PDODX vs. PRJZX
PDODX (Prudential Day One 2065 Fund) and PRJZX (PGIM Jennison Global Opportunities Fund) are both mutual funds - PDODX is a Target Retirement Date fund managed by PGIM, while PRJZX is a Global Equities fund managed by PGIM. Over the past 5 years, PDODX returned 10.24%/yr vs 2.69%/yr for PRJZX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. PDODX charges 0.41%/yr vs 0.93%/yr for PRJZX.
Performance
PDODX vs. PRJZX - Performance Comparison
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Returns By Period
In the year-to-date period, PDODX achieves a 11.79% return, which is significantly higher than PRJZX's -2.23% return.
PDODX
- 1D
- 2.00%
- 1M
- -0.25%
- 6M
- 8.05%
- YTD
- 11.79%
- 1Y
- 23.73%
- 3Y*
- 17.43%
- 5Y*
- 10.24%
- 10Y*
- —
- ALL TIME*
- 11.90%
PRJZX
- 1D
- 4.81%
- 1M
- -7.70%
- 6M
- -0.32%
- YTD
- -2.23%
- 1Y
- 1.55%
- 3Y*
- 11.88%
- 5Y*
- 2.69%
- 10Y*
- 14.37%
- ALL TIME*
- 13.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PDODX vs. PRJZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PDODX Prudential Day One 2065 Fund | 11.79% | 19.61% | 17.63% | 17.95% | -15.68% | 19.67% | 11.27% | 1.07% |
PRJZX PGIM Jennison Global Opportunities Fund | -2.23% | 4.91% | 28.69% | 41.55% | -39.60% | 7.45% | 74.45% | 2.83% |
Correlation
The correlation between PDODX and PRJZX is 0.86, 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. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019 | 0.79 |
The correlation between PDODX and PRJZX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
PDODX vs. PRJZX — Risk / Return Rank
PDODX
PRJZX
PDODX vs. PRJZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2065 Fund (PDODX) and PGIM Jennison Global Opportunities Fund (PRJZX). 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.
| PDODX | PRJZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.01 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | -0.04 | +2.31 |
| Martin ratioReturn relative to average drawdown | 9.71 | -0.11 | +9.83 |
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Drawdowns
PDODX vs. PRJZX - Drawdown Comparison
The maximum PDODX drawdown since its inception was -34.89%, smaller than the maximum PRJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PDODX and PRJZX.
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Drawdown Indicators
| PDODX | PRJZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.89% | -48.22% | +13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -21.57% | +12.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | -25.19% | +9.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.13% | -48.22% | +24.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.22% | — |
Current DrawdownCurrent decline from peak | -1.25% | -13.27% | +12.02% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -9.95% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 7.74% | -5.52% |
Volatility
PDODX vs. PRJZX - Volatility Comparison
The current volatility for Prudential Day One 2065 Fund (PDODX) is 3.88%, while PGIM Jennison Global Opportunities Fund (PRJZX) has a volatility of 10.16%. This indicates that PDODX experiences smaller price fluctuations and is considered to be less risky than PRJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDODX | PRJZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 10.16% | -6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 21.69% | -10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 24.57% | -11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 24.68% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.28% | 23.59% | -4.31% |
PDODX vs. PRJZX - Expense Ratio Comparison
PDODX has a 0.41% expense ratio, which is lower than PRJZX's 0.93% expense ratio.
Dividends
PDODX vs. PRJZX - Dividend Comparison
PDODX's dividend yield for the trailing twelve months is around 2.37%, less than PRJZX's 25.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PDODX Prudential Day One 2065 Fund | 2.37% | 2.65% | 10.76% | 1.61% | 4.74% | 7.97% | 0.74% | 0.47% |
PRJZX PGIM Jennison Global Opportunities Fund | 25.29% | 24.73% | 10.59% | 0.00% | 0.00% | 10.12% | 1.59% | 2.42% |
Frequently Asked Questions
PDODX and PRJZX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRJZX has higher volatility (10.16%) compared to PDODX (3.88%). In terms of maximum drawdown, PDODX dropped -34.89% vs PRJZX's -48.22%.
PDODX currently has the higher Sharpe Ratio (1.62 vs -0.04), 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.
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