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PWJZX vs. STITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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PWJZX vs. STITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWJZX
PGIM Jennison International Opportunities Fund
-12.90%14.53%6.84%20.25%-36.95%13.27%55.57%38.16%-12.93%49.58%
STITX
Virtus SGA International Growth Fund
-12.34%9.66%29.27%17.26%-18.17%8.67%23.31%29.06%-7.69%31.58%

Returns By Period

The year-to-date returns for both investments are quite close, with PWJZX having a -12.90% return and STITX slightly higher at -12.34%. Both investments have delivered pretty close results over the past 10 years, with PWJZX having a 9.40% annualized return and STITX not far ahead at 9.56%.


PWJZX

1D
-1.02%
1M
-15.63%
YTD
-12.90%
6M
-16.24%
1Y
-0.28%
3Y*
3.65%
5Y*
-1.31%
10Y*
9.40%

STITX

1D
0.60%
1M
-10.81%
YTD
-12.34%
6M
-11.60%
1Y
-5.75%
3Y*
10.53%
5Y*
5.16%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

PWJZX vs. STITX — Risk / Return Rank

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

PWJZX
PWJZX Risk / Return Rank: 44
Overall Rank
PWJZX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PWJZX Sortino Ratio Rank: 55
Sortino Ratio Rank
PWJZX Omega Ratio Rank: 55
Omega Ratio Rank
PWJZX Calmar Ratio Rank: 44
Calmar Ratio Rank
PWJZX Martin Ratio Rank: 44
Martin Ratio Rank

STITX
STITX Risk / Return Rank: 22
Overall Rank
STITX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
STITX Sortino Ratio Rank: 22
Sortino Ratio Rank
STITX Omega Ratio Rank: 22
Omega Ratio Rank
STITX Calmar Ratio Rank: 22
Calmar Ratio Rank
STITX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PWJZXSTITXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

-0.39

+0.33

Sortino ratio

Return per unit of downside risk

0.06

-0.45

+0.52

Omega ratio

Gain probability vs. loss probability

1.01

0.94

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.15

-0.47

+0.31

Martin ratio

Return relative to average drawdown

-0.60

-1.70

+1.10

PWJZX vs. STITX - Sharpe Ratio Comparison

The current PWJZX Sharpe Ratio is -0.06, which is higher than the STITX Sharpe Ratio of -0.39. 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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Sharpe Ratios by Period


PWJZXSTITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

-0.39

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.13

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.31

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.27

+0.11

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.


Dividends

PWJZX vs. STITX - Dividend Comparison

PWJZX's dividend yield for the trailing twelve months is around 0.21%, less than STITX's 1.33% yield.


TTM20252024202320222021202020192018201720162015
PWJZX
PGIM Jennison International Opportunities Fund
0.21%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
1.33%1.17%59.54%0.33%5.28%7.65%19.31%31.59%0.30%0.12%0.47%10.60%

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


PWJZXSTITXDifference

Max Drawdown

Largest peak-to-trough decline

-48.22%

-65.63%

+17.41%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-14.76%

-3.32%

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 Drawdown

Current decline from peak

-25.39%

-28.41%

+3.02%

Average Drawdown

Average peak-to-trough decline

-13.07%

-13.97%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

4.08%

+0.58%

Volatility

PWJZX vs. STITX - Volatility Comparison

PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 10.24% compared to Virtus SGA International Growth Fund (STITX) at 5.17%. 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


PWJZXSTITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

5.17%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

9.61%

+5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

15.89%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

40.68%

-19.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

31.00%

-10.37%