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PGNAX vs. PWJZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGNAX vs. PWJZX - Performance Comparison

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

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PGNAX vs. PWJZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGNAX
PGIM Jennison Natural Resources Fund
18.84%38.58%0.80%-2.22%24.40%27.22%11.22%16.50%-27.87%4.99%
PWJZX
PGIM Jennison International Opportunities Fund
-8.80%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, PGNAX achieves a 18.84% return, which is significantly higher than PWJZX's -8.80% return. Over the past 10 years, PGNAX has outperformed PWJZX with an annualized return of 12.39%, while PWJZX has yielded a comparatively lower 9.91% annualized return.


PGNAX

1D
2.81%
1M
-5.30%
YTD
18.84%
6M
29.40%
1Y
61.24%
3Y*
19.40%
5Y*
17.34%
10Y*
12.39%

PWJZX

1D
4.71%
1M
-9.69%
YTD
-8.80%
6M
-12.62%
1Y
4.31%
3Y*
5.25%
5Y*
-1.04%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGNAX vs. PWJZX - Expense Ratio Comparison

PGNAX has a 1.27% expense ratio, which is higher than PWJZX's 0.90% expense ratio.


Return for Risk

PGNAX vs. PWJZX — Risk / Return Rank

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

PGNAX
PGNAX Risk / Return Rank: 9595
Overall Rank
PGNAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PGNAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PGNAX Omega Ratio Rank: 9393
Omega Ratio Rank
PGNAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
PGNAX Martin Ratio Rank: 9797
Martin Ratio Rank

PWJZX
PWJZX Risk / Return Rank: 88
Overall Rank
PWJZX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PWJZX Sortino Ratio Rank: 88
Sortino Ratio Rank
PWJZX Omega Ratio Rank: 88
Omega Ratio Rank
PWJZX Calmar Ratio Rank: 99
Calmar Ratio Rank
PWJZX Martin Ratio Rank: 99
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.

PGNAX vs. PWJZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Natural Resources Fund (PGNAX) 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.


PGNAXPWJZXDifference

Sharpe ratio

Return per unit of total volatility

2.53

0.20

+2.33

Sortino ratio

Return per unit of downside risk

2.96

0.44

+2.52

Omega ratio

Gain probability vs. loss probability

1.47

1.06

+0.41

Calmar ratio

Return relative to maximum drawdown

3.99

0.19

+3.80

Martin ratio

Return relative to average drawdown

17.74

0.72

+17.02

PGNAX vs. PWJZX - Sharpe Ratio Comparison

The current PGNAX Sharpe Ratio is 2.53, which is higher than the PWJZX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PGNAX 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


PGNAXPWJZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

0.20

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.05

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.05

Correlation

The correlation between PGNAX and PWJZX is 0.51, 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.


Dividends

PGNAX vs. PWJZX - Dividend Comparison

PGNAX's dividend yield for the trailing twelve months is around 0.81%, more than PWJZX's 0.20% yield.


TTM2025202420232022202120202019201820172016
PGNAX
PGIM Jennison Natural Resources Fund
0.81%0.96%0.98%1.93%2.75%0.84%1.32%1.78%1.59%0.00%1.15%
PWJZX
PGIM Jennison International Opportunities Fund
0.20%0.19%0.07%0.09%0.00%0.09%0.00%0.00%0.06%0.17%0.24%

Drawdowns

PGNAX vs. PWJZX - Drawdown Comparison

The maximum PGNAX drawdown since its inception was -76.46%, which is greater than PWJZX's maximum drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PGNAX and PWJZX.


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Drawdown Indicators


PGNAXPWJZXDifference

Max Drawdown

Largest peak-to-trough decline

-76.46%

-48.22%

-28.24%

Max Drawdown (1Y)

Largest decline over 1 year

-15.76%

-18.08%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-48.22%

+18.98%

Max Drawdown (10Y)

Largest decline over 10 years

-63.86%

-48.22%

-15.64%

Current Drawdown

Current decline from peak

-5.30%

-21.88%

+16.58%

Average Drawdown

Average peak-to-trough decline

-20.31%

-13.07%

-7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

4.73%

-1.19%

Volatility

PGNAX vs. PWJZX - Volatility Comparison

The current volatility for PGIM Jennison Natural Resources Fund (PGNAX) is 8.49%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 11.45%. This indicates that PGNAX 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.


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Volatility by Period


PGNAXPWJZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

11.45%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

18.50%

16.00%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.97%

21.69%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

21.78%

+3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.55%

20.68%

+5.87%