PWJZX vs. PFORX
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PWJZX is managed by PGIM Investments. It was launched on Jun 4, 2012. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWJZX or PFORX.
Key characteristics
| PWJZX | PFORX | |
|---|---|---|
| YTD Return | 12.31% | 4.22% |
| 1Y Return | 27.50% | 10.92% |
| 3Y Return (Ann) | -5.83% | 0.87% |
| 5Y Return (Ann) | 10.71% | 1.46% |
| 10Y Return (Ann) | 10.10% | 2.99% |
| Sharpe Ratio | 1.59 | 3.25 |
| Sortino Ratio | 2.27 | 5.28 |
| Omega Ratio | 1.28 | 1.66 |
| Calmar Ratio | 0.68 | 1.12 |
| Martin Ratio | 8.10 | 20.91 |
| Ulcer Index | 3.43% | 0.51% |
| Daily Std Dev | 17.44% | 3.29% |
| Max Drawdown | -48.22% | -13.38% |
| Current Drawdown | -21.32% | -0.50% |
Correlation
The correlation between PWJZX and PFORX is 0.07, 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.
Performance
PWJZX vs. PFORX - Performance Comparison
In the year-to-date period, PWJZX achieves a 12.31% return, which is significantly higher than PFORX's 4.22% return. Over the past 10 years, PWJZX has outperformed PFORX with an annualized return of 10.10%, while PFORX has yielded a comparatively lower 2.99% 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. PFORX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Risk-Adjusted Performance
PWJZX vs. PFORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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. PFORX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.08%, less than PFORX's 3.88% 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% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.88% | 3.01% | 4.22% | 1.55% | 2.44% | 6.50% | 2.78% | 1.39% | 1.39% | 8.69% | 7.81% | 3.31% |
Drawdowns
PWJZX vs. PFORX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, which is greater than PFORX's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for PWJZX and PFORX. For additional features, visit the drawdowns tool.
Volatility
PWJZX vs. PFORX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 5.62% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 0.91%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.