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PDEZX vs. PWJZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDEZX vs. PWJZX - 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 Jennison International Opportunities Fund (PWJZX). The values are adjusted to include any dividend payments, if applicable.

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PDEZX vs. PWJZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, PDEZX achieves a 2.64% return, which is significantly higher than PWJZX's -12.90% return. Both investments have delivered pretty close results over the past 10 years, with PDEZX having a 9.10% annualized return and PWJZX not far ahead at 9.40%.


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%

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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PDEZX vs. PWJZX - Expense Ratio Comparison

PDEZX has a 1.05% expense ratio, which is higher than PWJZX's 0.90% expense ratio.


Return for Risk

PDEZX vs. PWJZX — Risk / Return Rank

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

PDEZX
PDEZX Risk / Return Rank: 3131
Overall Rank
PDEZX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PDEZX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PDEZX Omega Ratio Rank: 2929
Omega Ratio Rank
PDEZX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PDEZX Martin Ratio Rank: 3232
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.

PDEZX vs. PWJZX - 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 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.


PDEZXPWJZXDifference

Sharpe ratio

Return per unit of total volatility

0.72

-0.06

+0.78

Sortino ratio

Return per unit of downside risk

1.08

0.06

+1.02

Omega ratio

Gain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratio

Return relative to maximum drawdown

0.91

-0.15

+1.06

Martin ratio

Return relative to average drawdown

3.49

-0.60

+4.08

PDEZX vs. PWJZX - Sharpe Ratio Comparison

The current PDEZX Sharpe Ratio is 0.72, which is higher than the PWJZX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of PDEZX 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


PDEZXPWJZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

-0.06

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.06

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.46

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.08

Correlation

The correlation between PDEZX and PWJZX is 0.77, 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. PWJZX - Dividend Comparison

PDEZX's dividend yield for the trailing twelve months is around 2.15%, more than PWJZX's 0.21% yield.


TTM2025202420232022202120202019201820172016
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%
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%

Drawdowns

PDEZX vs. PWJZX - Drawdown Comparison

The maximum PDEZX drawdown since its inception was -54.95%, which is greater than PWJZX's maximum drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PDEZX and PWJZX.


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Drawdown Indicators


PDEZXPWJZXDifference

Max Drawdown

Largest peak-to-trough decline

-54.95%

-48.22%

-6.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-18.08%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-52.88%

-48.22%

-4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-54.95%

-48.22%

-6.73%

Current Drawdown

Current decline from peak

-23.17%

-25.39%

+2.22%

Average Drawdown

Average peak-to-trough decline

-20.43%

-13.07%

-7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

4.66%

-0.35%

Volatility

PDEZX vs. PWJZX - Volatility Comparison

PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) has a higher volatility of 11.26% compared to PGIM Jennison International Opportunities Fund (PWJZX) at 10.24%. This indicates that PDEZX's price experiences larger fluctuations and is considered to be riskier 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


PDEZXPWJZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.26%

10.24%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

17.71%

15.34%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

21.22%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

21.68%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

20.63%

+1.26%