STITX vs. PWJZX
Compare and contrast key facts about Virtus SGA International Growth Fund (STITX) and PGIM Jennison International Opportunities Fund (PWJZX).
STITX is managed by Virtus. It was launched on Jan 30, 1995. PWJZX is managed by PGIM Investments. It was launched on Jun 4, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STITX or PWJZX.
Performance
STITX vs. PWJZX - Performance Comparison
Returns By Period
In the year-to-date period, STITX achieves a -6.95% return, which is significantly lower than PWJZX's 6.59% return. Over the past 10 years, STITX has underperformed PWJZX with an annualized return of -1.93%, while PWJZX has yielded a comparatively higher 8.76% annualized return.
STITX
-6.95%
-5.11%
-4.81%
0.22%
-2.49%
-1.93%
PWJZX
6.59%
-6.52%
-4.03%
11.60%
8.38%
8.76%
Key characteristics
STITX | PWJZX | |
---|---|---|
Sharpe Ratio | 0.02 | 0.77 |
Sortino Ratio | 0.11 | 1.19 |
Omega Ratio | 1.01 | 1.14 |
Calmar Ratio | 0.01 | 0.38 |
Martin Ratio | 0.05 | 3.54 |
Ulcer Index | 4.54% | 3.68% |
Daily Std Dev | 11.89% | 16.85% |
Max Drawdown | -70.75% | -48.26% |
Current Drawdown | -38.91% | -25.46% |
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STITX vs. PWJZX - Expense Ratio Comparison
STITX has a 1.08% expense ratio, which is higher than PWJZX's 0.90% expense ratio.
Correlation
The correlation between STITX and PWJZX 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.
Risk-Adjusted Performance
STITX vs. PWJZX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA International Growth Fund (STITX) and PGIM Jennison International Opportunities Fund (PWJZX). 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
STITX vs. PWJZX - Dividend Comparison
STITX's dividend yield for the trailing twelve months is around 0.23%, more than PWJZX's 0.09% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Virtus SGA International Growth Fund | 0.23% | 0.20% | 0.00% | 0.00% | 0.00% | 0.36% | 0.31% | 0.12% | 0.41% | 0.70% | 2.35% | 9.54% |
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% |
Drawdowns
STITX vs. PWJZX - Drawdown Comparison
The maximum STITX drawdown since its inception was -70.75%, which is greater than PWJZX's maximum drawdown of -48.26%. Use the drawdown chart below to compare losses from any high point for STITX and PWJZX. For additional features, visit the drawdowns tool.
Volatility
STITX vs. PWJZX - Volatility Comparison
The current volatility for Virtus SGA International Growth Fund (STITX) is 2.83%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 3.20%. This indicates that STITX experiences smaller price fluctuations and is considered to be less risky than PWJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.