.90% return. Both investments have delivered pretty close results over the past 10 years, with CIVIX having a 9.29% annualized return and PWJZX not far ahead at 9.40%.
CIVIX
- 1D
- 0.78%
- 1M
- -15.11%
- YTD
- -7.02%
- 6M
- 0.62%
- 1Y
- 17.46%
- 3Y*
- 14.39%
- 5Y*
- 10.21%
- 10Y*
- 9.29%
PWJZX
- 1D
- -1.02%
- 1M
- -15.63%
- YTD
- -12.90%
- 6M
- -16.24%
- 1Y
- -0.28%
- 3Y*
- 3.65%
- 5Y*
- -1.31%
- 10Y*
- 9.40%
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CIVIX vs. PWJZX - Expense Ratio Comparison
CIVIX has a 0.85% expense ratio, which is lower than PWJZX's 0.90% expense ratio.
Return for Risk
CIVIX vs. PWJZX — Risk / Return Rank
CIVIX
PWJZX
CIVIX vs. PWJZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Instl (CIVIX) and PGIM Jennison International Opportunities Fund (PWJZX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CIVIX | PWJZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | -0.06 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.06 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.01 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | -0.15 | +1.06 |
Martin ratioReturn relative to average drawdown | 3.49 | -0.60 | +4.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIVIX | PWJZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | -0.06 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | -0.06 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.46 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | 0.00 |
Correlation
The correlation between CIVIX and PWJZX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CIVIX vs. PWJZX - Dividend Comparison
CIVIX's dividend yield for the trailing twelve months is around 10.45%, more than PWJZX's 0.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVIX Causeway International Value Instl | 10.45% | 9.72% | 9.25% | 3.61% | 1.78% | 1.82% | 1.37% | 4.63% | 3.55% | 1.83% | 1.96% | 1.95% |
PWJZX PGIM Jennison International Opportunities Fund | 0.21% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% |
Drawdowns
CIVIX vs. PWJZX - Drawdown Comparison
The maximum CIVIX drawdown since its inception was -60.93%, which is greater than PWJZX's maximum drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for CIVIX and PWJZX.
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Drawdown Indicators
| CIVIX | PWJZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.93% | -48.22% | -12.71% |
Max Drawdown (1Y)Largest decline over 1 year | -16.19% | -18.08% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -28.51% | -48.22% | +19.71% |
Max Drawdown (10Y)Largest decline over 10 years | -44.87% | -48.22% | +3.35% |
Current DrawdownCurrent decline from peak | -15.38% | -25.39% | +10.01% |
Average DrawdownAverage peak-to-trough decline | -11.02% | -13.07% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 4.66% | -0.45% |
Volatility
CIVIX vs. PWJZX - Volatility Comparison
The current volatility for Causeway International Value Instl (CIVIX) is 8.07%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 10.24%. This indicates that CIVIX experiences smaller price fluctuations and is considered to be less risky than PWJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIVIX | PWJZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 10.24% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 15.34% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 21.22% | -2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 21.68% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 20.63% | -1.37% |