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ISIN
US74440E8628
Issuer
PGIM
Inception Date
Nov 14, 2016
Category
Commodities
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Commodity

Share Price Chart


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Performance

PQCMX Performance Chart

PGIM Quant Solutions Commodity Strategies Fund (PQCMX) is up 25.9% since the beginning of the year. PQCMX is currently trading at $9 per share. Investors who bought $1,000 worth of PQCMX shares 5 years ago would now be looking at an investment worth $1,696.


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S&P 500 Index

Returns By Period

PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has returned 25.94% so far this year and 34.53% over the past 12 months.


PGIM Quant Solutions Commodity Strategies Fund

1D
0.46%
1M
2.22%
6M
19.73%
YTD
25.94%
1Y
34.53%
3Y*
13.54%
5Y*
11.15%
10Y*

Benchmark (S&P 500 Index)

1D
-0.51%
1M
0.30%
6M
8.49%
YTD
10.05%
1Y
20.28%
3Y*
18.54%
5Y*
11.73%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PQCMX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, PQCMX's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2026 with a return of +12.5%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PQCMX closed higher 51% of trading days. The best single day was Mar 1, 2022 with a return of +4.2%, while the worst single day was Mar 9, 2022 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.95%1.69%12.52%6.13%-3.74%-8.44%6.07%25.94%
20253.79%0.73%3.77%-5.59%-0.74%2.53%-0.15%1.75%2.29%2.80%2.45%-0.41%13.62%
20241.07%-0.91%3.21%2.07%1.59%-1.14%-4.18%-0.60%5.00%-1.73%0.29%0.63%5.09%
2023-0.13%-4.44%-1.13%-1.42%-5.92%3.99%6.34%-0.55%-0.00%0.14%-2.65%-2.66%-8.67%
20229.83%7.07%8.77%4.84%1.90%-10.83%4.88%-0.09%-9.41%2.41%2.77%-2.16%19.10%
20213.34%7.16%-1.79%8.34%2.65%2.33%1.26%-1.25%4.47%3.39%-8.03%3.96%27.81%

Benchmark Metrics

PGIM Quant Solutions Commodity Strategies Fund has an annualized alpha of 5.83%, beta of 0.20, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 41.74% of S&P 500 Index downside but only 40.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.20 may look defensive, but with R2 of 0.06 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.06 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.83%
Beta
0.20
0.06
Upside Capture
40.88%
Downside Capture
41.74%

Expense Ratio

PQCMX has an expense ratio of 0.62%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PQCMX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PQCMX Risk / Return Rank: 6565
Overall Rank
PQCMX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PQCMX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PQCMX Omega Ratio Rank: 7171
Omega Ratio Rank
PQCMX Calmar Ratio Rank: 6161
Calmar Ratio Rank
PQCMX Martin Ratio Rank: 4949
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 Commodity Strategies Fund (PQCMX) 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.


PQCMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

2.46

2.24

+0.22

Martin ratioReturn relative to average drawdown

8.30

9.71

-1.41

Dividends

Dividend History

PGIM Quant Solutions Commodity Strategies Fund provided a 6.42% dividend yield over the last twelve months, with an annual payout of $0.56 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$1.00$2.00$3.00$4.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.56$0.56$0.27$0.26$2.34$3.92$0.00$0.10$0.27$0.15

Dividend yield

6.42%8.09%4.14%3.93%31.36%47.61%0.00%1.02%3.02%1.42%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Quant Solutions Commodity Strategies 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$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$0.56$0.56
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.34$2.34
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.92$3.92

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 Commodity Strategies 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 Commodity Strategies Fund was 33.00%, occurring on Mar 18, 2020. Recovery took 234 trading sessions.

The current PGIM Quant Solutions Commodity Strategies Fund drawdown is 8.29%.


Drawdown

Fall

Recovery

Underwater

Related event

-33.00%Mar 2020
1y 9mo11mo 11d
2y 9moMay 2018 - Feb 2021
COVID crash2020
-26.78%May 2023
11mo 25d2y 7mo
3y 7moJun 2022 - Jan 2026
-14.27%Jun 2026
1mo 4d
1mo 27dMay 2026 - now
-11.97%Jun 2017
4mo 9d7mo 5d
11mo 14dFeb 2017 - Jan 2018
-11.09%Dec 2021
1mo 7d1mo 19d
2mo 26dOct 2021 - Jan 2022

Drawdown Indicators


PQCMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-56.78%

+23.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.27%

-9.10%

-5.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

-18.90%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-26.78%

-25.43%

-1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-8.29%

-1.00%

-7.29%

Average Drawdown

Average peak-to-trough decline

-11.79%

-10.70%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

2.09%

+2.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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