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PDEZX vs. VEMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PDEZX vs. VEMAX

Last updated Apr 1, 2026

Compare and contrast key facts about PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).

PDEZX is managed by PGIM. It was launched on Sep 15, 2014. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.

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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PDEZX vs. VEMAX - 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%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares		-2.51%24.76%11.34%8.82%-17.79%0.85%15.24%20.29%-14.59%31.37%

Returns By Period

In the year-to-date period, PDEZX achieves a 2.64% return, which is significantly higher than VEMAX's -2.51% return. Over the past 10 years, PDEZX has outperformed VEMAX with an annualized return of 9.10%, while VEMAX has yielded a comparatively lower 7.28% 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%

VEMAX

1D
-0.82%
1M
-9.73%
YTD
-2.51%
6M
-1.16%
1Y
19.13%
3Y*
12.46%
5Y*
3.36%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGIM Jennison Emerging Markets Equity Opportunities Fund

Vanguard Emerging Markets Stock Index Fund Admiral Shares

Often compared with PDEZX:
PDEZX vs. VTIPDEZX vs. VWOPDEZX vs. EITEXPDEZX vs. EFEIXPDEZX vs. FCEEXPDEZX vs. BEMIXPDEZX vs. PJFAX
Often compared with VEMAX:
VEMAX vs. VWOVEMAX vs. VTMGXVEMAX vs. VFIAXVEMAX vs. FPADXVEMAX vs. FSPSXVEMAX vs. FEMKXVEMAX vs. VINEX

PDEZX vs. VEMAX - Expense Ratio Comparison

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

PDEZX
PGIM Jennison Emerging Markets Equity Opportunities Fund
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares

Return for Risk

PDEZX vs. VEMAX — 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
VEMAX
VEMAX Risk / Return Rank: 6666
Overall Rank
VEMAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VEMAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VEMAX Omega Ratio Rank: 6464
Omega Ratio Rank
VEMAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEMAX Martin Ratio Rank: 5959
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. VEMAX - Risk-Adjusted Trends 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.

PDEZXVEMAXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.23

-0.51

Sortino ratio

Return per unit of downside risk

1.08

1.70

-0.62

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

0.91

1.53

-0.62

Martin ratio

Return relative to average drawdown

3.49

5.69

-2.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDEZX vs. VEMAX - Sharpe Ratio Comparison

The current PDEZX Sharpe Ratio is 0.72, which is lower than the VEMAX Sharpe Ratio of 1.23. 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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Sharpe Ratios by Period

PDEZXVEMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.23

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.22

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.26

+0.04

Correlation

The correlation between PDEZX and VEMAX is 0.85, 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. VEMAX - Dividend Comparison

PDEZX's dividend yield for the trailing twelve months is around 2.15%, less than VEMAX's 2.73% yield.

TTM20252024202320222021202020192018201720162015
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%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares		2.73%2.74%3.13%3.47%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%

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.

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Drawdown Indicators

PDEZXVEMAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.95%

-66.45%

+11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-11.08%

-4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-52.88%

-32.60%

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-54.95%

-36.11%

-18.84%

Current Drawdown

Current decline from peak

-23.17%

-11.05%

-12.12%

Average Drawdown

Average peak-to-trough decline

-20.43%

-16.25%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

2.99%

+1.32%

Volatility

PDEZX vs. VEMAX - Volatility Comparison

PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) has a higher volatility of 11.26% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 6.36%. 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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Volatility by Period

PDEZXVEMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.26%

6.36%

+4.90%

Volatility (6M)

Calculated over the trailing 6-month period

17.71%

10.70%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

15.26%

+9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

15.18%

+7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

16.37%

+5.52%