PDEZX vs. EMPTX
Compare and contrast key facts about PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX).
PDEZX is managed by PGIM. It was launched on Sep 15, 2014. EMPTX is managed by UBS. It was launched on May 30, 2018.
Performance
PDEZX vs. EMPTX - Performance Comparison
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PDEZX vs. EMPTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PDEZX PGIM Jennison Emerging Markets Equity Opportunities Fund | 2.64% | 14.88% | 18.48% | 16.12% | -41.65% | -0.86% | 72.88% | 30.33% | -21.86% |
EMPTX UBS Emerging Markets Equity Opportunity Fund | -0.19% | 43.82% | 2.51% | 8.92% | -25.38% | -9.36% | 24.79% | 14.98% | 0.55% |
Returns By Period
In the year-to-date period, PDEZX achieves a 2.64% return, which is significantly higher than EMPTX's -0.19% return.
PDEZX
- 1D
- -1.17%
- 1M
- -13.24%
- YTD
- 2.64%
- 6M
- 1.50%
- 1Y
- 19.21%
- 3Y*
- 16.65%
- 5Y*
- -1.37%
- 10Y*
- 9.10%
EMPTX
- 1D
- -0.94%
- 1M
- -14.50%
- YTD
- -0.19%
- 6M
- 5.92%
- 1Y
- 34.87%
- 3Y*
- 15.95%
- 5Y*
- 1.51%
- 10Y*
- —
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PDEZX vs. EMPTX - Expense Ratio Comparison
PDEZX has a 1.05% expense ratio, which is higher than EMPTX's 0.19% expense ratio.
Return for Risk
PDEZX vs. EMPTX — Risk / Return Rank
PDEZX
EMPTX
PDEZX vs. EMPTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX). 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.
| PDEZX | EMPTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.91 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.08 | 2.44 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.37 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.43 | -1.52 |
Martin ratioReturn relative to average drawdown | 3.49 | 9.59 | -6.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDEZX | EMPTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.91 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.08 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.31 | -0.01 |
Correlation
The correlation between PDEZX and EMPTX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PDEZX vs. EMPTX - Dividend Comparison
PDEZX's dividend yield for the trailing twelve months is around 2.15%, more than EMPTX's 1.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PDEZX PGIM Jennison Emerging Markets Equity Opportunities Fund | 2.15% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMPTX UBS Emerging Markets Equity Opportunity Fund | 1.92% | 1.91% | 3.40% | 3.20% | 3.84% | 11.93% | 1.50% | 2.75% | 0.54% |
Drawdowns
PDEZX vs. EMPTX - Drawdown Comparison
The maximum PDEZX drawdown since its inception was -54.95%, which is greater than EMPTX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for PDEZX and EMPTX.
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Drawdown Indicators
| PDEZX | EMPTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.95% | -46.03% | -8.92% |
Max Drawdown (1Y)Largest decline over 1 year | -16.06% | -14.50% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -52.88% | -41.73% | -11.15% |
Max Drawdown (10Y)Largest decline over 10 years | -54.95% | — | — |
Current DrawdownCurrent decline from peak | -23.17% | -14.50% | -8.67% |
Average DrawdownAverage peak-to-trough decline | -20.43% | -18.72% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 3.87% | +0.44% |
Volatility
PDEZX vs. EMPTX - Volatility Comparison
PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) has a higher volatility of 11.26% compared to UBS Emerging Markets Equity Opportunity Fund (EMPTX) at 8.90%. This indicates that PDEZX's price experiences larger fluctuations and is considered to be riskier than EMPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDEZX | EMPTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 8.90% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 17.71% | 13.64% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 18.77% | +5.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.12% | 18.85% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 19.21% | +2.68% |