PWJZX vs. VOO
Compare and contrast key facts about PGIM Jennison International Opportunities Fund (PWJZX) and Vanguard S&P 500 ETF (VOO).
PWJZX is managed by PGIM Investments. It was launched on Jun 4, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWJZX or VOO.
Key characteristics
| PWJZX | VOO | |
|---|---|---|
| YTD Return | 12.31% | 23.75% |
| 1Y Return | 27.50% | 35.49% |
| 3Y Return (Ann) | -5.83% | 11.02% |
| 5Y Return (Ann) | 10.71% | 16.24% |
| 10Y Return (Ann) | 10.10% | 14.04% |
| Sharpe Ratio | 1.59 | 2.85 |
| Sortino Ratio | 2.27 | 3.80 |
| Omega Ratio | 1.28 | 1.52 |
| Calmar Ratio | 0.68 | 3.05 |
| Martin Ratio | 8.10 | 17.77 |
| Ulcer Index | 3.43% | 2.00% |
| Daily Std Dev | 17.44% | 12.45% |
| Max Drawdown | -48.22% | -33.99% |
| Current Drawdown | -21.32% | -0.34% |
Correlation
The correlation between PWJZX and VOO is 0.76, 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. VOO - Performance Comparison
In the year-to-date period, PWJZX achieves a 12.31% return, which is significantly lower than VOO's 23.75% return. Over the past 10 years, PWJZX has underperformed VOO with an annualized return of 10.10%, while VOO has yielded a comparatively higher 14.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PWJZX vs. VOO - Expense Ratio Comparison
PWJZX has a 0.90% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
PWJZX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison International Opportunities Fund (PWJZX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.08%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 0.08% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% | 0.00% | 3.49% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PWJZX vs. VOO - Drawdown Comparison
The maximum PWJZX drawdown since its inception was -48.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PWJZX and VOO. For additional features, visit the drawdowns tool.
Volatility
PWJZX vs. VOO - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 5.62% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that PWJZX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.