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. 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.
Performance
PWJZX vs. VOO - Performance Comparison
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PWJZX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | -8.80% | 14.53% | 6.84% | 20.25% | -36.95% | 13.27% | 55.57% | 38.16% | -12.93% | 49.58% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PWJZX achieves a -8.80% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, PWJZX has underperformed VOO with an annualized return of 9.91%, while VOO has yielded a comparatively higher 14.14% annualized return.
PWJZX
- 1D
- 4.71%
- 1M
- -9.69%
- YTD
- -8.80%
- 6M
- -12.62%
- 1Y
- 4.31%
- 3Y*
- 5.25%
- 5Y*
- -1.04%
- 10Y*
- 9.91%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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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.
Return for Risk
PWJZX vs. VOO — Risk / Return Rank
PWJZX
VOO
PWJZX vs. VOO - Risk-Adjusted Trends 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.
| PWJZX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 1.01 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.44 | 1.53 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.23 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 1.55 | -1.37 |
Martin ratioReturn relative to average drawdown | 0.72 | 7.31 | -6.59 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 1.01 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.71 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.79 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.43 |
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.
Dividends
PWJZX vs. VOO - Dividend Comparison
PWJZX's dividend yield for the trailing twelve months is around 0.20%, less than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWJZX PGIM Jennison International Opportunities Fund | 0.20% | 0.19% | 0.07% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
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Drawdown Indicators
| PWJZX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -33.99% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -11.98% | -6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -48.22% | -24.52% | -23.70% |
Max Drawdown (10Y)Largest decline over 10 years | -48.22% | -33.99% | -14.23% |
Current DrawdownCurrent decline from peak | -21.88% | -5.55% | -16.33% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -3.72% | -9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 2.55% | +2.18% |
Volatility
PWJZX vs. VOO - Volatility Comparison
PGIM Jennison International Opportunities Fund (PWJZX) has a higher volatility of 11.45% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. 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.
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Volatility by Period
| PWJZX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.45% | 5.34% | +6.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 9.47% | +6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 18.11% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.78% | 16.82% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.68% | 17.99% | +2.69% |