PWJZX vs. EPDIX
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and EuroPac International Dividend Income Fund (EPDIX).
PWJZX is managed by PGIM. It was launched on Jun 4, 2012. EPDIX is managed by Euro Pacific Asset Management. It was launched on Jan 9, 2014.
Performance
PWJZX vs. EPDIX - Performance Comparison
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PWJZX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | -12.90% | 14.53% | 6.84% | 20.25% | -36.95% | 13.27% | 55.57% | 38.16% | -12.93% | 49.58% |
EPDIX EuroPac International Dividend Income Fund | 5.87% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Returns By Period
In the year-to-date period, PWJZX achieves a -12.90% return, which is significantly lower than EPDIX's 5.87% return. Both investments have delivered pretty close results over the past 10 years, with PWJZX having a 9.40% annualized return and EPDIX not far ahead at 9.85%.
PWJZX
- 1D
- -1.02%
- 1M
- -15.63%
- YTD
- -12.90%
- 6M
- -16.24%
- 1Y
- -0.28%
- 3Y*
- 3.65%
- 5Y*
- -1.31%
- 10Y*
- 9.40%
EPDIX
- 1D
- 0.07%
- 1M
- -9.48%
- YTD
- 5.87%
- 6M
- 16.80%
- 1Y
- 44.92%
- 3Y*
- 20.84%
- 5Y*
- 14.71%
- 10Y*
- 9.85%
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PWJZX vs. EPDIX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Return for Risk
PWJZX vs. EPDIX — Risk / Return Rank
PWJZX
EPDIX
PWJZX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and EuroPac International Dividend Income Fund (EPDIX). 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.
| PWJZX | EPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 2.80 | -2.86 |
Sortino ratioReturn per unit of downside risk | 0.06 | 3.33 | -3.27 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.54 | -0.53 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 4.08 | -4.23 |
Martin ratioReturn relative to average drawdown | -0.60 | 16.78 | -17.38 |
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
| PWJZX | EPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 2.80 | -2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 1.06 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.66 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Correlation
The correlation between PWJZX and EPDIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PWJZX vs. EPDIX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.21%, less than EPDIX's 6.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 0.21% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% |
EPDIX EuroPac International Dividend Income Fund | 6.72% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
Drawdowns
PWJZX vs. EPDIX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for PWJZX and EPDIX.
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Drawdown Indicators
| PWJZX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -38.23% | -9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -10.92% | -7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -48.22% | -20.98% | -27.24% |
Max Drawdown (10Y)Largest decline over 10 years | -48.22% | -32.84% | -15.38% |
Current DrawdownCurrent decline from peak | -25.39% | -9.48% | -15.91% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -10.88% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 2.65% | +2.01% |
Volatility
PWJZX vs. EPDIX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 10.24% compared to EuroPac International Dividend Income Fund (EPDIX) at 6.47%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWJZX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 6.47% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.34% | 11.36% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.22% | 16.09% | +5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 14.01% | +7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.63% | 14.86% | +5.77% |