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. It was launched on Jun 4, 2012. STITX is managed by Virtus. It was launched on Jan 30, 1995.
Performance
PWJZX vs. STITX - Performance Comparison
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PWJZX vs. STITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
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.
| PWJZX | STITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | -0.39 | +0.33 |
Sortino ratioReturn per unit of downside risk | 0.06 | -0.45 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.94 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.47 | +0.31 |
Martin ratioReturn relative to average drawdown | -0.60 | -1.70 | +1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PWJZX | STITX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PWJZX | STITX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -25.39% | -28.41% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -13.97% | +0.90% |
Ulcer IndexDepth 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
| PWJZX | STITX | Difference | |
|---|---|---|---|
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% |