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PGIM Quant Solutions US Broad Market Index Fund (P...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US74440E4098

Issuer

PGIM Funds (Prudential)

Inception Date

Nov 17, 2016

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PQBMX has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for PQBMX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PGIM Quant Solutions US Broad Market Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


PQBMX (PGIM Quant Solutions US Broad Market Index Fund)
Benchmark (^GSPC)

Returns By Period


PQBMX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of PQBMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20236.60%-2.41%3.01%1.30%0.19%6.71%3.35%-1.80%-4.84%-2.42%-0.76%-34.44%-28.84%
2022-5.25%-2.69%3.44%-8.62%0.24%-8.33%9.35%-4.04%-9.22%8.32%5.60%-5.73%-17.74%
2021-0.71%3.04%4.34%5.16%0.69%2.04%1.95%2.92%-4.60%6.82%-0.82%4.38%27.69%
2020-0.27%-8.40%-12.55%12.80%4.88%1.96%5.41%6.82%-3.80%-2.30%11.24%4.08%18.08%
20198.20%3.26%1.66%4.04%-6.49%7.02%1.42%-1.77%1.95%2.06%3.52%3.00%30.71%
20185.41%-3.73%-2.26%0.33%2.63%0.56%3.59%3.23%0.37%-7.06%2.08%-9.29%-5.13%
20170.73%0.72%1.97%0.09%2.37%2.23%3.11%0.99%12.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PGIM Quant Solutions US Broad Market Index Fund (PQBMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
PQBMX
^GSPC

There is not enough data available to calculate the Sharpe ratio for PGIM Quant Solutions US Broad Market Index Fund. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
PQBMX (PGIM Quant Solutions US Broad Market Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.002017201820192020202120222023
Dividends
Dividend Yield
Period2023202220212020201920182017
Dividend$1.54$1.48$2.30$0.32$0.25$0.26$0.18

Dividend yield

15.02%10.30%11.95%1.87%1.69%2.28%1.48%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Quant Solutions US Broad Market Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.54$0.00$1.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.48$1.48
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.30$2.30
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2017$0.18$0.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


PQBMX (PGIM Quant Solutions US Broad Market Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Quant Solutions US Broad Market Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PGIM Quant Solutions US Broad Market Index Fund was 41.86%, occurring on Dec 14, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.86%Jan 5, 2022489Dec 14, 2023
-34.14%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-19.73%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-10.08%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-9.52%Sep 3, 202014Sep 23, 202035Nov 11, 202049

Volatility

Volatility Chart

The current PGIM Quant Solutions US Broad Market Index Fund volatility is 41.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


PQBMX (PGIM Quant Solutions US Broad Market Index Fund)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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