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

Correlation

The correlation between GSIHX and PWJZX is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

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.

120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
147.08%
170.82%
GSIHX
PWJZX

Key characteristics

Sharpe Ratio

GSIHX:

0.12

PWJZX:

0.26

Sortino Ratio

GSIHX:

0.25

PWJZX:

0.51

Omega Ratio

GSIHX:

1.04

PWJZX:

1.07

Calmar Ratio

GSIHX:

0.13

PWJZX:

0.17

Martin Ratio

GSIHX:

0.28

PWJZX:

0.95

Ulcer Index

GSIHX:

6.47%

PWJZX:

5.87%

Daily Std Dev

GSIHX:

15.72%

PWJZX:

21.13%

Max Drawdown

GSIHX:

-28.79%

PWJZX:

-48.26%

Current Drawdown

GSIHX:

-5.29%

PWJZX:

-22.19%

Returns By Period

In the year-to-date period, GSIHX achieves a 8.86% return, which is significantly higher than PWJZX's 4.12% return.


GSIHX

YTD

8.86%

1M

0.57%

6M

-0.01%

1Y

1.12%

5Y*

11.48%

10Y*

N/A

PWJZX

YTD

4.12%

1M

3.07%

6M

-1.11%

1Y

4.31%

5Y*

9.10%

10Y*

8.59%

*Annualized

Compare stocks, funds, or ETFs

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


GSIHX vs. PWJZX - Expense Ratio Comparison

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


Expense ratio chart for GSIHX: current value is 1.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSIHX: 1.12%
Expense ratio chart for PWJZX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PWJZX: 0.90%

Risk-Adjusted Performance

GSIHX vs. PWJZX — Risk-Adjusted Performance Rank

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

GSIHX
The Risk-Adjusted Performance Rank of GSIHX is 3030
Overall Rank
The Sharpe Ratio Rank of GSIHX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIHX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of GSIHX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of GSIHX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of GSIHX is 2929
Martin Ratio Rank

PWJZX
The Risk-Adjusted Performance Rank of PWJZX is 4040
Overall Rank
The Sharpe Ratio Rank of PWJZX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of PWJZX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of PWJZX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PWJZX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PWJZX is 4141
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.

GSIHX vs. PWJZX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for GSIHX, currently valued at 0.12, compared to the broader market-1.000.001.002.003.00
GSIHX: 0.12
PWJZX: 0.26
The chart of Sortino ratio for GSIHX, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.00
GSIHX: 0.25
PWJZX: 0.51
The chart of Omega ratio for GSIHX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
GSIHX: 1.04
PWJZX: 1.07
The chart of Calmar ratio for GSIHX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.00
GSIHX: 0.13
PWJZX: 0.17
The chart of Martin ratio for GSIHX, currently valued at 0.28, compared to the broader market0.0010.0020.0030.0040.0050.00
GSIHX: 0.28
PWJZX: 0.95

The current GSIHX Sharpe Ratio is 0.12, which is lower than the PWJZX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of GSIHX 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.12
0.26
GSIHX
PWJZX

Dividends

GSIHX vs. PWJZX - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 5.87%, more than PWJZX's 0.07% yield.


TTM202420232022202120202019201820172016
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
5.87%6.39%2.04%4.47%1.90%0.00%0.41%0.18%0.00%0.05%
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%

Drawdowns

GSIHX vs. PWJZX - Drawdown Comparison

The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum PWJZX drawdown of -48.26%. Use the drawdown chart below to compare losses from any high point for GSIHX and PWJZX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.29%
-22.19%
GSIHX
PWJZX

Volatility

GSIHX vs. PWJZX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 9.90%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 12.22%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.90%
12.22%
GSIHX
PWJZX