PDEZX vs. GLLSX
Compare and contrast key facts about PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and abrdn Emerging Markets ex-China Fund (GLLSX).
PDEZX is managed by PGIM. It was launched on Sep 15, 2014. GLLSX is managed by Aberdeen. It was launched on Aug 29, 2000.
Performance
PDEZX vs. GLLSX - Performance Comparison
Loading graphics...
PDEZX vs. GLLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDEZX PGIM Jennison Emerging Markets Equity Opportunities Fund | 2.64% | 14.88% | 18.48% | 16.12% | -41.65% | -0.86% | 72.88% | 30.33% | -18.26% | 40.80% |
GLLSX abrdn Emerging Markets ex-China Fund | 5.47% | 34.81% | 0.73% | 21.35% | -23.04% | 36.50% | 15.93% | 23.64% | -11.50% | 23.06% |
Returns By Period
In the year-to-date period, PDEZX achieves a 2.64% return, which is significantly lower than GLLSX's 5.47% return. Over the past 10 years, PDEZX has underperformed GLLSX with an annualized return of 9.10%, while GLLSX has yielded a comparatively higher 11.57% annualized 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%
GLLSX
- 1D
- -1.45%
- 1M
- -13.34%
- YTD
- 5.47%
- 6M
- 15.81%
- 1Y
- 48.29%
- 3Y*
- 17.69%
- 5Y*
- 12.22%
- 10Y*
- 11.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PDEZX vs. GLLSX - Expense Ratio Comparison
PDEZX has a 1.05% expense ratio, which is lower than GLLSX's 1.23% expense ratio.
Return for Risk
PDEZX vs. GLLSX — Risk / Return Rank
PDEZX
GLLSX
PDEZX vs. GLLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and abrdn Emerging Markets ex-China Fund (GLLSX). 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 | GLLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.46 | -1.74 |
Sortino ratioReturn per unit of downside risk | 1.08 | 3.02 | -1.94 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.46 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 3.15 | -2.24 |
Martin ratioReturn relative to average drawdown | 3.49 | 13.47 | -9.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PDEZX | GLLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.46 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.71 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.67 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.55 | -0.25 |
Correlation
The correlation between PDEZX and GLLSX 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.
Dividends
PDEZX vs. GLLSX - Dividend Comparison
PDEZX's dividend yield for the trailing twelve months is around 2.15%, more than GLLSX's 1.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
GLLSX abrdn Emerging Markets ex-China Fund | 1.78% | 1.88% | 0.74% | 0.77% | 29.32% | 22.85% | 0.00% | 3.38% | 9.47% | 8.40% | 1.09% | 0.94% |
Drawdowns
PDEZX vs. GLLSX - Drawdown Comparison
The maximum PDEZX drawdown since its inception was -54.95%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for PDEZX and GLLSX.
Loading graphics...
Drawdown Indicators
| PDEZX | GLLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.95% | -32.59% | -22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -16.06% | -14.39% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -52.88% | -30.02% | -22.86% |
Max Drawdown (10Y)Largest decline over 10 years | -54.95% | -32.59% | -22.36% |
Current DrawdownCurrent decline from peak | -23.17% | -14.39% | -8.78% |
Average DrawdownAverage peak-to-trough decline | -20.43% | -7.99% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 3.36% | +0.95% |
Volatility
PDEZX vs. GLLSX - Volatility Comparison
PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and abrdn Emerging Markets ex-China Fund (GLLSX) have volatilities of 11.26% and 10.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PDEZX | GLLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 10.78% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.71% | 15.60% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 19.51% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.12% | 17.21% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 17.34% | +4.55% |