- ISIN
- US74441J4076
- CUSIP
- 74441J407
- Issuer
- PGIM
- Inception Date
- Mar 3, 1999
- 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
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Performance
PTEZX Performance Chart
PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) is up 11.6% since the beginning of the year. PTEZX is currently trading at $26 per share. Investors who bought $1,000 worth of PTEZX shares 5 years ago would now be looking at an investment worth $2,186.
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Returns By Period
PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) has returned 11.62% so far this year and 30.44% over the past 12 months. Looking at the last ten years, PTEZX has achieved an annualized return of 16.38%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
PGIM Quant Solutions Large-Cap Core Equity Fund
- 1D
- 0.91%
- 1M
- 0.91%
- YTD
- 11.62%
- 6M
- 11.09%
- 1Y
- 30.44%
- 3Y*
- 25.87%
- 5Y*
- 16.93%
- 10Y*
- 16.38%
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%
PTEZX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2000, PTEZX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Oct 2008 at -16.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PTEZX closed higher 52% of trading days. The best single day was Dec 13, 2024 with a return of +20.9%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.26% | -0.47% | -4.66% | 10.23% | 4.60% | -0.23% | 11.62% | ||||||
| 2025 | 2.83% | -2.04% | -6.83% | -1.21% | 6.98% | 4.87% | 2.28% | 2.57% | 3.38% | 2.38% | 0.43% | 0.56% | 16.65% |
| 2024 | 2.18% | 6.09% | 3.78% | -4.33% | 5.10% | 3.57% | 1.11% | 1.97% | 1.54% | -1.10% | 5.60% | 8.75% | 39.29% |
| 2023 | 6.14% | -2.68% | 3.19% | 0.89% | 0.94% | 7.35% | 2.99% | -1.27% | -4.49% | -2.24% | 9.44% | 4.61% | 26.67% |
| 2022 | -3.71% | -2.03% | 3.28% | -7.77% | 0.69% | -8.94% | 8.88% | -4.02% | -9.52% | 8.33% | 5.25% | -6.01% | -16.52% |
| 2021 | 0.40% | 2.40% | 5.96% | 4.94% | 1.15% | 1.44% | 2.20% | 2.68% | -4.61% | 6.29% | -1.06% | 4.57% | 29.12% |
Benchmark Metrics
PGIM Quant Solutions Large-Cap Core Equity Fund has an annualized alpha of 2.10%, beta of 1.00, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since January 03, 2000.
- This fund captured 106.03% of S&P 500 Index gains but only 96.50% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.10% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R2 of 0.93, 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
- 2.10%
- Beta
- 1.00
- R²
- 0.93
- Upside Capture
- 106.03%
- Downside Capture
- 96.50%
Expense Ratio
PTEZX has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PTEZX ranks 77 for risk / return — better than 77% 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 Large-Cap Core Equity Fund (PTEZX) 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.
| PTEZX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 2.78 | +0.71 |
| Martin ratioReturn relative to average drawdown | 16.09 | 12.44 | +3.66 |
Dividends
Dividend History
PGIM Quant Solutions Large-Cap Core Equity Fund provided a 10.31% dividend yield over the last twelve months, with an annual payout of $2.64 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.64 | $2.64 | $4.59 | $0.68 | $0.43 | $3.10 | $0.41 | $1.09 | $3.00 | $2.65 | $0.86 | $0.90 |
Dividend yield | 10.31% | 11.51% | 20.91% | 3.55% | 2.72% | 16.00% | 2.38% | 6.76% | 23.24% | 15.58% | 5.37% | 5.92% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions Large-Cap Core 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 | $2.64 | $2.64 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.59 | $4.59 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.68 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.10 | $3.10 |
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 Large-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 Large-Cap Core Equity Fund was 55.81%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.
The current PGIM Quant Solutions Large-Cap Core Equity Fund drawdown is 0.85%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.81%Mar 2009 | 1y 5mo | 3y 10mo | 5y 3moOct 2007 - Jan 2013 |
Dot-com crash2000–2002 | -48.23%Oct 2002 | 2y 1mo | 4y 5d | 6y 1moSep 2000 - Oct 2006 |
COVID crash2020 | -36.19%Mar 2020 | 1mo 9d | 5mo 6d | 6mo 15dFeb 2020 - Aug 2020 |
2025 selloff2025 | -26.20%Apr 2025 | 3mo 23d | 5mo 10d | 9mo 3dDec 2024 - Sep 2025 |
Bear market2022 | -22.90%Oct 2022 | 9mo 10d | 1y 1mo | 1y 10moJan 2022 - Nov 2023 |
Drawdown Indicators
| PTEZX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.81% | -56.78% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -9.10% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -18.90% | -7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -25.43% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -33.92% | -2.27% |
Current DrawdownCurrent decline from peak | -0.85% | -1.80% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -10.71% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.03% | -0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with PTEZX
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