- ISIN
- US74440E6077
- Issuer
- PGIM
- Inception Date
- Nov 17, 2016
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
PQDMX Performance Chart
PGIM Quant Solutions International Developed Markets Index Fund (PQDMX) is up 12.4% since the beginning of the year. PQDMX is currently trading at $19 per share. Investors who bought $1,000 worth of PQDMX shares 5 years ago would now be looking at an investment worth $1,522.
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Returns By Period
PGIM Quant Solutions International Developed Markets Index Fund (PQDMX) has returned 12.39% so far this year and 25.80% over the past 12 months.
PGIM Quant Solutions International Developed Markets Index Fund
- 1D
- 2.72%
- 1M
- 2.06%
- 6M
- 7.09%
- YTD
- 12.39%
- 1Y
- 25.80%
- 3Y*
- 15.83%
- 5Y*
- 8.76%
- 10Y*
- —
- ALL TIME*
- 9.47%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
PQDMX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, PQDMX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.1%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PQDMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.94% | 4.71% | -8.24% | 5.79% | 2.40% | 0.55% | 2.33% | 12.39% | |||||
| 2025 | 4.91% | 2.95% | -0.14% | 3.99% | 4.51% | 2.58% | -2.51% | 4.77% | 2.34% | 0.96% | 0.65% | 2.73% | 31.21% |
| 2024 | -0.82% | 2.92% | 3.28% | -3.24% | 5.10% | -2.08% | 2.83% | 3.37% | 0.73% | -5.49% | -0.28% | -2.85% | 2.93% |
| 2023 | 8.66% | -3.36% | 3.07% | 2.59% | -3.52% | 4.36% | 2.89% | -3.99% | -3.69% | -3.19% | 8.74% | 5.18% | 17.76% |
| 2022 | -4.00% | -1.90% | -1.27% | -6.57% | 2.02% | -9.51% | 5.43% | -5.73% | -9.96% | 5.87% | 13.77% | -1.97% | -15.26% |
| 2021 | -1.41% | 2.18% | 2.43% | 2.81% | 3.57% | -1.22% | 0.21% | 1.37% | -3.43% | 2.72% | -4.62% | 4.77% | 9.28% |
Benchmark Metrics
PGIM Quant Solutions International Developed Markets Index Fund has an annualized alpha of 0.11%, beta of 0.72, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.
- This fund participated in 85.89% of S&P 500 Index downside but only 74.22% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.11%
- Beta
- 0.72
- R²
- 0.67
- Upside Capture
- 74.22%
- Downside Capture
- 85.89%
Expense Ratio
PQDMX has an expense ratio of 0.31%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PQDMX ranks 58 for risk / return — above 58% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for PGIM Quant Solutions International Developed Markets Index Fund (PQDMX) 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.
| PQDMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.00 | +0.15 |
| Martin ratioReturn relative to average drawdown | 8.11 | 8.49 | -0.38 |
Dividends
Dividend History
PGIM Quant Solutions International Developed Markets Index Fund provided a 3.04% dividend yield over the last twelve months, with an annual payout of $0.57 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.57 | $0.57 | $0.63 | $0.40 | $0.29 | $0.47 | $0.21 | $0.33 | $0.28 | $0.31 |
Dividend yield | 3.04% | 3.42% | 4.76% | 3.00% | 2.45% | 3.31% | 1.54% | 2.63% | 2.66% | 2.46% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions International Developed Markets Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.57 | $0.57 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
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 International Developed Markets 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 International Developed Markets Index Fund was 34.63%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.63%Mar 2020 | 2y 1mo | 7mo 28d | 2y 9moJan 2018 - Nov 2020 | COVID crash2020 |
-30.45%Sep 2022 | 1y 20d | 1y 5mo | 2y 5moSep 2021 - Mar 2024 | Bear market2022 |
-13.68%Apr 2025 | 19d | 22d | 1mo 11dMar 2025 - Apr 2025 | 2025 selloff2025 |
-11.38%Mar 2026 | 22d | 2mo 27d | 3mo 19dFeb 2026 - Jun 2026 | — |
-10.36%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 | — |
Drawdown Indicators
| PQDMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -56.78% | +22.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -9.10% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -18.90% | +5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -25.43% | -5.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -10.70% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.14% | +0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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