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PRJZX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

PRJZX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Global Opportunities Fund (PRJZX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRJZX achieves a 12.72% return, which is significantly higher than ^GSPC's 9.16% return. Over the past 10 years, PRJZX has outperformed ^GSPC with an annualized return of 16.81%, while ^GSPC has yielded a comparatively lower 13.88% annualized return.


PRJZX

1D
3.58%
1M
7.66%
YTD
12.72%
6M
12.02%
1Y
20.37%
3Y*
18.11%
5Y*
6.69%
10Y*
16.81%

^GSPC

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRJZX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRJZX
PGIM Jennison Global Opportunities Fund
12.72%4.91%28.69%41.55%-39.60%7.45%74.45%34.13%-2.61%43.35%
^GSPC
S&P 500 Index
9.16%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between PRJZX and ^GSPC is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.83

The correlation between PRJZX and ^GSPC has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

PRJZX vs. ^GSPC — Risk / Return Rank

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

PRJZX
PRJZX Risk / Return Rank: 1212
Overall Rank
PRJZX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PRJZX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PRJZX Omega Ratio Rank: 1313
Omega Ratio Rank
PRJZX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PRJZX Martin Ratio Rank: 1010
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8282
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8585
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.

PRJZX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Opportunities Fund (PRJZX) and S&P 500 Index (^GSPC). 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.


PRJZX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

0.91

2.78

-1.87

Martin ratioReturn relative to average drawdown

2.74

12.44

-9.70

PRJZX vs. ^GSPC - Sharpe Ratio Comparison

The current PRJZX Sharpe Ratio is 0.91, which is lower than the ^GSPC Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of PRJZX and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRJZX vs. ^GSPC - Drawdown Comparison

The maximum PRJZX drawdown since its inception was -48.22%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PRJZX and ^GSPC.


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Drawdown Indicators


PRJZX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-48.22%

-56.78%

+8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-21.57%

-9.10%

-12.47%

Max Drawdown (3Y)

Largest decline over 3 years

-25.19%

-18.90%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-48.22%

-25.43%

-22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-33.92%

-14.30%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-9.97%

-10.71%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

2.03%

+5.16%

Volatility

PRJZX vs. ^GSPC - Volatility Comparison

PGIM Jennison Global Opportunities Fund (PRJZX) has a higher volatility of 10.06% compared to S&P 500 Index (^GSPC) at 4.67%. This indicates that PRJZX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRJZX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

4.67%

+5.39%

Volatility (6M)

Calculated over the trailing 6-month period

18.43%

9.84%

+8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.63%

12.50%

+9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.16%

16.99%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

18.11%

+5.26%

Frequently Asked Questions


PRJZX and ^GSPC 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.

PRJZX has higher volatility (10.06%) compared to ^GSPC (4.67%). In terms of maximum drawdown, PRJZX dropped -48.22% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.03 vs 0.91), 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.

Portfolio Optimizer

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