PWJZX vs. DBEF
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF).
PWJZX is managed by PGIM Investments. It was launched on Jun 4, 2012. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWJZX or DBEF.
Performance
PWJZX vs. DBEF - Performance Comparison
Returns By Period
In the year-to-date period, PWJZX achieves a 6.59% return, which is significantly lower than DBEF's 12.29% return. Both investments have delivered pretty close results over the past 10 years, with PWJZX having a 8.80% annualized return and DBEF not far behind at 8.58%.
PWJZX
6.59%
-5.26%
-3.78%
13.01%
8.36%
8.80%
DBEF
12.29%
-2.59%
-1.20%
15.88%
9.74%
8.58%
Key characteristics
| PWJZX | DBEF | |
|---|---|---|
| Sharpe Ratio | 0.77 | 1.52 |
| Sortino Ratio | 1.19 | 2.04 |
| Omega Ratio | 1.14 | 1.27 |
| Calmar Ratio | 0.38 | 1.71 |
| Martin Ratio | 3.54 | 8.02 |
| Ulcer Index | 3.68% | 2.08% |
| Daily Std Dev | 16.85% | 11.00% |
| Max Drawdown | -48.26% | -32.46% |
| Current Drawdown | -25.46% | -3.03% |
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PWJZX vs. DBEF - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is higher than DBEF's 0.36% expense ratio.
Correlation
The correlation between PWJZX and DBEF is 0.73, 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. DBEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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.
Dividends
PWJZX vs. DBEF - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.09%, less than DBEF's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 0.65% | 4.45% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.56% | 3.70% | 5.09% | 1.48% |
Drawdowns
PWJZX vs. DBEF - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.26%, which is greater than DBEF's maximum drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for PWJZX and DBEF. For additional features, visit the drawdowns tool.
Volatility
PWJZX vs. DBEF - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 3.20% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 3.01%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.