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PWJZX vs. STITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PWJZX and STITX is 0.75, 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.


Performance

PWJZX vs. STITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison International Opportunities Fund (PWJZX) and Virtus SGA International Growth Fund (STITX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PWJZX:

0.44

STITX:

0.47

Sortino Ratio

PWJZX:

0.65

STITX:

0.69

Omega Ratio

PWJZX:

1.08

STITX:

1.09

Calmar Ratio

PWJZX:

0.23

STITX:

0.28

Martin Ratio

PWJZX:

1.28

STITX:

1.31

Ulcer Index

PWJZX:

5.98%

STITX:

4.80%

Daily Std Dev

PWJZX:

21.09%

STITX:

16.05%

Max Drawdown

PWJZX:

-48.22%

STITX:

-66.59%

Current Drawdown

PWJZX:

-16.57%

STITX:

-7.77%

Returns By Period

In the year-to-date period, PWJZX achieves a 11.55% return, which is significantly higher than STITX's 9.67% return. Over the past 10 years, PWJZX has outperformed STITX with an annualized return of 9.07%, while STITX has yielded a comparatively lower 6.67% annualized return.


PWJZX

YTD

11.55%

1M

6.19%

6M

8.94%

1Y

9.15%

3Y*

10.62%

5Y*

7.67%

10Y*

9.07%

STITX

YTD

9.67%

1M

4.19%

6M

4.82%

1Y

7.45%

3Y*

5.30%

5Y*

6.19%

10Y*

6.67%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PWJZX vs. STITX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PWJZX
The Risk-Adjusted Performance Rank of PWJZX is 2929
Overall Rank
The Sharpe Ratio Rank of PWJZX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of PWJZX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PWJZX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of PWJZX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PWJZX is 3232
Martin Ratio Rank

STITX
The Risk-Adjusted Performance Rank of STITX is 3131
Overall Rank
The Sharpe Ratio Rank of STITX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of STITX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of STITX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of STITX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of STITX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PWJZX Sharpe Ratio is 0.44, which is comparable to the STITX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of PWJZX and STITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PWJZX vs. STITX - Dividend Comparison

PWJZX's dividend yield for the trailing twelve months is around 0.07%, less than STITX's 27.15% yield.


TTM20242023202220212020201920182017201620152014
PWJZX
PGIM Jennison International Opportunities Fund
0.07%0.08%0.09%0.00%0.09%0.00%0.00%0.06%0.17%0.24%0.00%0.00%
STITX
Virtus SGA International Growth Fund
27.15%29.77%0.33%5.28%7.66%19.31%31.60%0.31%0.12%0.88%10.59%13.57%

Drawdowns

PWJZX vs. STITX - Drawdown Comparison

The maximum PWJZX drawdown since its inception was -48.22%, smaller than the maximum STITX drawdown of -66.59%. Use the drawdown chart below to compare losses from any high point for PWJZX and STITX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PWJZX vs. STITX - Volatility Comparison

PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 3.88% compared to Virtus SGA International Growth Fund (STITX) at 3.40%. 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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