PWJZX vs. STITX
PWJZX (PGIM Jennison International Opportunities Fund) and STITX (Virtus SGA International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, PWJZX returned 10.78%/yr vs 10.20%/yr for STITX. Their correlation of 0.82 means they have usually moved in the same direction. PWJZX charges 0.90%/yr vs 1.08%/yr for STITX.
Performance
PWJZX vs. STITX - Performance Comparison
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Returns By Period
In the year-to-date period, PWJZX achieves a 2.22% return, which is significantly higher than STITX's -0.35% return. Over the past 10 years, PWJZX has outperformed STITX with an annualized return of 10.78%, while STITX has yielded a comparatively lower 10.20% annualized return.
PWJZX
- 1D
- 5.98%
- 1M
- -7.13%
- 6M
- -0.31%
- YTD
- 2.22%
- 1Y
- 5.27%
- 3Y*
- 8.50%
- 5Y*
- -1.14%
- 10Y*
- 10.78%
- ALL TIME*
- 8.56%
STITX
- 1D
- 0.40%
- 1M
- 2.15%
- 6M
- 0.97%
- YTD
- -0.35%
- 1Y
- 2.65%
- 3Y*
- 12.39%
- 5Y*
- 6.33%
- 10Y*
- 10.20%
- ALL TIME*
- 6.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PWJZX vs. STITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 2.22% | 14.53% | 6.84% | 20.25% | -36.95% | 13.27% | 55.57% | 38.16% | -12.93% | 49.58% |
STITX Virtus SGA International Growth Fund | -0.35% | 9.66% | 29.27% | 17.26% | -18.17% | 8.67% | 23.31% | 29.06% | -7.69% | 31.58% |
Correlation
The correlation between PWJZX and STITX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.82 |
Over the past year, the correlation between PWJZX and STITX has dropped to 0.62 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
PWJZX vs. STITX — Risk / Return Rank
PWJZX
STITX
PWJZX vs. STITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and Virtus SGA International Growth Fund (STITX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PWJZX | STITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.02 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 0.03 | +0.13 |
| Martin ratioReturn relative to average drawdown | 0.50 | 0.09 | +0.41 |
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Drawdowns
PWJZX vs. STITX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, smaller than the maximum STITX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for PWJZX and STITX.
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Drawdown Indicators
| PWJZX | STITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -65.63% | +17.41% |
Max Drawdown (1Y)Largest decline over 1 year | -19.20% | -14.76% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -31.36% | +11.18% |
Max Drawdown (5Y)Largest decline over 5 years | -48.22% | -31.89% | -16.33% |
Max Drawdown (10Y)Largest decline over 10 years | -48.22% | -31.89% | -16.33% |
Current DrawdownCurrent decline from peak | -14.36% | -18.63% | +4.27% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -14.06% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 5.48% | +0.72% |
Volatility
PWJZX vs. STITX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 12.08% compared to Virtus SGA International Growth Fund (STITX) at 3.92%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than STITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWJZX | STITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.08% | 3.92% | +8.16% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 11.63% | +14.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.57% | 13.83% | +14.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 40.79% | -17.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 30.99% | -9.42% |
PWJZX vs. STITX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is lower than STITX's 1.08% expense ratio.
Dividends
PWJZX vs. STITX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.18%, less than STITX's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 0.18% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% |
STITX Virtus SGA International Growth Fund | 0.34% | 1.17% | 59.54% | 0.33% | 5.28% | 7.65% | 19.31% | 31.59% | 0.30% | 0.12% | 0.47% | 10.60% |
Frequently Asked Questions
PWJZX and STITX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PWJZX has higher volatility (12.08%) compared to STITX (3.92%). In terms of maximum drawdown, PWJZX dropped -48.22% vs STITX's -65.63%.
PWJZX currently has the higher Sharpe Ratio (0.11 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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