PWJZX vs. PDBZX
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and PGIM Total Return Bond Fund Class Z (PDBZX).
PWJZX is managed by PGIM. It was launched on Jun 4, 2012. PDBZX is managed by PGIM. It was launched on Jan 14, 1997.
Performance
PWJZX vs. PDBZX - Performance Comparison
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PWJZX vs. PDBZX - 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% |
PDBZX PGIM Total Return Bond Fund Class Z | -0.53% | 7.70% | 2.87% | 7.70% | -14.33% | -1.46% | 8.01% | 14.76% | -0.72% | 6.60% |
Returns By Period
In the year-to-date period, PWJZX achieves a -12.90% return, which is significantly lower than PDBZX's -0.53% return. Over the past 10 years, PWJZX has outperformed PDBZX with an annualized return of 9.40%, while PDBZX has yielded a comparatively lower 2.93% annualized return.
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%
PDBZX
- 1D
- 0.50%
- 1M
- -2.52%
- YTD
- -0.53%
- 6M
- 0.58%
- 1Y
- 4.25%
- 3Y*
- 4.79%
- 5Y*
- 1.00%
- 10Y*
- 2.93%
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PWJZX vs. PDBZX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is higher than PDBZX's 0.49% expense ratio.
Return for Risk
PWJZX vs. PDBZX — Risk / Return Rank
PWJZX
PDBZX
PWJZX vs. PDBZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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 | PDBZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 1.04 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.06 | 1.48 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.75 | -1.90 |
Martin ratioReturn relative to average drawdown | -0.60 | 5.12 | -5.72 |
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 | PDBZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 1.04 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.17 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.55 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.09 | -0.70 |
Correlation
The correlation between PWJZX and PDBZX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PWJZX vs. PDBZX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.21%, less than PDBZX's 4.19% 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% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.19% | 4.54% | 4.79% | 4.60% | 5.73% | 2.73% | 2.94% | 10.36% | 4.01% | 2.87% | 3.92% | 3.33% |
Drawdowns
PWJZX vs. PDBZX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, which is greater than PDBZX's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PWJZX and PDBZX.
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Drawdown Indicators
| PWJZX | PDBZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -20.88% | -27.34% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -3.06% | -15.02% |
Max Drawdown (5Y)Largest decline over 5 years | -48.22% | -20.81% | -27.41% |
Max Drawdown (10Y)Largest decline over 10 years | -48.22% | -20.88% | -27.34% |
Current DrawdownCurrent decline from peak | -25.39% | -2.52% | -22.87% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -2.31% | -10.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 1.05% | +3.61% |
Volatility
PWJZX vs. PDBZX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 10.24% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.72%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWJZX | PDBZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 1.72% | +8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.34% | 2.71% | +12.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.22% | 4.59% | +16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 6.00% | +15.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.63% | 5.34% | +15.29% |