PRNMX vs. PWJZX
Compare and contrast key facts about PGIM National Muni Fund (PRNMX) and PGIM Jennison International Opportunities Fund (PWJZX).
PRNMX is managed by PGIM. It was launched on Jan 21, 1990. PWJZX is managed by PGIM. It was launched on Jun 4, 2012.
Performance
PRNMX vs. PWJZX - Performance Comparison
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PRNMX vs. PWJZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRNMX PGIM National Muni Fund | -0.54% | 5.76% | 1.77% | 5.10% | -8.55% | 0.97% | 4.08% | 7.13% | 0.55% | 4.66% |
PWJZX PGIM Jennison International Opportunities Fund | -8.80% | 14.53% | 6.84% | 20.25% | -36.95% | 13.27% | 55.57% | 38.16% | -12.93% | 49.58% |
Returns By Period
In the year-to-date period, PRNMX achieves a -0.54% return, which is significantly higher than PWJZX's -8.80% return. Over the past 10 years, PRNMX has underperformed PWJZX with an annualized return of 1.89%, while PWJZX has yielded a comparatively higher 9.91% annualized return.
PRNMX
- 1D
- 0.07%
- 1M
- -2.38%
- YTD
- -0.54%
- 6M
- 0.85%
- 1Y
- 3.89%
- 3Y*
- 3.31%
- 5Y*
- 0.84%
- 10Y*
- 1.89%
PWJZX
- 1D
- 4.71%
- 1M
- -9.69%
- YTD
- -8.80%
- 6M
- -12.62%
- 1Y
- 4.31%
- 3Y*
- 5.25%
- 5Y*
- -1.04%
- 10Y*
- 9.91%
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PRNMX vs. PWJZX - Expense Ratio Comparison
PRNMX has a 0.61% expense ratio, which is lower than PWJZX's 0.90% expense ratio.
Return for Risk
PRNMX vs. PWJZX — Risk / Return Rank
PRNMX
PWJZX
PRNMX vs. PWJZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM National Muni Fund (PRNMX) and PGIM Jennison International Opportunities Fund (PWJZX). 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.
| PRNMX | PWJZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.20 | +0.98 |
Sortino ratioReturn per unit of downside risk | 1.61 | 0.44 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.06 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.19 | +1.13 |
Martin ratioReturn relative to average drawdown | 5.31 | 0.72 | +4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRNMX | PWJZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.20 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | -0.05 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.48 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.41 | +0.82 |
Correlation
The correlation between PRNMX and PWJZX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PRNMX vs. PWJZX - Dividend Comparison
PRNMX's dividend yield for the trailing twelve months is around 3.23%, more than PWJZX's 0.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRNMX PGIM National Muni Fund | 3.23% | 4.17% | 2.98% | 1.97% | 1.71% | 1.69% | 2.50% | 2.80% | 3.35% | 3.39% | 3.61% | 3.31% |
PWJZX PGIM Jennison International Opportunities Fund | 0.20% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% |
Drawdowns
PRNMX vs. PWJZX - Drawdown Comparison
The maximum PRNMX drawdown since its inception was -12.72%, smaller than the maximum PWJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PRNMX and PWJZX.
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Drawdown Indicators
| PRNMX | PWJZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.72% | -48.22% | +35.50% |
Max Drawdown (1Y)Largest decline over 1 year | -3.72% | -18.08% | +14.36% |
Max Drawdown (5Y)Largest decline over 5 years | -12.61% | -48.22% | +35.61% |
Max Drawdown (10Y)Largest decline over 10 years | -12.72% | -48.22% | +35.50% |
Current DrawdownCurrent decline from peak | -2.59% | -21.88% | +19.29% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -13.07% | +11.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 4.73% | -3.81% |
Volatility
PRNMX vs. PWJZX - Volatility Comparison
The current volatility for PGIM National Muni Fund (PRNMX) is 0.80%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 11.45%. This indicates that PRNMX experiences smaller price fluctuations and is considered to be less risky than PWJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRNMX | PWJZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.80% | 11.45% | -10.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.38% | 16.00% | -14.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.16% | 21.69% | -17.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.98% | 21.78% | -18.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 20.68% | -17.14% |