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GSIHX vs. PWJZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIHX vs. PWJZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and PGIM Jennison International Opportunities Fund (PWJZX). The values are adjusted to include any dividend payments, if applicable.

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GSIHX vs. PWJZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
5.20%20.43%9.35%21.60%-11.36%12.01%15.36%27.15%-6.38%29.41%
PWJZX
PGIM Jennison International Opportunities Fund
-7.62%14.53%6.84%20.25%-36.95%13.27%55.57%38.16%-12.93%48.58%

Returns By Period

In the year-to-date period, GSIHX achieves a 5.20% return, which is significantly higher than PWJZX's -7.62% return.


GSIHX

1D
0.60%
1M
-1.39%
YTD
5.20%
6M
8.63%
1Y
17.05%
3Y*
17.17%
5Y*
10.12%
10Y*

PWJZX

1D
-1.33%
1M
-6.89%
YTD
-7.62%
6M
-12.57%
1Y
8.78%
3Y*
5.77%
5Y*
-0.78%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIHX vs. PWJZX - Expense Ratio Comparison

GSIHX has a 1.12% expense ratio, which is higher than PWJZX's 0.90% expense ratio.


Return for Risk

GSIHX vs. PWJZX — Risk / Return Rank

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

GSIHX
GSIHX Risk / Return Rank: 6464
Overall Rank
GSIHX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GSIHX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GSIHX Omega Ratio Rank: 6464
Omega Ratio Rank
GSIHX Calmar Ratio Rank: 6767
Calmar Ratio Rank
GSIHX Martin Ratio Rank: 6464
Martin Ratio Rank

PWJZX
PWJZX Risk / Return Rank: 77
Overall Rank
PWJZX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PWJZX Sortino Ratio Rank: 88
Sortino Ratio Rank
PWJZX Omega Ratio Rank: 77
Omega Ratio Rank
PWJZX Calmar Ratio Rank: 77
Calmar Ratio Rank
PWJZX Martin Ratio Rank: 88
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.

GSIHX vs. PWJZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) 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.


GSIHXPWJZXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.24

+1.11

Sortino ratio

Return per unit of downside risk

1.78

0.49

+1.29

Omega ratio

Gain probability vs. loss probability

1.28

1.06

+0.22

Calmar ratio

Return relative to maximum drawdown

1.96

0.31

+1.64

Martin ratio

Return relative to average drawdown

7.68

1.17

+6.52

GSIHX vs. PWJZX - Sharpe Ratio Comparison

The current GSIHX Sharpe Ratio is 1.34, which is higher than the PWJZX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of GSIHX and PWJZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSIHXPWJZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.24

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.04

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.41

+0.39

Correlation

The correlation between GSIHX and PWJZX is 0.78, 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.


Dividends

GSIHX vs. PWJZX - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 4.56%, more than PWJZX's 0.20% yield.


TTM2025202420232022202120202019201820172016
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
4.56%4.80%10.87%2.04%4.47%1.90%0.00%0.41%0.18%0.00%0.00%
PWJZX
PGIM Jennison International Opportunities Fund
0.20%0.19%0.07%0.09%0.00%0.09%0.00%0.00%0.06%0.17%0.24%

Drawdowns

GSIHX vs. PWJZX - Drawdown Comparison

The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum PWJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for GSIHX and PWJZX.


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Drawdown Indicators


GSIHXPWJZXDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-48.22%

+19.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-18.08%

+10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-48.22%

+22.59%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

Current Drawdown

Current decline from peak

-4.79%

-20.87%

+16.08%

Average Drawdown

Average peak-to-trough decline

-4.99%

-13.08%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

4.86%

-2.63%

Volatility

GSIHX vs. PWJZX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 4.23%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 11.12%. This indicates that GSIHX 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


GSIHXPWJZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

11.12%

-6.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

16.26%

-8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

21.87%

-9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

21.76%

-7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

20.70%

-4.92%