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

Correlation

The correlation between PWJZX and MIEIX 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.


Performance

PWJZX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison International Opportunities Fund (PWJZX) and MFS International Equity Fund Class R6 (MIEIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PWJZX:

0.44

MIEIX:

0.91

Sortino Ratio

PWJZX:

0.65

MIEIX:

1.16

Omega Ratio

PWJZX:

1.08

MIEIX:

1.16

Calmar Ratio

PWJZX:

0.23

MIEIX:

0.91

Martin Ratio

PWJZX:

1.28

MIEIX:

2.76

Ulcer Index

PWJZX:

5.98%

MIEIX:

4.42%

Daily Std Dev

PWJZX:

21.09%

MIEIX:

15.00%

Max Drawdown

PWJZX:

-48.22%

MIEIX:

-52.61%

Current Drawdown

PWJZX:

-16.57%

MIEIX:

-0.69%

Returns By Period

In the year-to-date period, PWJZX achieves a 11.55% return, which is significantly lower than MIEIX's 14.87% return. Over the past 10 years, PWJZX has outperformed MIEIX with an annualized return of 9.07%, while MIEIX has yielded a comparatively lower 7.56% annualized return.


PWJZX

YTD

11.55%

1M

6.25%

6M

8.94%

1Y

8.55%

3Y*

10.62%

5Y*

7.67%

10Y*

9.07%

MIEIX

YTD

14.87%

1M

4.49%

6M

12.29%

1Y

12.45%

3Y*

11.46%

5Y*

11.99%

10Y*

7.56%

*Annualized

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PWJZX vs. MIEIX - Expense Ratio Comparison

PWJZX has a 0.90% expense ratio, which is higher than MIEIX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PWJZX vs. MIEIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PWJZX
The Risk-Adjusted Performance Rank of PWJZX is 2929
Overall Rank
The Sharpe Ratio Rank of PWJZX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of PWJZX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PWJZX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of PWJZX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of PWJZX is 3131
Martin Ratio Rank

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 6565
Overall Rank
The Sharpe Ratio Rank of MIEIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PWJZX vs. MIEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and MFS International Equity Fund Class R6 (MIEIX). 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.


The current PWJZX Sharpe Ratio is 0.44, which is lower than the MIEIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PWJZX and MIEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PWJZX vs. MIEIX - Dividend Comparison

PWJZX's dividend yield for the trailing twelve months is around 0.07%, less than MIEIX's 1.28% yield.


TTM20242023202220212020201920182017201620152014
PWJZX
PGIM Jennison International Opportunities Fund
0.07%0.08%0.09%0.00%0.09%0.00%0.00%0.06%0.17%0.24%0.00%0.00%
MIEIX
MFS International Equity Fund Class R6
1.28%1.47%1.67%1.26%5.40%1.00%3.12%1.63%1.85%1.78%1.71%2.71%

Drawdowns

PWJZX vs. MIEIX - Drawdown Comparison

The maximum PWJZX drawdown since its inception was -48.22%, smaller than the maximum MIEIX drawdown of -52.61%. Use the drawdown chart below to compare losses from any high point for PWJZX and MIEIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PWJZX vs. MIEIX - Volatility Comparison

PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 3.88% compared to MFS International Equity Fund Class R6 (MIEIX) at 3.14%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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