Issues with hyperlinks in a shapefile.

I have a point shapefile where I set up a hyperlink to a .pdf file. In Arc the hyperlink works fine, and the desired .pdf file is opened when I click on the specific feature.

If that layer is then converted to a .kmz file, the hyperlink no longer works when the new .kmz file is opened in Google Earth. Does the hyperlink feature only work in Arc with a shapefile, or should it translate over to Google Earth?