PRJZX vs. SCHF

In the year-to-date period, PRJZX achieves a -0.94% return, which is significantly lower than SCHF's 13.08% return. Over the past 10 years, PRJZX has outperformed SCHF with an annualized return of 11.35%, while SCHF has yielded a comparatively lower 6.67% annualized return.

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

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.

The current PRJZX Sharpe Ratio is 0.04, which is lower than the SCHF Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PRJZX and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRJZX has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 2.88%.

The maximum PRJZX drawdown since its inception was -52.78%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for PRJZX and SCHF. For additional features, visit the drawdowns tool.

PGIM Jennison Global Opportunities Fund (PRJZX) has a higher volatility of 6.62% compared to Schwab International Equity ETF (SCHF) at 3.22%. 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.