PDJGX vs. PWJZX

Last updated Aug 4, 2026

PDJGX (Prudential Day One 2050 Fund) and PWJZX (PGIM Jennison International Opportunities Fund) are both mutual funds - PDJGX is a Target Retirement Date fund managed by PGIM, while PWJZX is a Foreign Large Cap Equities fund managed by PGIM. Over the past 5 years, PDJGX returned 12.93%/yr vs -1.04%/yr for PWJZX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. PDJGX charges 0.18%/yr vs 0.90%/yr for PWJZX.

Performance

PDJGX vs. PWJZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Day One 2050 Fund (PDJGX) and PGIM Jennison International Opportunities Fund (PWJZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PDJGX achieves a 11.68% return, which is significantly higher than PWJZX's 2.74% return.

PDJGX

• 1D: 0.20%
• 1M: 0.07%
• 6M: 7.73%
• YTD: 11.68%
• 1Y: 22.78%
• 3Y*: 22.38%
• 5Y*: 12.93%
• 10Y*: —
• ALL TIME*: 12.77%

PWJZX

• 1D: 0.51%
• 1M: -6.66%
• 6M: -0.11%
• YTD: 2.74%
• 1Y: 5.80%
• 3Y*: 9.05%
• 5Y*: -1.04%
• 10Y*: 10.85%
• ALL TIME*: 8.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PDJGX Prudential Day One 2050 Fund	$0.00	$0.00	$0.00
PWJZX PGIM Jennison International Opportunities Fund	$0.00	$0.00	$0.00

PDJGX vs. PWJZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PDJGX Prudential Day One 2050 Fund	11.68%	18.35%	33.43%	17.95%	-15.32%	19.33%	11.29%	23.82%	-8.82%	19.59%
PWJZX PGIM Jennison International Opportunities Fund	2.74%	14.53%	6.84%	20.25%	-36.95%	13.27%	55.57%	38.16%	-12.93%	49.58%

Correlation

The correlation between PDJGX and PWJZX is 0.88, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.88
Correlation (3Y) Balances recent behavior with more history.	0.86
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.79

The correlation between PDJGX and PWJZX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

Return for Risk

PDJGX vs. PWJZX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PDJGX

PDJGX Risk / Return Rank: 75
PDJGX Sharpe Ratio Rank: 74
PDJGX Sortino Ratio Rank: 71
PDJGX Omega Ratio Rank: 71
PDJGX Calmar Ratio Rank: 74
PDJGX Martin Ratio Rank: 84

PWJZX

PWJZX Risk / Return Rank: 7
PWJZX Sharpe Ratio Rank: 6
PWJZX Sortino Ratio Rank: 7
PWJZX Omega Ratio Rank: 7
PWJZX Calmar Ratio Rank: 7
PWJZX Martin Ratio Rank: 7

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PDJGX vs. PWJZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2050 Fund (PDJGX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PDJGX	PWJZX	Difference
Sharpe ratio: Return per unit of total volatility	1.79	0.17	+1.62
Sortino ratio: Return per unit of downside risk	2.52	0.45	+2.08
Omega ratio: Gain probability vs. loss probability	1.33	1.06	+0.27
Calmar ratio: Return relative to maximum drawdown	2.50	0.26	+2.24
Martin ratio: Return relative to average drawdown	10.94	0.79	+10.15

PDJGX vs. PWJZX - Sharpe Ratio Comparison

The current PDJGX Sharpe Ratio is 1.79, which is higher than the PWJZX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of PDJGX and PWJZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PDJGX vs. PWJZX - Drawdown Comparison

The maximum PDJGX drawdown since its inception was -33.11%, smaller than the maximum PWJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PDJGX and PWJZX.

Drawdown Indicators

	PDJGX	PWJZX	Difference
Max Drawdown Largest peak-to-trough decline	-33.11%	-48.22%	+15.11%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-19.20%	+10.52%
Max Drawdown (3Y) Largest decline over 3 years	-14.42%	-20.18%	+5.76%
Max Drawdown (5Y) Largest decline over 5 years	-29.62%	-48.22%	+18.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.22%	—
Current Drawdown Current decline from peak	-0.86%	-13.93%	+13.07%
Average Drawdown Average peak-to-trough decline	-6.14%	-12.99%	+6.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	6.26%	-4.28%

Volatility

PDJGX vs. PWJZX - Volatility Comparison

The current volatility for Prudential Day One 2050 Fund (PDJGX) is 3.44%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 11.34%. This indicates that PDJGX experiences smaller price fluctuations and is considered to be less risky than PWJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDJGX	PWJZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.44%	11.34%	-7.90%
Volatility (6M) Calculated over the trailing 6-month period	10.20%	26.52%	-16.32%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	28.56%	-16.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.55%	23.63%	-6.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.74%	21.57%	-4.83%

PDJGX vs. PWJZX - Expense Ratio Comparison

PDJGX has a 0.18% expense ratio, which is lower than PWJZX's 0.90% expense ratio.

Dividends

PDJGX vs. PWJZX - Dividend Comparison

PDJGX's dividend yield for the trailing twelve months is around 3.83%, more than PWJZX's 0.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PDJGX Prudential Day One 2050 Fund	3.83%	4.27%	34.20%	3.81%	8.60%	11.14%	1.96%	4.52%	4.89%	2.18%	0.00%
PWJZX PGIM Jennison International Opportunities Fund	0.18%	0.19%	0.07%	0.09%	0.00%	0.09%	0.00%	0.00%	0.06%	0.17%	0.24%

Frequently Asked Questions

Can I hold both PDJGX and PWJZX in my portfolio?

PDJGX and PWJZX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PDJGX or PWJZX?

PWJZX has higher volatility (11.34%) compared to PDJGX (3.44%). In terms of maximum drawdown, PDJGX dropped -33.11% vs PWJZX's -48.22%.

Which has better risk-adjusted returns?

PDJGX currently has the higher Sharpe Ratio (1.79 vs 0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.