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PABFX vs. PWJZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PABFX vs. PWJZX - Performance Comparison

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

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PABFX vs. PWJZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PABFX
PGIM Balanced Fund
-3.30%15.83%19.80%17.08%-16.07%14.68%9.12%21.77%-5.16%14.36%
PWJZX
PGIM Jennison International Opportunities Fund
-12.90%14.53%6.84%20.25%-36.95%13.27%55.57%38.16%-12.93%49.58%

Returns By Period

In the year-to-date period, PABFX achieves a -3.30% return, which is significantly higher than PWJZX's -12.90% return. Over the past 10 years, PABFX has underperformed PWJZX with an annualized return of 8.74%, while PWJZX has yielded a comparatively higher 9.40% annualized return.


PABFX

1D
-0.17%
1M
-6.30%
YTD
-3.30%
6M
-0.47%
1Y
13.40%
3Y*
14.35%
5Y*
7.75%
10Y*
8.74%

PWJZX

1D
-1.02%
1M
-15.63%
YTD
-12.90%
6M
-16.24%
1Y
-0.28%
3Y*
3.65%
5Y*
-1.31%
10Y*
9.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PABFX vs. PWJZX - Expense Ratio Comparison

PABFX has a 0.78% expense ratio, which is lower than PWJZX's 0.90% expense ratio.


Return for Risk

PABFX vs. PWJZX — Risk / Return Rank

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

PABFX
PABFX Risk / Return Rank: 7070
Overall Rank
PABFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PABFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PABFX Omega Ratio Rank: 7070
Omega Ratio Rank
PABFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PABFX Martin Ratio Rank: 7373
Martin Ratio Rank

PWJZX
PWJZX Risk / Return Rank: 44
Overall Rank
PWJZX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PWJZX Sortino Ratio Rank: 55
Sortino Ratio Rank
PWJZX Omega Ratio Rank: 55
Omega Ratio Rank
PWJZX Calmar Ratio Rank: 44
Calmar Ratio Rank
PWJZX Martin Ratio Rank: 44
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.

PABFX vs. PWJZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Balanced Fund (PABFX) 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.


PABFXPWJZXDifference

Sharpe ratio

Return per unit of total volatility

1.23

-0.06

+1.29

Sortino ratio

Return per unit of downside risk

1.78

0.06

+1.71

Omega ratio

Gain probability vs. loss probability

1.26

1.01

+0.25

Calmar ratio

Return relative to maximum drawdown

1.54

-0.15

+1.70

Martin ratio

Return relative to average drawdown

6.98

-0.60

+7.57

PABFX vs. PWJZX - Sharpe Ratio Comparison

The current PABFX Sharpe Ratio is 1.23, which is higher than the PWJZX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of PABFX 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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Sharpe Ratios by Period


PABFXPWJZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.06

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.06

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.46

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.39

+0.28

Correlation

The correlation between PABFX 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

PABFX vs. PWJZX - Dividend Comparison

PABFX's dividend yield for the trailing twelve months is around 9.84%, more than PWJZX's 0.21% yield.


TTM20252024202320222021202020192018201720162015
PABFX
PGIM Balanced Fund
9.84%9.57%13.25%2.35%2.09%12.40%1.66%5.18%7.55%5.78%4.79%8.06%
PWJZX
PGIM Jennison International Opportunities Fund
0.21%0.19%0.07%0.09%0.00%0.09%0.00%0.00%0.06%0.17%0.24%0.00%

Drawdowns

PABFX vs. PWJZX - Drawdown Comparison

The maximum PABFX drawdown since its inception was -40.90%, smaller than the maximum PWJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PABFX and PWJZX.


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Drawdown Indicators


PABFXPWJZXDifference

Max Drawdown

Largest peak-to-trough decline

-40.90%

-48.22%

+7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

-18.08%

+9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.24%

-48.22%

+26.98%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-48.22%

+21.76%

Current Drawdown

Current decline from peak

-6.74%

-25.39%

+18.65%

Average Drawdown

Average peak-to-trough decline

-4.80%

-13.07%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

4.66%

-2.86%

Volatility

PABFX vs. PWJZX - Volatility Comparison

The current volatility for PGIM Balanced Fund (PABFX) is 3.53%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 10.24%. This indicates that PABFX 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


PABFXPWJZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

10.24%

-6.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.25%

15.34%

-9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

21.22%

-10.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

21.68%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

20.63%

-9.08%