PRJZX vs. SCHF
PRJZX (PGIM Jennison Global Opportunities Fund) and SCHF (Schwab International Equity ETF) are both funds - PRJZX is a Global Equities fund managed by PGIM, while SCHF is a Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 10 years, PRJZX returned 14.37%/yr vs 10.18%/yr for SCHF. Their 0.73 correlation means they have sometimes moved together and sometimes differently. PRJZX charges 0.93%/yr vs 0.06%/yr for SCHF.
Performance
PRJZX vs. SCHF - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PRJZX
SCHF
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.
| PRJZX | SCHF | Difference | |
|---|---|---|---|
| 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 |
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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
| PRJZX | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.27% | -2.45% | -10.82% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -7.33% | -2.62% |
Ulcer IndexDepth 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
| PRJZX | SCHF | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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