Summary
PJIO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -1.52% Volatility 21.59% Sharpe -0.00
Official loaded data — not a live quote.

PGIM JENNISON INTERNATIONAL OPPORTUNITIES ETF

Symbol: PJIO

Exchange: NYSE

Sector: Technology

Category: Foreign Large Growth

Inception date: 14/12/2023

Latest date: 20/07/2026

Current price: $60.70

Expense ratio: 0.54%

Assets under management
$27.6M
-1.24% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-14.37%

Ann. -61.24% (Sharpe / Sortino numerator)

Volatility

36.91%

Sharpe ratio

-1.757

VaR 95%

-3.60%

CVaR 95%: -3.65%
Max drawdown: -12.02%
Sortino ratio: -3.807
Calmar ratio: -5.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.22%

Ann. -34.70% (Sharpe / Sortino numerator)

Volatility

27.13%

Sharpe ratio

-1.412

VaR 95%

-2.88%

CVaR 95%: -3.42%
Max drawdown: -17.26%
Sortino ratio: -2.458
Calmar ratio: -2.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.87%

Ann. -26.50% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

-1.378

VaR 95%

-2.24%

CVaR 95%: -3.06%
Max drawdown: -19.26%
Sortino ratio: -2.049
Calmar ratio: -1.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.52%

Ann. 3.63% (Sharpe / Sortino numerator)

Volatility

21.59%

Sharpe ratio

-0.000

VaR 95%

-1.98%

CVaR 95%: -3.03%
Max drawdown: -19.26%
Sortino ratio: -0.000
Calmar ratio: 0.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.99%

Ann. 1.18% (Sharpe / Sortino numerator)

Volatility

20.10%

Sharpe ratio

-0.122

VaR 95%

-2.00%

CVaR 95%: -2.92%
Max drawdown: -19.26%
Sortino ratio: -0.174
Calmar ratio: 0.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.45%

Ann. 8.25% (Sharpe / Sortino numerator)

Volatility

20.88%

Sharpe ratio

0.223

VaR 95%

-2.05%

CVaR 95%: -2.90%
Max drawdown: -19.26%
Sortino ratio: 0.333
Calmar ratio: 0.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.007%

Best day

6.229%

11/06/2026
Worst day

-6.071%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $61.46 $61.46 $60.70 $60.70 2,100
17/07/2026 $61.25 $61.25 $60.89 $60.89 700
16/07/2026 $62.09 $62.09 $61.36 $61.36 700
15/07/2026 $63.28 $63.54 $62.74 $63.54 1,400
14/07/2026 $63.44 $63.44 $63.44 $63.44 300
13/07/2026 $63.70 $63.70 $62.70 $62.70 1,600
10/07/2026 $64.76 $65.21 $64.47 $65.15 1,600
09/07/2026 $65.72 $68.88 $65.50 $65.50 6,700
08/07/2026 $63.54 $64.54 $63.21 $64.54 3,000
07/07/2026 $64.31 $64.99 $64.21 $64.54 5,900