PWJZX vs. FAOSX
PWJZX (PGIM Jennison International Opportunities Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, PWJZX returned -1.14%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.81 means they have usually moved in the same direction. PWJZX charges 0.90%/yr vs 1.02%/yr for FAOSX.
Performance
PWJZX vs. FAOSX - Performance Comparison
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Returns By Period
PWJZX
- 1D
- 5.98%
- 1M
- -7.13%
- 6M
- -0.31%
- YTD
- 2.22%
- 1Y
- 5.27%
- 3Y*
- 8.50%
- 5Y*
- -1.14%
- 10Y*
- 10.78%
- ALL TIME*
- 8.56%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PWJZX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 2.22% | 14.53% | 6.84% | 20.25% | -36.95% | 13.27% | 55.57% | 38.16% | -12.93% | 42.38% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between PWJZX and FAOSX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.81 |
Over the past year, the correlation between PWJZX and FAOSX has dropped to 0.35 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
PWJZX vs. FAOSX — Risk / Return Rank
PWJZX
FAOSX
PWJZX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PWJZX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.93 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.32 | +0.48 |
| Martin ratioReturn relative to average drawdown | 0.50 | -0.48 | +0.98 |
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Drawdowns
PWJZX vs. FAOSX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for PWJZX and FAOSX.
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Drawdown Indicators
| PWJZX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -36.24% | -11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -19.20% | -7.26% | -11.94% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -13.96% | -6.22% |
Max Drawdown (5Y)Largest decline over 5 years | -48.22% | -36.24% | -11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -48.22% | — | — |
Current DrawdownCurrent decline from peak | -14.36% | -5.86% | -8.50% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -7.90% | -5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 4.48% | +1.72% |
Volatility
PWJZX vs. FAOSX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 12.08% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWJZX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.08% | 0.00% | +12.08% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 0.00% | +26.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.57% | 7.68% | +20.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 16.65% | +6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 16.56% | +5.01% |
PWJZX vs. FAOSX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
PWJZX vs. FAOSX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.18%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% |
PWJZX PGIM Jennison International Opportunities Fund | 0.18% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% |
Frequently Asked Questions
PWJZX and FAOSX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PWJZX has higher volatility (12.08%) compared to FAOSX (0.00%). In terms of maximum drawdown, PWJZX dropped -48.22% vs FAOSX's -36.24%.
PWJZX currently has the higher Sharpe Ratio (0.11 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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