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PRJZX vs. SCHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRJZX vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Global Opportunities Fund (PRJZX) and Schwab International Equity ETF (SCHF). 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 -2.23% return, which is significantly lower than SCHF's 14.79% return. Over the past 10 years, PRJZX has outperformed SCHF with an annualized return of 14.37%, while SCHF has yielded a comparatively lower 10.18% annualized return.


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%

SCHF

1D
-0.58%
1M
-0.15%
6M
8.48%
YTD
14.79%
1Y
30.87%
3Y*
18.32%
5Y*
10.08%
10Y*
10.18%
ALL TIME*
7.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$215.25M$219.24M$213.98M

PRJZX vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRJZX
PGIM Jennison Global Opportunities Fund
-2.23%4.91%28.69%41.55%-39.60%7.45%74.45%34.13%-2.61%43.35%
SCHF
Schwab International Equity ETF
14.79%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Correlation

The correlation between PRJZX and SCHF is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.74

Correlation (10Y)
Provides a long-term view across more market conditions.

0.72

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

0.73

The correlation between PRJZX and SCHF has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

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Return for Risk

PRJZX vs. SCHF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRJZX
PRJZX Risk / Return Rank: 55
Overall Rank
PRJZX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PRJZX Sortino Ratio Rank: 55
Sortino Ratio Rank
PRJZX Omega Ratio Rank: 55
Omega Ratio Rank
PRJZX Calmar Ratio Rank: 44
Calmar Ratio Rank
PRJZX Martin Ratio Rank: 44
Martin Ratio Rank

SCHF
SCHF Risk / Return Rank: 7777
Overall Rank
SCHF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCHF Omega Ratio Rank: 7777
Omega Ratio Rank
SCHF Calmar Ratio Rank: 7676
Calmar Ratio Rank
SCHF Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRJZX vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Opportunities Fund (PRJZX) and Schwab International Equity ETF (SCHF). 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.


PRJZXSCHFDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.01

1.32

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.04

2.65

-2.69

Martin ratioReturn relative to average drawdown

-0.11

9.84

-9.96

PRJZX vs. SCHF - Sharpe Ratio Comparison

The current PRJZX Sharpe Ratio is -0.04, which is lower than the SCHF Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of PRJZX and SCHF, 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. SCHF - Drawdown Comparison

The maximum PRJZX drawdown since its inception was -48.22%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for PRJZX and SCHF.


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Drawdown Indicators


PRJZXSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-48.22%

-34.87%

-13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-21.57%

-11.48%

-10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-25.19%

-13.41%

-11.78%

Max Drawdown (5Y)

Largest decline over 5 years

-48.22%

-29.14%

-19.08%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-34.87%

-13.35%

Current Drawdown

Current decline from peak

-13.27%

-2.45%

-10.82%

Average Drawdown

Average peak-to-trough decline

-9.95%

-7.33%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

3.08%

+4.66%

Volatility

PRJZX vs. SCHF - Volatility Comparison

PGIM Jennison Global Opportunities Fund (PRJZX) has a higher volatility of 10.16% compared to Schwab International Equity ETF (SCHF) at 5.38%. This indicates that PRJZX's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRJZXSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

5.38%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

21.69%

15.48%

+6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.57%

17.39%

+7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.68%

16.70%

+7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

17.05%

+6.54%

PRJZX vs. SCHF - Expense Ratio Comparison

PRJZX has a 0.93% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Dividends

PRJZX vs. SCHF - Dividend Comparison

PRJZX's dividend yield for the trailing twelve months is around 25.29%, more than SCHF's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
PRJZX
PGIM Jennison Global Opportunities Fund
25.29%24.73%10.59%0.00%0.00%10.12%1.59%2.42%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
3.07%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Frequently Asked Questions


PRJZX and SCHF have a correlation of 0.78, 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 SCHF (5.38%). In terms of maximum drawdown, PRJZX dropped -48.22% vs SCHF's -34.87%.

SCHF currently has the higher Sharpe Ratio (1.75 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.

Portfolio Optimizer

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