- ISIN
- US74440E7067
- Issuer
- PGIM
- Inception Date
- Nov 28, 2016
- Category
- Emerging Markets Diversified
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
PQEMX Performance Chart
PGIM Quant Solutions Emerging Markets Equity Fund (PQEMX) is up 32.1% since the beginning of the year. PQEMX is currently trading at $18 per share. Investors who bought $1,000 worth of PQEMX shares 5 years ago would now be looking at an investment worth $1,733.
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Returns By Period
PGIM Quant Solutions Emerging Markets Equity Fund (PQEMX) has returned 32.14% so far this year and 60.88% over the past 12 months.
PGIM Quant Solutions Emerging Markets Equity Fund
- 1D
- 3.32%
- 1M
- 8.05%
- YTD
- 32.14%
- 6M
- 34.45%
- 1Y
- 60.88%
- 3Y*
- 27.26%
- 5Y*
- 11.62%
- 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%
PQEMX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, PQEMX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +15.1%, while the worst month was Mar 2020 at -13.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PQEMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -9.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.13% | 6.83% | -9.88% | 13.25% | 7.72% | 4.05% | 32.14% | ||||||
| 2025 | 2.45% | -0.74% | 1.58% | -0.33% | 4.35% | 7.39% | 1.24% | 2.68% | 6.83% | 3.76% | -1.78% | 3.56% | 35.22% |
| 2024 | -2.46% | 5.60% | 1.50% | 0.35% | 2.34% | 2.97% | 0.08% | 0.74% | 5.22% | -3.34% | -1.85% | -0.58% | 10.64% |
| 2023 | 8.38% | -6.63% | 3.25% | -0.57% | -2.40% | 4.63% | 6.59% | -5.47% | -1.31% | -3.69% | 7.37% | 4.15% | 13.61% |
| 2022 | 0.89% | -1.68% | -1.46% | -5.77% | 2.10% | -8.74% | 0.00% | -0.28% | -11.02% | -1.16% | 15.10% | -3.05% | -16.02% |
| 2021 | 3.24% | 2.24% | 0.73% | 1.74% | 1.14% | 0.21% | -5.77% | 1.35% | -5.16% | -0.23% | -3.98% | 4.17% | -0.90% |
Benchmark Metrics
PGIM Quant Solutions Emerging Markets Equity Fund has an annualized alpha of 2.31%, beta of 0.68, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.
- This fund participated in 76.29% of S&P 500 Index downside but only 72.82% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.31%
- Beta
- 0.68
- R²
- 0.51
- Upside Capture
- 72.82%
- Downside Capture
- 76.29%
Expense Ratio
PQEMX has a high expense ratio of 1.20%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PQEMX ranks 89 for risk / return — in the top 89% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Quant Solutions Emerging Markets Equity Fund (PQEMX) 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.
| PQEMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.37 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 2.78 | +1.80 |
| Martin ratioReturn relative to average drawdown | 17.64 | 12.44 | +5.20 |
Dividends
Dividend History
PGIM Quant Solutions Emerging Markets Equity Fund provided a 14.28% dividend yield over the last twelve months, with an annual payout of $2.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.53 | $2.53 | $0.33 | $0.37 | $0.41 | $0.42 | $0.18 | $0.24 | $0.32 | $0.83 |
Dividend yield | 14.28% | 18.87% | 2.76% | 3.40% | 4.08% | 3.41% | 1.39% | 2.06% | 3.04% | 6.46% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions Emerging Markets Equity 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.53 | $2.53 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
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 Emerging Markets 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 Emerging Markets Equity Fund was 39.90%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -39.90%Mar 2020 | 2y 1mo | 9mo 20d | 2y 11moJan 2018 - Jan 2021 |
Bear market2022 | -34.00%Oct 2022 | 1y 8mo | 1y 11mo | 3y 7moFeb 2021 - Oct 2024 |
2025 selloff2025 | -15.61%Apr 2025 | 6mo 2d | 1mo 5d | 7mo 7dOct 2024 - May 2025 |
2026 correction2026 | -13.17%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2026 pullback2026 | -8.52%Jun 2026 | 7d | 8d | 15dJun 2026 - Jun 2026 |
Drawdown Indicators
| PQEMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.90% | -56.78% | +16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.17% | -9.10% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -18.90% | +3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | -25.43% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -12.07% | -10.71% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.03% | +1.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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