- ISIN
- US74440K4058
- CUSIP
- 74440K405
- Issuer
- PGIM
- Inception Date
- Mar 30, 2001
- Category
- Large Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SUVZX Performance Chart
PGIM Quant Solutions Large-Cap Value Fund (SUVZX) is up 16.4% since the beginning of the year. SUVZX is currently trading at $14 per share. Investors who bought $1,000 worth of SUVZX shares 5 years ago would now be looking at an investment worth $1,969.
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Returns By Period
PGIM Quant Solutions Large-Cap Value Fund (SUVZX) has returned 16.36% so far this year and 33.06% over the past 12 months. Over the last ten years, SUVZX has returned 12.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
PGIM Quant Solutions Large-Cap Value Fund
- 1D
- 0.56%
- 1M
- 3.08%
- YTD
- 16.36%
- 6M
- 15.24%
- 1Y
- 33.06%
- 3Y*
- 23.96%
- 5Y*
- 14.51%
- 10Y*
- 12.80%
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%
SUVZX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2002, SUVZX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +19.1%, while the worst month was Mar 2020 at -25.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SUVZX closed higher 51% of trading days. The best single day was Dec 13, 2024 with a return of +15.3%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.05% | 2.57% | -3.64% | 6.85% | 3.83% | 1.99% | 16.36% | ||||||
| 2025 | 5.32% | -0.86% | -3.84% | -2.85% | 4.95% | 3.60% | -0.46% | 4.42% | 1.56% | 0.44% | 3.64% | 1.18% | 17.92% |
| 2024 | -0.55% | 2.91% | 6.72% | -5.01% | 2.86% | -1.61% | 5.73% | 1.55% | 0.55% | -1.10% | 6.20% | 8.52% | 29.20% |
| 2023 | 8.63% | -4.69% | -4.21% | 1.16% | -5.08% | 7.08% | 4.43% | -3.78% | -3.29% | -4.06% | 7.61% | 6.92% | 9.39% |
| 2022 | 0.63% | -0.49% | 1.54% | -6.05% | 4.54% | -10.99% | 6.60% | -3.39% | -10.15% | 11.30% | 7.18% | -4.66% | -6.46% |
| 2021 | 1.59% | 8.15% | 7.92% | 3.39% | 3.62% | -2.64% | -0.41% | 2.31% | -2.52% | 3.88% | -3.15% | 6.05% | 31.08% |
Benchmark Metrics
PGIM Quant Solutions Large-Cap Value Fund has an annualized alpha of 0.89%, beta of 1.01, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 02, 2002.
- With beta of 1.01 and R2 of 0.84, 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
- 0.89%
- Beta
- 1.01
- R²
- 0.84
- Upside Capture
- 104.95%
- Downside Capture
- 101.89%
Expense Ratio
SUVZX has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SUVZX ranks 93 for risk / return — in the top 93% 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 Large-Cap Value Fund (SUVZX) 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.
| SUVZX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.37 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.81 | 2.78 | +3.03 |
| Martin ratioReturn relative to average drawdown | 22.91 | 12.44 | +10.47 |
Dividends
Dividend History
PGIM Quant Solutions Large-Cap Value Fund provided a 14.31% dividend yield over the last twelve months, with an annual payout of $2.06 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.06 | $2.06 | $3.87 | $0.49 | $1.24 | $1.33 | $0.25 | $1.31 | $1.60 | $1.43 | $0.62 | $2.20 |
Dividend yield | 14.31% | 16.65% | 31.72% | 3.81% | 10.19% | 9.27% | 2.09% | 10.08% | 14.33% | 9.58% | 4.35% | 18.27% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions Large-Cap Value 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 | $2.06 | $2.06 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.87 | $3.87 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.24 | $1.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.33 | $1.33 |
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 Value 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 Value Fund was 60.47%, occurring on Mar 9, 2009. Recovery took 1004 trading sessions.
The current PGIM Quant Solutions Large-Cap Value Fund drawdown is 0.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.47%Mar 2009 | 1y 2mo | 3y 12mo | 5y 2moDec 2007 - Mar 2013 |
COVID crash2020 | -46.82%Mar 2020 | 2mo 2d | 10mo 22d | 1y 19dJan 2020 - Feb 2021 |
Dot-com crash2000–2002 | -35.59%Oct 2002 | 7mo 1d | 1y 2mo | 1y 9moMar 2002 - Dec 2003 |
Rate-hike selloffLate 2018 | -24.28%Dec 2018 | 10mo 29d | 11mo 24d | 1y 10moJan 2018 - Dec 2019 |
Bear market2022 | -21.74%Sep 2022 | 8mo 15d | 1y 5mo | 2y 1moJan 2022 - Mar 2024 |
Drawdown Indicators
| SUVZX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.47% | -56.78% | -3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -5.75% | -9.10% | +3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -18.90% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -25.43% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.82% | -33.92% | -12.90% |
Current DrawdownCurrent decline from peak | -0.83% | -1.80% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -9.69% | -10.71% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 2.03% | -0.57% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with SUVZX
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