PRJZX vs. ^GSPC

In the year-to-date period, PRJZX achieves a 0.07% return, which is significantly lower than ^GSPC's 1.30% return. Both investments have delivered pretty close results over the past 10 years, with PRJZX having a 11.42% annualized return and ^GSPC not far behind at 10.89%.

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This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Opportunities Fund (PRJZX) and S&P 500 (^GSPC). 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 ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PRJZX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum PRJZX drawdown since its inception was -52.78%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PRJZX and ^GSPC. For additional features, visit the drawdowns tool.

PGIM Jennison Global Opportunities Fund (PRJZX) has a higher volatility of 5.96% compared to S&P 500 (^GSPC) at 5.42%. This indicates that PRJZX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.