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.
Performance
PWJZX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PWJZX achieves a 6.59% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, PWJZX has underperformed VOO with an annualized return of 8.80%, while VOO has yielded a comparatively higher 13.12% annualized return.
PWJZX
6.59%
-5.26%
-3.78%
13.01%
8.36%
8.80%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| PWJZX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.77 | 2.64 |
| Sortino Ratio | 1.19 | 3.53 |
| Omega Ratio | 1.14 | 1.49 |
| Calmar Ratio | 0.38 | 3.81 |
| Martin Ratio | 3.54 | 17.34 |
| Ulcer Index | 3.68% | 1.86% |
| Daily Std Dev | 16.85% | 12.20% |
| Max Drawdown | -48.26% | -33.99% |
| Current Drawdown | -25.46% | -2.16% |
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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.
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.
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 0.09%, 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 | 0.09% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% | 0.00% | 0.00% |
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 -48.26%, 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
The current volatility for PGIM Jennison International Opportunities Fund (PWJZX) is 3.20%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that PWJZX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.