PWJZX vs. PFORX

In the year-to-date period, PWJZX achieves a 7.29% return, which is significantly higher than PFORX's 0.68% return. Over the past 10 years, PWJZX has outperformed PFORX with an annualized return of 8.77%, while PFORX has yielded a comparatively lower 2.65% annualized return.

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PWJZX has a 0.90% expense ratio, which is higher than PFORX's 0.50% expense ratio.

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.

The current PWJZX Sharpe Ratio is 0.27, which is lower than the PFORX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PWJZX and PFORX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PWJZX's dividend yield for the trailing twelve months is around 0.07%, less than PFORX's 4.85% yield.

The maximum PWJZX drawdown since its inception was -48.26%, which is greater than PFORX's maximum drawdown of -15.09%. Use the drawdown chart below to compare losses from any high point for PWJZX and PFORX. For additional features, visit the drawdowns tool.

PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 5.55% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.02%. 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.