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PGIM Quant Solutions International Equity Fund (PJIZX) Sharpe Ratio: 1.98

Mutual Fund · Currency in USD · Last updated Jul 1, 2026

The fund normally invests at least 80% of its investable assets (net assets plus borrowings made for investment purposes) in common stock and preferred stock of foreign companies. The subadviser manages a portfolio that includes both growth and value stocks and seeks to outperform the general international equity market. The fund utilizes a combination of active stock selection and risk management based on a number of different factors and criteria, including growth potential, valuation, liquidity and investment risk. It may invest a large portion of its assets in a single country or region.

PJIZX's Sharpe Ratio of 1.98 indicates that for each unit of volatility, it generates 1.98 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PJIZX Sharpe Ratio Rank

PJIZX Sharpe Ratio Rank: 70.671
Above Average

PJIZX ranks above 70.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

PJIZX Sharpe Ratio Market Positioning

The chart shows PJIZX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.18 or lower
  • Yellow zone (middle 50%): 1.18 to 2.06
  • Green zone (top 25%): 2.06 or higher
  • Top 1%: 3.94+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar mutual funds

The table compares PGIM Quant Solutions International Equity Fund's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how PJIZX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SWRLXTouchstone International Equity Fund3.01
TIVFXAmerican Beacon Tocqueville International Value Fund2.69
SAHMXSA International Value Fund2.69
GTMIXGMO Tax-Managed International Equities Fund2.67
DCINXDunham International Stock Fund2.67
THOIXThornburg Global Opportunities Fund2.59
EISIXCarillon ClariVest International Stock Fund2.49
SIDNXHartford Schroders International Multi-Cap Value Fund2.44
DFWVXDFA World ex U.S. Value Portfolio Fund2.37
SFNNXSchwab Fundamental International Equity Index Fund2.36
PJIZXPGIM Quant Solutions International Equity Fund1.98

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PJIZX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PJIZX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does PJIZX fit in your portfolio?

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