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PRJZX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRJZX and VOO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PRJZX vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PRJZX:

0.04

VOO:

0.72

Sortino Ratio

PRJZX:

0.29

VOO:

1.20

Omega Ratio

PRJZX:

1.04

VOO:

1.18

Calmar Ratio

PRJZX:

0.06

VOO:

0.81

Martin Ratio

PRJZX:

0.21

VOO:

3.09

Ulcer Index

PRJZX:

9.88%

VOO:

4.88%

Daily Std Dev

PRJZX:

25.00%

VOO:

19.37%

Max Drawdown

PRJZX:

-52.78%

VOO:

-33.99%

Current Drawdown

PRJZX:

-17.51%

VOO:

-2.75%

Returns By Period

In the year-to-date period, PRJZX achieves a 0.07% return, which is significantly lower than VOO's 1.73% return. Over the past 10 years, PRJZX has underperformed VOO with an annualized return of 11.41%, while VOO has yielded a comparatively higher 12.85% annualized return.


PRJZX

YTD

0.07%

1M

16.07%

6M

-4.20%

1Y

0.97%

5Y*

9.19%

10Y*

11.41%

VOO

YTD

1.73%

1M

13.04%

6M

2.12%

1Y

13.91%

5Y*

17.57%

10Y*

12.85%

*Annualized

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PRJZX vs. VOO - Expense Ratio Comparison

PRJZX has a 0.93% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

PRJZX vs. VOO — Risk-Adjusted Performance Rank

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

PRJZX
The Risk-Adjusted Performance Rank of PRJZX is 2222
Overall Rank
The Sharpe Ratio Rank of PRJZX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PRJZX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PRJZX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PRJZX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of PRJZX is 2121
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRJZX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Opportunities Fund (PRJZX) and Vanguard S&P 500 ETF (VOO). 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 VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRJZX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PRJZX vs. VOO - Dividend Comparison

PRJZX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
PRJZX
PGIM Jennison Global Opportunities Fund
0.00%0.00%0.00%0.00%0.00%0.00%2.42%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PRJZX vs. VOO - Drawdown Comparison

The maximum PRJZX drawdown since its inception was -52.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRJZX and VOO. For additional features, visit the drawdowns tool.


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Volatility

PRJZX vs. VOO - Volatility Comparison

PGIM Jennison Global Opportunities Fund (PRJZX) has a higher volatility of 5.96% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that PRJZX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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