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PDBAX vs. PWJZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDBAX vs. PWJZX - Performance Comparison

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

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PDBAX vs. PWJZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDBAX
PGIM Total Return Bond Fund
-0.65%7.50%1.82%6.51%-14.52%-1.77%7.78%14.71%-0.97%6.30%
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, PDBAX achieves a -0.65% return, which is significantly higher than PWJZX's -12.90% return. Over the past 10 years, PDBAX has underperformed PWJZX with an annualized return of 2.52%, while PWJZX has yielded a comparatively higher 9.40% annualized return.


PDBAX

1D
0.50%
1M
-2.59%
YTD
-0.65%
6M
0.48%
1Y
4.00%
3Y*
3.97%
5Y*
0.42%
10Y*
2.52%

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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PDBAX vs. PWJZX - Expense Ratio Comparison

PDBAX has a 0.76% expense ratio, which is lower than PWJZX's 0.90% expense ratio.


Return for Risk

PDBAX vs. PWJZX — Risk / Return Rank

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

PDBAX
PDBAX Risk / Return Rank: 5151
Overall Rank
PDBAX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PDBAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
PDBAX Omega Ratio Rank: 3737
Omega Ratio Rank
PDBAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PDBAX Martin Ratio Rank: 4747
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.

PDBAX vs. PWJZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund (PDBAX) 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.


PDBAXPWJZXDifference

Sharpe ratio

Return per unit of total volatility

0.98

-0.06

+1.04

Sortino ratio

Return per unit of downside risk

1.40

0.06

+1.33

Omega ratio

Gain probability vs. loss probability

1.17

1.01

+0.16

Calmar ratio

Return relative to maximum drawdown

1.62

-0.15

+1.78

Martin ratio

Return relative to average drawdown

4.72

-0.60

+5.32

PDBAX vs. PWJZX - Sharpe Ratio Comparison

The current PDBAX Sharpe Ratio is 0.98, which is higher than the PWJZX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of PDBAX 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


PDBAXPWJZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

-0.06

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.06

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.46

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.39

+0.70

Correlation

The correlation between PDBAX and PWJZX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PDBAX vs. PWJZX - Dividend Comparison

PDBAX's dividend yield for the trailing twelve months is around 3.95%, more than PWJZX's 0.21% yield.


TTM20252024202320222021202020192018201720162015
PDBAX
PGIM Total Return Bond Fund
3.95%4.27%3.76%3.55%5.49%2.47%2.68%10.32%3.74%2.60%3.65%2.94%
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

PDBAX vs. PWJZX - Drawdown Comparison

The maximum PDBAX drawdown since its inception was -21.24%, smaller than the maximum PWJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PDBAX and PWJZX.


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Drawdown Indicators


PDBAXPWJZXDifference

Max Drawdown

Largest peak-to-trough decline

-21.24%

-48.22%

+26.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-18.08%

+15.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-48.22%

+27.21%

Max Drawdown (10Y)

Largest decline over 10 years

-21.24%

-48.22%

+26.98%

Current Drawdown

Current decline from peak

-2.75%

-25.39%

+22.64%

Average Drawdown

Average peak-to-trough decline

-2.48%

-13.07%

+10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

4.66%

-3.60%

Volatility

PDBAX vs. PWJZX - Volatility Comparison

The current volatility for PGIM Total Return Bond Fund (PDBAX) is 1.63%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 10.24%. This indicates that PDBAX 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


PDBAXPWJZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

10.24%

-8.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

15.34%

-12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

21.22%

-16.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

21.68%

-15.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.32%

20.63%

-15.31%