PRJZX vs. PDBZX
Compare and contrast key facts about PGIM Jennison Global Opportunities Fund (PRJZX) and PGIM Total Return Bond Fund Class Z (PDBZX).
PRJZX is managed by PGIM. It was launched on Mar 13, 2012. PDBZX is managed by PGIM. It was launched on Jan 14, 1997.
Performance
PRJZX vs. PDBZX - Performance Comparison
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PRJZX vs. PDBZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRJZX PGIM Jennison Global Opportunities Fund | -15.76% | 4.91% | 28.69% | 41.55% | -39.60% | 7.45% | 74.45% | 34.13% | -2.61% | 43.35% |
PDBZX PGIM Total Return Bond Fund Class Z | -0.53% | 7.70% | 2.87% | 7.70% | -14.33% | -1.46% | 8.01% | 14.76% | -0.72% | 6.60% |
Returns By Period
In the year-to-date period, PRJZX achieves a -15.76% return, which is significantly lower than PDBZX's -0.53% return. Over the past 10 years, PRJZX has outperformed PDBZX with an annualized return of 13.27%, while PDBZX has yielded a comparatively lower 2.93% annualized return.
PRJZX
- 1D
- -1.49%
- 1M
- -10.83%
- YTD
- -15.76%
- 6M
- -19.51%
- 1Y
- -0.62%
- 3Y*
- 10.67%
- 5Y*
- 2.39%
- 10Y*
- 13.27%
PDBZX
- 1D
- 0.50%
- 1M
- -2.52%
- YTD
- -0.53%
- 6M
- 0.58%
- 1Y
- 4.25%
- 3Y*
- 4.79%
- 5Y*
- 1.00%
- 10Y*
- 2.93%
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PRJZX vs. PDBZX - Expense Ratio Comparison
PRJZX has a 0.93% expense ratio, which is higher than PDBZX's 0.49% expense ratio.
Return for Risk
PRJZX vs. PDBZX — Risk / Return Rank
PRJZX
PDBZX
PRJZX vs. PDBZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Opportunities Fund (PRJZX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.
| PRJZX | PDBZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | 1.04 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.06 | 1.48 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.75 | -1.92 |
Martin ratioReturn relative to average drawdown | -0.55 | 5.12 | -5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRJZX | PDBZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.04 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.17 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.55 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.09 | -0.50 |
Correlation
The correlation between PRJZX and PDBZX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRJZX vs. PDBZX - Dividend Comparison
PRJZX's dividend yield for the trailing twelve months is around 29.35%, more than PDBZX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRJZX PGIM Jennison Global Opportunities Fund | 29.35% | 24.73% | 10.59% | 0.00% | 0.00% | 10.12% | 1.59% | 2.42% | 0.00% | 0.00% | 0.00% | 0.00% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.19% | 4.54% | 4.79% | 4.60% | 5.73% | 2.73% | 2.94% | 10.36% | 4.01% | 2.87% | 3.92% | 3.33% |
Drawdowns
PRJZX vs. PDBZX - Drawdown Comparison
The maximum PRJZX drawdown since its inception was -48.22%, which is greater than PDBZX's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PRJZX and PDBZX.
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Drawdown Indicators
| PRJZX | PDBZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -20.88% | -27.34% |
Max Drawdown (1Y)Largest decline over 1 year | -21.57% | -3.06% | -18.51% |
Max Drawdown (5Y)Largest decline over 5 years | -48.22% | -20.81% | -27.41% |
Max Drawdown (10Y)Largest decline over 10 years | -48.22% | -20.88% | -27.34% |
Current DrawdownCurrent decline from peak | -21.57% | -2.52% | -19.05% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -2.31% | -7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 1.05% | +5.41% |
Volatility
PRJZX vs. PDBZX - Volatility Comparison
PGIM Jennison Global Opportunities Fund (PRJZX) has a higher volatility of 7.66% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.72%. This indicates that PRJZX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRJZX | PDBZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.66% | 1.72% | +5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.43% | 2.71% | +11.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 4.59% | +17.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.79% | 6.00% | +17.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.02% | 5.34% | +17.68% |