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ISIN
US74440E5087
Issuer
PGIM
Inception Date
Nov 17, 2016
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PQCCX Performance Chart

PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) is up 15.2% since the beginning of the year. PQCCX is currently trading at $11 per share. Investors who bought $1,000 worth of PQCCX shares 5 years ago would now be looking at an investment worth $1,978.


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S&P 500 Index

Returns By Period

PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) has returned 15.24% so far this year and 26.74% over the past 12 months.


PGIM Quant Solutions Mid-Cap Core Equity Fund

1D
1.16%
1M
3.28%
YTD
15.24%
6M
12.84%
1Y
26.74%
3Y*
23.37%
5Y*
14.62%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PQCCX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, PQCCX's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.9%, while the worst month was Mar 2020 at -22.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PQCCX closed higher 51% of trading days. The best single day was Dec 6, 2024 with a return of +43.2%, while the worst single day was Dec 9, 2024 at -15.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.96%4.11%-5.35%7.84%2.39%1.89%15.24%
20253.89%-4.45%-5.51%-2.47%5.40%3.60%1.58%3.42%0.40%-0.50%2.11%0.04%7.08%
2024-2.10%5.92%5.50%-5.94%4.28%-1.58%5.78%-0.18%1.17%-0.71%8.75%12.61%37.16%
20239.50%-0.81%-3.87%-1.06%-3.64%9.54%4.36%-2.04%-4.66%-5.72%9.15%8.70%18.91%
2022-6.01%1.44%0.00%-5.95%2.17%-10.17%10.60%-3.81%-9.67%12.63%6.08%-5.33%-10.54%
20211.79%7.12%6.73%4.18%1.48%-1.80%0.78%2.10%-3.77%4.42%-3.28%6.08%28.16%

Benchmark Metrics

PGIM Quant Solutions Mid-Cap Core Equity Fund has an annualized alpha of -0.89%, beta of 1.07, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 100.57% of S&P 500 Index downside but only 94.01% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.07 and R2 of 0.55, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.89%
Beta
1.07
0.55
Upside Capture
94.01%
Downside Capture
100.57%

Expense Ratio

PQCCX has an expense ratio of 0.81%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PQCCX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PQCCX Risk / Return Rank: 4949
Overall Rank
PQCCX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PQCCX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PQCCX Omega Ratio Rank: 3737
Omega Ratio Rank
PQCCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PQCCX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PQCCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

3.02

2.78

+0.24

Martin ratioReturn relative to average drawdown

11.05

12.44

-1.39

Dividends

Dividend History

PGIM Quant Solutions Mid-Cap Core Equity Fund provided a 3.07% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.35$0.35$3.70$0.71$1.55$3.15$0.08$0.12$0.68$0.33

Dividend yield

3.07%3.54%38.85%7.15%17.18%26.66%0.71%1.00%7.37%2.85%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Quant Solutions Mid-Cap Core Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.70$3.70
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.55$1.55
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.15$3.15

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Quant Solutions Mid-Cap Core Equity 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 Mid-Cap Core Equity Fund was 45.27%, occurring on Mar 23, 2020. Recovery took 186 trading sessions.

The current PGIM Quant Solutions Mid-Cap Core Equity Fund drawdown is 1.87%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-45.27%Mar 2020
2mo 6d8mo 27d
11mo 3dJan 2020 - Dec 2020
2025 selloff2025
-34.53%Apr 2025
4mo
1y 6moDec 2024 - now
Rate-hike selloffLate 2018
-24.49%Dec 2018
3mo 26d12mo 1d
1y 3moAug 2018 - Dec 2019
Bear market2022
-22.92%Sep 2022
10mo 13d9mo 26d
1y 8moNov 2021 - Jul 2023
2023 correction2023
-13.48%Oct 2023
3mo 9d1mo 17d
4mo 26dJul 2023 - Dec 2023

Drawdown Indicators


PQCCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.27%

-56.78%

+11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-9.10%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-34.53%

-18.90%

-15.63%

Max Drawdown (5Y)

Largest decline over 5 years

-34.53%

-25.43%

-9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.87%

-1.80%

-0.07%

Average Drawdown

Average peak-to-trough decline

-8.03%

-10.71%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.03%

+0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PQCCX

Add PGIM Quant Solutions Mid-Cap Core Equity Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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