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

Correlation

The correlation between FZAJX and PWJZX is 0.89, 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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-1.08%
-3.04%
FZAJX
PWJZX

Key characteristics

Sharpe Ratio

FZAJX:

0.36

PWJZX:

0.42

Sortino Ratio

FZAJX:

0.59

PWJZX:

0.71

Omega Ratio

FZAJX:

1.07

PWJZX:

1.09

Calmar Ratio

FZAJX:

0.45

PWJZX:

0.22

Martin Ratio

FZAJX:

1.46

PWJZX:

1.69

Ulcer Index

FZAJX:

3.36%

PWJZX:

4.24%

Daily Std Dev

FZAJX:

13.73%

PWJZX:

16.94%

Max Drawdown

FZAJX:

-34.84%

PWJZX:

-48.26%

Current Drawdown

FZAJX:

-7.11%

PWJZX:

-24.66%

Returns By Period

In the year-to-date period, FZAJX achieves a 5.23% return, which is significantly lower than PWJZX's 7.72% return. Over the past 10 years, FZAJX has underperformed PWJZX with an annualized return of 7.47%, while PWJZX has yielded a comparatively higher 9.23% annualized return.


FZAJX

YTD

5.23%

1M

-2.57%

6M

-1.08%

1Y

5.18%

5Y*

5.70%

10Y*

7.47%

PWJZX

YTD

7.72%

1M

-1.35%

6M

-3.03%

1Y

7.53%

5Y*

7.43%

10Y*

9.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FZAJX vs. PWJZX - Expense Ratio Comparison

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


PWJZX
PGIM Jennison International Opportunities Fund
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%
Expense ratio chart for FZAJX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FZAJX, currently valued at 0.36, compared to the broader market-1.000.001.002.003.000.360.42
The chart of Sortino ratio for FZAJX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.000.590.71
The chart of Omega ratio for FZAJX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.09
The chart of Calmar ratio for FZAJX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.000.450.22
The chart of Martin ratio for FZAJX, currently valued at 1.46, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.461.69
FZAJX
PWJZX

The current FZAJX Sharpe Ratio is 0.36, which is comparable to the PWJZX Sharpe Ratio of 0.42. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.36
0.42
FZAJX
PWJZX

Dividends

FZAJX vs. PWJZX - Dividend Comparison

FZAJX has not paid dividends to shareholders, while PWJZX's dividend yield for the trailing twelve months is around 0.07%.


TTM20232022202120202019201820172016201520142013
FZAJX
Fidelity Advisor International Growth Fund Class Z
0.00%0.61%0.36%0.53%0.22%1.11%1.04%0.76%1.40%0.92%1.00%1.18%
PWJZX
PGIM Jennison International Opportunities Fund
0.07%0.09%0.00%0.00%0.00%0.00%0.06%0.17%0.24%0.00%0.00%0.00%

Drawdowns

FZAJX vs. PWJZX - Drawdown Comparison

The maximum FZAJX drawdown since its inception was -34.84%, 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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.11%
-24.66%
FZAJX
PWJZX

Volatility

FZAJX vs. PWJZX - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class Z (FZAJX) is 3.70%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 4.39%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.70%
4.39%
FZAJX
PWJZX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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