PQCCX vs. PRJZX
PQCCX (PGIM Quant Solutions Mid-Cap Core Equity Fund) and PRJZX (PGIM Jennison Global Opportunities Fund) are both mutual funds - PQCCX is a Mid Cap Blend Equities fund managed by PGIM, while PRJZX is a Global Equities fund managed by PGIM. Over the past 5 years, PQCCX returned 13.50%/yr vs 2.69%/yr for PRJZX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. PQCCX charges 0.81%/yr vs 0.93%/yr for PRJZX.
Performance
PQCCX vs. PRJZX - Performance Comparison
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Returns By Period
In the year-to-date period, PQCCX achieves a 14.53% return, which is significantly higher than PRJZX's -2.23% return.
PQCCX
- 1D
- 0.81%
- 1M
- -0.97%
- 6M
- 10.17%
- YTD
- 14.53%
- 1Y
- 22.65%
- 3Y*
- 20.68%
- 5Y*
- 13.50%
- 10Y*
- —
- ALL TIME*
- 11.69%
PRJZX
- 1D
- 4.81%
- 1M
- -7.70%
- 6M
- -0.32%
- YTD
- -2.23%
- 1Y
- 1.55%
- 3Y*
- 11.88%
- 5Y*
- 2.69%
- 10Y*
- 14.37%
- ALL TIME*
- 13.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PQCCX vs. PRJZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCCX PGIM Quant Solutions Mid-Cap Core Equity Fund | 14.53% | 7.08% | 37.16% | 18.91% | -10.54% | 28.16% | 3.01% | 24.76% | -15.38% | 15.48% |
PRJZX PGIM Jennison Global Opportunities Fund | -2.23% | 4.91% | 28.69% | 41.55% | -39.60% | 7.45% | 74.45% | 34.13% | -2.61% | 43.35% |
Correlation
The correlation between PQCCX and PRJZX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.63 |
The correlation between PQCCX and PRJZX has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
PQCCX vs. PRJZX — Risk / Return Rank
PQCCX
PRJZX
PQCCX vs. PRJZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) and PGIM Jennison Global Opportunities Fund (PRJZX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| PQCCX | PRJZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.01 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | -0.04 | +2.23 |
| Martin ratioReturn relative to average drawdown | 8.01 | -0.11 | +8.12 |
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Drawdowns
PQCCX vs. PRJZX - Drawdown Comparison
The maximum PQCCX drawdown since its inception was -45.27%, smaller than the maximum PRJZX drawdown of -48.22%. Use the drawdown chart below to compare losses from any high point for PQCCX and PRJZX.
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Drawdown Indicators
| PQCCX | PRJZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.27% | -48.22% | +2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -21.57% | +12.64% |
Max Drawdown (3Y)Largest decline over 3 years | -34.53% | -25.19% | -9.34% |
Max Drawdown (5Y)Largest decline over 5 years | -34.53% | -48.22% | +13.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.22% | — |
Current DrawdownCurrent decline from peak | -2.48% | -13.27% | +10.79% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -9.95% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 7.74% | -5.28% |
Volatility
PQCCX vs. PRJZX - Volatility Comparison
The current volatility for PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) is 3.53%, while PGIM Jennison Global Opportunities Fund (PRJZX) has a volatility of 10.16%. This indicates that PQCCX experiences smaller price fluctuations and is considered to be less risky than PRJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQCCX | PRJZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 10.16% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.65% | 21.69% | -10.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 24.57% | -8.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.55% | 24.68% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.59% | 23.59% | +3.00% |
PQCCX vs. PRJZX - Expense Ratio Comparison
PQCCX has a 0.81% expense ratio, which is lower than PRJZX's 0.93% expense ratio.
Dividends
PQCCX vs. PRJZX - Dividend Comparison
PQCCX's dividend yield for the trailing twelve months is around 3.09%, less than PRJZX's 25.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
PQCCX PGIM Quant Solutions Mid-Cap Core Equity Fund | 3.09% | 3.54% | 38.85% | 7.15% | 17.18% | 26.66% | 0.71% | 1.00% | 7.37% | 2.85% |
PRJZX PGIM Jennison Global Opportunities Fund | 25.29% | 24.73% | 10.59% | 0.00% | 0.00% | 10.12% | 1.59% | 2.42% | 0.00% | 0.00% |
Frequently Asked Questions
PQCCX and PRJZX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRJZX has higher volatility (10.16%) compared to PQCCX (3.53%). In terms of maximum drawdown, PQCCX dropped -45.27% vs PRJZX's -48.22%.
PQCCX currently has the higher Sharpe Ratio (1.24 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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