- ISIN
- US74441F5044
- CUSIP
- 74441F504
- Issuer
- PGIM
- Inception Date
- Nov 5, 1992
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
PSIFX Performance Chart
PGIM Quant Solutions Stock Index Fund (PSIFX) is up 11.4% since the beginning of the year. PSIFX is currently trading at $53 per share. Investors who bought $1,000 worth of PSIFX shares 5 years ago would now be looking at an investment worth $1,791.
Loading charts...
Returns By Period
PGIM Quant Solutions Stock Index Fund (PSIFX) has returned 11.44% so far this year and 28.53% over the past 12 months. Looking at the last ten years, PSIFX has achieved an annualized return of 16.71%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.
PGIM Quant Solutions Stock Index Fund
- 1D
- 0.26%
- 1M
- 5.63%
- YTD
- 11.44%
- 6M
- 11.44%
- 1Y
- 28.53%
- 3Y*
- 23.77%
- 5Y*
- 12.36%
- 10Y*
- 16.71%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
PSIFX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 1993, PSIFX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Dec 2019 with a return of +24.0%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PSIFX closed higher 53% of trading days. The best single day was Dec 16, 2019 with a return of +21.3%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.43% | -0.79% | -4.99% | 10.45% | 5.25% | 0.26% | 11.44% | ||||||
| 2025 | 2.75% | -1.31% | -5.65% | -0.74% | 6.29% | 5.07% | 2.21% | 2.01% | 3.64% | 2.32% | 0.25% | 0.02% | 17.59% |
| 2024 | 1.63% | 5.32% | 3.20% | -4.08% | 4.92% | 3.57% | 1.20% | 2.40% | 2.12% | -0.94% | 5.85% | 0.86% | 28.87% |
| 2023 | 6.24% | -2.43% | 3.65% | 1.54% | 0.39% | 6.60% | 3.19% | -1.62% | -4.79% | -2.13% | 9.13% | 4.56% | 26.03% |
| 2022 | -5.19% | -3.02% | 3.69% | -8.73% | 0.17% | -8.30% | 9.20% | -4.08% | -9.24% | 8.07% | 5.60% | -5.96% | -18.45% |
| 2021 | -1.04% | 2.69% | 4.36% | 5.32% | 0.65% | 2.35% | 2.36% | 3.02% | -4.67% | 7.00% | -0.72% | -5.49% | 16.13% |
Benchmark Metrics
PGIM Quant Solutions Stock Index Fund has an annualized alpha of 2.06%, beta of 1.00, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since January 05, 1993.
- This fund captured 106.20% of S&P 500 Index gains but only 96.59% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R2 of 0.95, 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
- 2.06%
- Beta
- 1.00
- R²
- 0.95
- Upside Capture
- 106.20%
- Downside Capture
- 96.59%
Expense Ratio
PSIFX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
PSIFX ranks 73 for risk / return — better than 73% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and compare them to S&P 500 Index.
| PSIFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.52 | 2.24 | +0.28 |
Sortino ratioReturn per unit of downside risk | 3.43 | 3.07 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.93 | +0.42 |
Martin ratioReturn relative to average drawdown | 15.67 | 13.52 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
PGIM Quant Solutions Stock Index Fund provided a 7.70% dividend yield over the last twelve months, with an annual payout of $4.09 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.09 | $4.09 | $3.43 | $4.98 | $5.45 | $0.53 | $11.63 | $15.49 | $9.58 | $3.22 | $1.76 | $1.63 |
Dividend yield | 7.70% | 8.58% | 7.80% | 13.52% | 16.37% | 1.12% | 28.17% | 34.50% | 23.67% | 6.19% | 3.87% | 3.85% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions Stock 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.09 | $4.09 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.43 | $3.43 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.98 | $4.98 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.45 | $5.45 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the PGIM Quant Solutions Stock 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 Stock Index Fund was 55.36%, occurring on Mar 9, 2009. Recovery took 870 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.36%Mar 2009 | 1y 5mo | 3y 5mo | 4y 10moOct 2007 - Aug 2012 |
Dot-com crash2000–2002 | -47.58%Oct 2002 | 2y 1mo | 4y 1mo | 6y 2moSep 2000 - Nov 2006 |
COVID crash2020 | -33.76%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -30.56%Oct 2022 | 10mo 3d | 1y 4mo | 2y 2moDec 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -19.76%Dec 2018 | 3mo 4d | 4mo | 7mo 4dSep 2018 - Apr 2019 |
Drawdown Indicators
| PSIFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -56.78% | +1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -9.10% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -18.90% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -25.43% | -5.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -33.92% | +0.16% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -10.72% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.97% | -0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with PSIFX
Add PGIM Quant Solutions Stock Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with PSIFX