PWJZX vs. PJFAX
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and PGIM Jennison Growth Fund (PJFAX).
PWJZX is managed by PGIM. It was launched on Jun 4, 2012. PJFAX is managed by PGIM. It was launched on Nov 2, 1995.
Performance
PWJZX vs. PJFAX - Performance Comparison
Loading graphics...
PWJZX vs. PJFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | -8.80% | 14.53% | 6.84% | 20.25% | -36.95% | 13.27% | 55.57% | 38.16% | -12.93% | 49.58% |
PJFAX PGIM Jennison Growth Fund | -11.09% | 14.53% | 48.10% | 52.76% | -37.89% | 15.65% | 55.66% | 45.04% | -1.24% | 36.41% |
Returns By Period
In the year-to-date period, PWJZX achieves a -8.80% return, which is significantly higher than PJFAX's -11.09% return. Over the past 10 years, PWJZX has underperformed PJFAX with an annualized return of 9.91%, while PJFAX has yielded a comparatively higher 17.93% annualized return.
PWJZX
- 1D
- 4.71%
- 1M
- -9.69%
- YTD
- -8.80%
- 6M
- -12.62%
- 1Y
- 4.31%
- 3Y*
- 5.25%
- 5Y*
- -1.04%
- 10Y*
- 9.91%
PJFAX
- 1D
- 3.70%
- 1M
- -5.62%
- YTD
- -11.09%
- 6M
- -10.65%
- 1Y
- 12.35%
- 3Y*
- 24.87%
- 5Y*
- 10.87%
- 10Y*
- 17.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PWJZX vs. PJFAX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is lower than PJFAX's 0.97% expense ratio.
Return for Risk
PWJZX vs. PJFAX — Risk / Return Rank
PWJZX
PJFAX
PWJZX vs. PJFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and PGIM Jennison Growth Fund (PJFAX). 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 | PJFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 0.59 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.44 | 1.01 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.14 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.73 | -0.54 |
Martin ratioReturn relative to average drawdown | 0.72 | 2.47 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PWJZX | PJFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.59 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.44 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.75 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.49 | -0.08 |
Correlation
The correlation between PWJZX and PJFAX is 0.81, 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.
Dividends
PWJZX vs. PJFAX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.20%, less than PJFAX's 15.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 0.20% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% |
PJFAX PGIM Jennison Growth Fund | 15.09% | 13.42% | 24.62% | 7.23% | 2.77% | 14.67% | 9.02% | 16.27% | 6.06% | 5.85% | 4.12% | 6.90% |
Drawdowns
PWJZX vs. PJFAX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, smaller than the maximum PJFAX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for PWJZX and PJFAX.
Loading graphics...
Drawdown Indicators
| PWJZX | PJFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -64.07% | +15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -17.76% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -48.22% | -43.56% | -4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -48.22% | -43.56% | -4.66% |
Current DrawdownCurrent decline from peak | -21.88% | -14.72% | -7.16% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -20.44% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 5.25% | -0.52% |
Volatility
PWJZX vs. PJFAX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 11.45% compared to PGIM Jennison Growth Fund (PJFAX) at 6.98%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than PJFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PWJZX | PJFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.45% | 6.98% | +4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 13.06% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 22.44% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.78% | 24.81% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.68% | 23.97% | -3.29% |