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PDEZX vs. PTRQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDEZX vs. PTRQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and PGIM Total Return Bond R6 (PTRQX). The values are adjusted to include any dividend payments, if applicable.

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PDEZX vs. PTRQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDEZX
PGIM Jennison Emerging Markets Equity Opportunities Fund
5.69%14.88%18.48%16.12%-41.65%-0.86%72.88%30.33%-18.26%40.80%
PTRQX
PGIM Total Return Bond R6
-0.35%7.81%3.06%7.80%-14.30%-1.37%8.13%10.85%-0.73%6.67%

Returns By Period

In the year-to-date period, PDEZX achieves a 5.69% return, which is significantly higher than PTRQX's -0.35% return. Over the past 10 years, PDEZX has outperformed PTRQX with an annualized return of 9.42%, while PTRQX has yielded a comparatively lower 2.66% annualized return.


PDEZX

1D
2.97%
1M
-10.23%
YTD
5.69%
6M
3.91%
1Y
21.84%
3Y*
17.80%
5Y*
-1.31%
10Y*
9.42%

PTRQX

1D
0.25%
1M
-1.87%
YTD
-0.35%
6M
0.55%
1Y
4.17%
3Y*
4.98%
5Y*
1.05%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDEZX vs. PTRQX - Expense Ratio Comparison

PDEZX has a 1.05% expense ratio, which is higher than PTRQX's 0.39% expense ratio.


Return for Risk

PDEZX vs. PTRQX — Risk / Return Rank

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

PDEZX
PDEZX Risk / Return Rank: 3939
Overall Rank
PDEZX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PDEZX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PDEZX Omega Ratio Rank: 3737
Omega Ratio Rank
PDEZX Calmar Ratio Rank: 4343
Calmar Ratio Rank
PDEZX Martin Ratio Rank: 4141
Martin Ratio Rank

PTRQX
PTRQX Risk / Return Rank: 5050
Overall Rank
PTRQX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PTRQX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PTRQX Omega Ratio Rank: 3535
Omega Ratio Rank
PTRQX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PTRQX Martin Ratio Rank: 4848
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.

PDEZX vs. PTRQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and PGIM Total Return Bond R6 (PTRQX). 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.


PDEZXPTRQXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.02

-0.10

Sortino ratio

Return per unit of downside risk

1.32

1.44

-0.12

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.32

1.66

-0.34

Martin ratio

Return relative to average drawdown

4.92

4.93

-0.01

PDEZX vs. PTRQX - Sharpe Ratio Comparison

The current PDEZX Sharpe Ratio is 0.93, which is comparable to the PTRQX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PDEZX and PTRQX, 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


PDEZXPTRQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.02

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.18

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.51

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.75

-0.43

Correlation

The correlation between PDEZX and PTRQX is 0.02, 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

PDEZX vs. PTRQX - Dividend Comparison

PDEZX's dividend yield for the trailing twelve months is around 2.09%, less than PTRQX's 4.27% yield.


TTM20252024202320222021202020192018201720162015
PDEZX
PGIM Jennison Emerging Markets Equity Opportunities Fund
2.09%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTRQX
PGIM Total Return Bond R6
4.27%4.63%4.89%4.70%5.83%2.82%3.05%6.95%3.99%2.93%4.01%3.11%

Drawdowns

PDEZX vs. PTRQX - Drawdown Comparison

The maximum PDEZX drawdown since its inception was -54.95%, which is greater than PTRQX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for PDEZX and PTRQX.


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Drawdown Indicators


PDEZXPTRQXDifference

Max Drawdown

Largest peak-to-trough decline

-54.95%

-20.72%

-34.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-3.08%

-12.59%

Max Drawdown (5Y)

Largest decline over 5 years

-52.88%

-20.69%

-32.19%

Max Drawdown (10Y)

Largest decline over 10 years

-54.95%

-20.72%

-34.23%

Current Drawdown

Current decline from peak

-20.89%

-2.35%

-18.54%

Average Drawdown

Average peak-to-trough decline

-20.43%

-3.31%

-17.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

1.04%

+3.26%

Volatility

PDEZX vs. PTRQX - Volatility Comparison

PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) has a higher volatility of 11.82% compared to PGIM Total Return Bond R6 (PTRQX) at 1.58%. This indicates that PDEZX's price experiences larger fluctuations and is considered to be riskier than PTRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDEZXPTRQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

1.58%

+10.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

2.62%

+15.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.72%

4.48%

+20.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.15%

5.98%

+17.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

5.22%

+16.69%