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PDEZX vs. VEMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDEZX and VEMAX is 0.67, 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.


Performance

PDEZX vs. VEMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PDEZX:

0.54

VEMAX:

0.75

Sortino Ratio

PDEZX:

0.89

VEMAX:

1.24

Omega Ratio

PDEZX:

1.12

VEMAX:

1.16

Calmar Ratio

PDEZX:

0.30

VEMAX:

0.72

Martin Ratio

PDEZX:

2.28

VEMAX:

2.49

Ulcer Index

PDEZX:

5.99%

VEMAX:

5.32%

Daily Std Dev

PDEZX:

24.76%

VEMAX:

15.94%

Max Drawdown

PDEZX:

-54.95%

VEMAX:

-66.45%

Current Drawdown

PDEZX:

-32.61%

VEMAX:

-3.80%

Returns By Period

In the year-to-date period, PDEZX achieves a 3.43% return, which is significantly lower than VEMAX's 7.49% return. Over the past 10 years, PDEZX has outperformed VEMAX with an annualized return of 6.01%, while VEMAX has yielded a comparatively lower 3.69% annualized return.


PDEZX

YTD

3.43%

1M

13.84%

6M

1.86%

1Y

13.20%

5Y*

7.36%

10Y*

6.01%

VEMAX

YTD

7.49%

1M

11.18%

6M

5.91%

1Y

11.93%

5Y*

8.82%

10Y*

3.69%

*Annualized

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PDEZX vs. VEMAX - Expense Ratio Comparison

PDEZX has a 1.05% expense ratio, which is higher than VEMAX's 0.14% expense ratio.


Risk-Adjusted Performance

PDEZX vs. VEMAX — Risk-Adjusted Performance Rank

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

PDEZX
The Risk-Adjusted Performance Rank of PDEZX is 5252
Overall Rank
The Sharpe Ratio Rank of PDEZX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of PDEZX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PDEZX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of PDEZX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of PDEZX is 6161
Martin Ratio Rank

VEMAX
The Risk-Adjusted Performance Rank of VEMAX is 7070
Overall Rank
The Sharpe Ratio Rank of VEMAX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMAX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VEMAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VEMAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VEMAX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDEZX vs. VEMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.


The current PDEZX Sharpe Ratio is 0.54, which is comparable to the VEMAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PDEZX and VEMAX, 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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Dividends

PDEZX vs. VEMAX - Dividend Comparison

PDEZX has not paid dividends to shareholders, while VEMAX's dividend yield for the trailing twelve months is around 2.93%.


TTM20242023202220212020201920182017201620152014
PDEZX
PGIM Jennison Emerging Markets Equity Opportunities Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
2.93%3.13%3.46%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%2.86%

Drawdowns

PDEZX vs. VEMAX - Drawdown Comparison

The maximum PDEZX drawdown since its inception was -54.95%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for PDEZX and VEMAX. For additional features, visit the drawdowns tool.


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Volatility

PDEZX vs. VEMAX - Volatility Comparison

PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) has a higher volatility of 6.72% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 3.89%. This indicates that PDEZX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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