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FZAJX vs. PWJZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZAJX and PWJZX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FZAJX vs. PWJZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class Z (FZAJX) and PGIM Jennison International Opportunities Fund (PWJZX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FZAJX:

0.39

PWJZX:

0.35

Sortino Ratio

FZAJX:

0.70

PWJZX:

0.65

Omega Ratio

FZAJX:

1.09

PWJZX:

1.08

Calmar Ratio

FZAJX:

0.45

PWJZX:

0.23

Martin Ratio

FZAJX:

1.67

PWJZX:

1.29

Ulcer Index

FZAJX:

4.47%

PWJZX:

5.98%

Daily Std Dev

FZAJX:

18.65%

PWJZX:

21.15%

Max Drawdown

FZAJX:

-35.84%

PWJZX:

-48.26%

Current Drawdown

FZAJX:

-0.14%

PWJZX:

-18.37%

Returns By Period

The year-to-date returns for both stocks are quite close, with FZAJX having a 9.50% return and PWJZX slightly lower at 9.24%. Over the past 10 years, FZAJX has underperformed PWJZX with an annualized return of 6.89%, while PWJZX has yielded a comparatively higher 8.78% annualized return.


FZAJX

YTD

9.50%

1M

10.33%

6M

6.32%

1Y

7.31%

5Y*

9.78%

10Y*

6.89%

PWJZX

YTD

9.24%

1M

11.82%

6M

7.03%

1Y

7.30%

5Y*

9.09%

10Y*

8.78%

*Annualized

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FZAJX vs. PWJZX - Expense Ratio Comparison

FZAJX has a 0.87% expense ratio, which is lower than PWJZX's 0.90% expense ratio.


Risk-Adjusted Performance

FZAJX vs. PWJZX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FZAJX
The Risk-Adjusted Performance Rank of FZAJX is 4747
Overall Rank
The Sharpe Ratio Rank of FZAJX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAJX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FZAJX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FZAJX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FZAJX is 5050
Martin Ratio Rank

PWJZX
The Risk-Adjusted Performance Rank of PWJZX is 4040
Overall Rank
The Sharpe Ratio Rank of PWJZX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PWJZX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of PWJZX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of PWJZX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PWJZX is 4343
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.

FZAJX vs. PWJZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class Z (FZAJX) 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.


The current FZAJX Sharpe Ratio is 0.39, which is comparable to the PWJZX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FZAJX and PWJZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FZAJX vs. PWJZX - Dividend Comparison

FZAJX's dividend yield for the trailing twelve months is around 0.58%, more than PWJZX's 0.07% yield.


TTM20242023202220212020201920182017201620152014
FZAJX
Fidelity Advisor International Growth Fund Class Z
0.58%0.64%0.61%0.36%0.53%0.22%1.11%1.04%0.76%1.40%0.92%1.00%
PWJZX
PGIM Jennison International Opportunities Fund
0.07%0.08%0.09%0.00%0.00%0.00%0.00%0.06%0.17%0.24%0.00%0.00%

Drawdowns

FZAJX vs. PWJZX - Drawdown Comparison

The maximum FZAJX drawdown since its inception was -35.84%, smaller than the maximum PWJZX drawdown of -48.26%. Use the drawdown chart below to compare losses from any high point for FZAJX and PWJZX. For additional features, visit the drawdowns tool.


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Volatility

FZAJX vs. PWJZX - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class Z (FZAJX) is 3.90%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 4.79%. This indicates that FZAJX 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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