PHSZX vs. PWJZX
Compare and contrast key facts about PGIM Jennison Health Sciences Fund (PHSZX) and PGIM Jennison International Opportunities Fund (PWJZX).
PHSZX is managed by PGIM. It was launched on Jun 29, 1999. PWJZX is managed by PGIM. It was launched on Jun 4, 2012.
Performance
PHSZX vs. PWJZX - Performance Comparison
Loading graphics...
PHSZX vs. PWJZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHSZX PGIM Jennison Health Sciences Fund | -9.27% | 19.73% | 23.04% | 12.50% | -10.06% | 6.09% | 41.72% | 18.62% | -3.77% | 31.41% |
PWJZX PGIM Jennison International Opportunities Fund | -12.90% | 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, PHSZX achieves a -9.27% return, which is significantly higher than PWJZX's -12.90% return. Over the past 10 years, PHSZX has outperformed PWJZX with an annualized return of 12.19%, while PWJZX has yielded a comparatively lower 9.40% annualized return.
PHSZX
- 1D
- 0.31%
- 1M
- -9.73%
- YTD
- -9.27%
- 6M
- 6.04%
- 1Y
- 11.81%
- 3Y*
- 14.65%
- 5Y*
- 8.36%
- 10Y*
- 12.19%
PWJZX
- 1D
- -1.02%
- 1M
- -15.63%
- YTD
- -12.90%
- 6M
- -16.24%
- 1Y
- -0.28%
- 3Y*
- 3.65%
- 5Y*
- -1.31%
- 10Y*
- 9.40%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PHSZX vs. PWJZX - Expense Ratio Comparison
PHSZX has a 0.86% expense ratio, which is lower than PWJZX's 0.90% expense ratio.
Return for Risk
PHSZX vs. PWJZX — Risk / Return Rank
PHSZX
PWJZX
PHSZX vs. PWJZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Health Sciences Fund (PHSZX) 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.
| PHSZX | PWJZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | -0.06 | +0.58 |
Sortino ratioReturn per unit of downside risk | 0.84 | 0.06 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.01 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | -0.15 | +0.93 |
Martin ratioReturn relative to average drawdown | 2.11 | -0.60 | +2.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PHSZX | PWJZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | -0.06 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | -0.06 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.46 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.39 | +0.25 |
Correlation
The correlation between PHSZX and PWJZX is 0.62, 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
PHSZX vs. PWJZX - Dividend Comparison
PHSZX's dividend yield for the trailing twelve months is around 12.05%, more than PWJZX's 0.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHSZX PGIM Jennison Health Sciences Fund | 12.05% | 10.93% | 23.93% | 4.26% | 1.48% | 29.82% | 20.26% | 2.92% | 11.21% | 4.43% | 3.44% | 13.45% |
PWJZX PGIM Jennison International Opportunities Fund | 0.21% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% |
Drawdowns
PHSZX vs. PWJZX - Drawdown Comparison
The maximum PHSZX drawdown since its inception was -42.77%, smaller than the maximum PWJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PHSZX and PWJZX.
Loading graphics...
Drawdown Indicators
| PHSZX | PWJZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.77% | -48.22% | +5.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -18.08% | +5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -48.22% | +18.86% |
Max Drawdown (10Y)Largest decline over 10 years | -30.92% | -48.22% | +17.30% |
Current DrawdownCurrent decline from peak | -11.98% | -25.39% | +13.41% |
Average DrawdownAverage peak-to-trough decline | -9.96% | -13.07% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 4.66% | -0.16% |
Volatility
PHSZX vs. PWJZX - Volatility Comparison
The current volatility for PGIM Jennison Health Sciences Fund (PHSZX) is 6.14%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 10.24%. This indicates that PHSZX 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.
Loading graphics...
Volatility by Period
| PHSZX | PWJZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 10.24% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 15.34% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 21.22% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 21.68% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 20.63% | +2.57% |