PWJZX vs. STITX
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and Virtus SGA International Growth Fund (STITX).
PWJZX is managed by PGIM Investments. It was launched on Jun 4, 2012. STITX is managed by Virtus. It was launched on Jan 30, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWJZX or STITX.
Performance
PWJZX vs. STITX - Performance Comparison
Returns By Period
In the year-to-date period, PWJZX achieves a 6.59% return, which is significantly higher than STITX's -6.95% return. Over the past 10 years, PWJZX has outperformed STITX with an annualized return of 8.80%, while STITX has yielded a comparatively lower -1.93% annualized return.
PWJZX
6.59%
-5.26%
-3.78%
13.01%
8.36%
8.80%
STITX
-6.95%
-5.11%
-4.81%
0.22%
-2.49%
-1.93%
Key characteristics
PWJZX | STITX | |
---|---|---|
Sharpe Ratio | 0.77 | 0.02 |
Sortino Ratio | 1.19 | 0.11 |
Omega Ratio | 1.14 | 1.01 |
Calmar Ratio | 0.38 | 0.01 |
Martin Ratio | 3.54 | 0.05 |
Ulcer Index | 3.68% | 4.54% |
Daily Std Dev | 16.85% | 11.89% |
Max Drawdown | -48.26% | -70.75% |
Current Drawdown | -25.46% | -38.91% |
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PWJZX vs. STITX - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is lower than STITX's 1.08% expense ratio.
Correlation
The correlation between PWJZX and STITX is 0.84, 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.
Risk-Adjusted Performance
PWJZX vs. STITX - Risk-Adjusted Performance 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.
Dividends
PWJZX vs. STITX - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.09%, less than STITX's 0.23% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
PGIM Jennison International Opportunities Fund | 0.09% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% | 0.00% | 0.00% |
Virtus SGA International Growth Fund | 0.23% | 0.20% | 0.00% | 0.00% | 0.00% | 0.36% | 0.31% | 0.12% | 0.41% | 0.70% | 2.35% | 9.54% |
Drawdowns
PWJZX vs. STITX - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.26%, smaller than the maximum STITX drawdown of -70.75%. Use the drawdown chart below to compare losses from any high point for PWJZX and STITX. For additional features, visit the drawdowns tool.
Volatility
PWJZX vs. STITX - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 3.20% compared to Virtus SGA International Growth Fund (STITX) at 2.83%. 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.