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

Correlation

The correlation between GSINX 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.


Performance

GSINX vs. PWJZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund (GSINX) 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

GSINX:

-0.16

PWJZX:

0.27

Sortino Ratio

GSINX:

-0.06

PWJZX:

0.55

Omega Ratio

GSINX:

0.99

PWJZX:

1.07

Calmar Ratio

GSINX:

-0.13

PWJZX:

0.18

Martin Ratio

GSINX:

-0.26

PWJZX:

1.01

Ulcer Index

GSINX:

8.39%

PWJZX:

5.97%

Daily Std Dev

GSINX:

16.62%

PWJZX:

21.11%

Max Drawdown

GSINX:

-28.80%

PWJZX:

-48.26%

Current Drawdown

GSINX:

-8.23%

PWJZX:

-19.83%

Returns By Period

In the year-to-date period, GSINX achieves a 9.75% return, which is significantly higher than PWJZX's 7.29% return.


GSINX

YTD

9.75%

1M

6.53%

6M

-1.17%

1Y

-2.71%

5Y*

10.68%

10Y*

N/A

PWJZX

YTD

7.29%

1M

10.57%

6M

3.15%

1Y

5.77%

5Y*

8.73%

10Y*

8.86%

*Annualized

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GSINX vs. PWJZX - Expense Ratio Comparison

GSINX has a 0.89% expense ratio, which is lower than PWJZX's 0.90% expense ratio.


Risk-Adjusted Performance

GSINX vs. PWJZX — Risk-Adjusted Performance Rank

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

GSINX
The Risk-Adjusted Performance Rank of GSINX is 1414
Overall Rank
The Sharpe Ratio Rank of GSINX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of GSINX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of GSINX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of GSINX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GSINX is 1616
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 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 4242
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.

GSINX vs. PWJZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) 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 GSINX Sharpe Ratio is -0.16, which is lower than the PWJZX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of GSINX 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

GSINX vs. PWJZX - Dividend Comparison

GSINX's dividend yield for the trailing twelve months is around 1.99%, more than PWJZX's 0.07% yield.


TTM202420232022202120202019201820172016
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
1.99%2.19%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%
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

GSINX vs. PWJZX - Drawdown Comparison

The maximum GSINX drawdown since its inception was -28.80%, smaller than the maximum PWJZX drawdown of -48.26%. Use the drawdown chart below to compare losses from any high point for GSINX and PWJZX. For additional features, visit the drawdowns tool.


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Volatility

GSINX vs. PWJZX - Volatility Comparison


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