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PWJZX vs. ARTKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PWJZX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison International Opportunities Fund (PWJZX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

190.00%200.00%210.00%220.00%230.00%240.00%250.00%260.00%JuneJulyAugustSeptemberOctoberNovember
205.66%
237.86%
PWJZX
ARTKX

Returns By Period

In the year-to-date period, PWJZX achieves a 6.59% return, which is significantly lower than ARTKX's 8.43% return. Over the past 10 years, PWJZX has outperformed ARTKX with an annualized return of 8.80%, while ARTKX has yielded a comparatively lower 7.66% annualized return.


PWJZX

YTD

6.59%

1M

-5.26%

6M

-3.78%

1Y

13.01%

5Y (annualized)

8.36%

10Y (annualized)

8.80%

ARTKX

YTD

8.43%

1M

-4.09%

6M

-0.42%

1Y

13.82%

5Y (annualized)

10.35%

10Y (annualized)

7.66%

Key characteristics


PWJZXARTKX
Sharpe Ratio0.771.55
Sortino Ratio1.192.16
Omega Ratio1.141.27
Calmar Ratio0.382.34
Martin Ratio3.548.00
Ulcer Index3.68%1.80%
Daily Std Dev16.85%9.25%
Max Drawdown-48.26%-51.94%
Current Drawdown-25.46%-6.08%

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PWJZX vs. ARTKX - Expense Ratio Comparison

PWJZX has a 0.90% expense ratio, which is lower than ARTKX's 1.25% expense ratio.


ARTKX
Artisan International Value Fund
Expense ratio chart for ARTKX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for PWJZX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Correlation

-0.50.00.51.00.7

The correlation between PWJZX and ARTKX is 0.75, 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.

Risk-Adjusted Performance

PWJZX vs. ARTKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and Artisan International Value Fund (ARTKX). 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.


Sharpe ratio
The chart of Sharpe ratio for PWJZX, currently valued at 0.77, compared to the broader market0.002.004.000.771.55
The chart of Sortino ratio for PWJZX, currently valued at 1.19, compared to the broader market0.005.0010.001.192.16
The chart of Omega ratio for PWJZX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.27
The chart of Calmar ratio for PWJZX, currently valued at 0.38, compared to the broader market0.005.0010.0015.0020.0025.000.382.34
The chart of Martin ratio for PWJZX, currently valued at 3.54, compared to the broader market0.0020.0040.0060.0080.00100.003.548.00
PWJZX
ARTKX

The current PWJZX Sharpe Ratio is 0.77, which is lower than the ARTKX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PWJZX and ARTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.77
1.55
PWJZX
ARTKX

Dividends

PWJZX vs. ARTKX - Dividend Comparison

PWJZX's dividend yield for the trailing twelve months is around 0.09%, less than ARTKX's 1.79% yield.


TTM20232022202120202019201820172016201520142013
PWJZX
PGIM Jennison International Opportunities Fund
0.09%0.09%0.00%0.00%0.00%0.00%0.06%0.17%0.24%0.00%0.00%0.00%
ARTKX
Artisan International Value Fund
1.79%1.03%0.45%2.54%0.22%1.39%1.18%1.05%0.80%0.87%1.60%1.71%

Drawdowns

PWJZX vs. ARTKX - Drawdown Comparison

The maximum PWJZX drawdown since its inception was -48.26%, smaller than the maximum ARTKX drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for PWJZX and ARTKX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.46%
-6.08%
PWJZX
ARTKX

Volatility

PWJZX vs. ARTKX - Volatility Comparison

PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 3.20% compared to Artisan International Value Fund (ARTKX) at 2.78%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
2.78%
PWJZX
ARTKX