PWJZX vs. FIVFX
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and Fidelity International Capital Appreciation Fund (FIVFX).
PWJZX is managed by PGIM Investments. It was launched on Jun 4, 2012. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWJZX or FIVFX.
Key characteristics
| PWJZX | FIVFX | |
|---|---|---|
| YTD Return | 12.31% | 12.18% |
| 1Y Return | 27.50% | 28.19% |
| 3Y Return (Ann) | -5.83% | 2.57% |
| 5Y Return (Ann) | 10.71% | 9.18% |
| 10Y Return (Ann) | 10.10% | 9.37% |
| Sharpe Ratio | 1.59 | 1.98 |
| Sortino Ratio | 2.27 | 2.80 |
| Omega Ratio | 1.28 | 1.35 |
| Calmar Ratio | 0.68 | 1.19 |
| Martin Ratio | 8.10 | 11.10 |
| Ulcer Index | 3.43% | 2.51% |
| Daily Std Dev | 17.44% | 14.09% |
| Max Drawdown | -48.22% | -66.31% |
| Current Drawdown | -21.32% | -3.69% |
Correlation
The correlation between PWJZX and FIVFX is 0.91, 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.
Performance
PWJZX vs. FIVFX - Performance Comparison
The year-to-date returns for both stocks are quite close, with PWJZX having a 12.31% return and FIVFX slightly lower at 12.18%. Over the past 10 years, PWJZX has outperformed FIVFX with an annualized return of 10.10%, while FIVFX has yielded a comparatively lower 9.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PWJZX vs. FIVFX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is lower than FIVFX's 1.00% expense ratio.
Risk-Adjusted Performance
PWJZX vs. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and Fidelity International Capital Appreciation Fund (FIVFX). 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. FIVFX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.08%, less than FIVFX's 0.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 0.08% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% | 0.00% | 3.49% |
FIVFX Fidelity International Capital Appreciation Fund | 0.34% | 0.38% | 0.05% | 9.08% | 1.28% | 3.29% | 3.01% | 3.31% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
PWJZX vs. FIVFX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, smaller than the maximum FIVFX drawdown of -66.31%. Use the drawdown chart below to compare losses from any high point for PWJZX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
PWJZX vs. FIVFX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 5.62% compared to Fidelity International Capital Appreciation Fund (FIVFX) at 5.25%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.