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PQCCX vs. RSINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PQCCX vs. RSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) and Victory RS Investors Fund (RSINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PQCCX having a 14.53% return and RSINX slightly lower at 14.37%.


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%

RSINX

1D
2.11%
1M
4.78%
6M
10.55%
YTD
14.37%
1Y
23.67%
3Y*
15.63%
5Y*
11.69%
10Y*
10.87%
ALL TIME*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. RSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RSINX
Victory RS Investors Fund
14.37%6.39%20.81%13.18%-2.02%25.73%-1.68%28.02%-9.55%16.36%

Correlation

The correlation between PQCCX and RSINX is 0.74, 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.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.87

The correlation between PQCCX and RSINX shifts across timeframes, from 0.74 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PQCCX vs. RSINX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PQCCX
PQCCX Risk / Return Rank: 4848
Overall Rank
PQCCX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PQCCX Sortino Ratio Rank: 4141
Sortino Ratio Rank
PQCCX Omega Ratio Rank: 3737
Omega Ratio Rank
PQCCX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PQCCX Martin Ratio Rank: 6060
Martin Ratio Rank

RSINX
RSINX Risk / Return Rank: 7373
Overall Rank
RSINX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RSINX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RSINX Omega Ratio Rank: 6969
Omega Ratio Rank
RSINX Calmar Ratio Rank: 7474
Calmar Ratio Rank
RSINX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PQCCX vs. RSINX - 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 Victory RS Investors Fund (RSINX). 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.


PQCCXRSINXDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratioReturn relative to maximum drawdown

2.19

2.42

-0.22

Martin ratioReturn relative to average drawdown

8.01

8.76

-0.75

PQCCX vs. RSINX - Sharpe Ratio Comparison

The current PQCCX Sharpe Ratio is 1.24, which is comparable to the RSINX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PQCCX and RSINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PQCCX vs. RSINX - Drawdown Comparison

The maximum PQCCX drawdown since its inception was -45.27%, smaller than the maximum RSINX drawdown of -66.11%. Use the drawdown chart below to compare losses from any high point for PQCCX and RSINX.


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Drawdown Indicators


PQCCXRSINXDifference

Max Drawdown

Largest peak-to-trough decline

-45.27%

-66.11%

+20.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-8.64%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-34.53%

-20.23%

-14.30%

Max Drawdown (5Y)

Largest decline over 5 years

-34.53%

-23.08%

-11.45%

Max Drawdown (10Y)

Largest decline over 10 years

-40.86%

Current Drawdown

Current decline from peak

-2.48%

0.00%

-2.48%

Average Drawdown

Average peak-to-trough decline

-7.96%

-10.49%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.39%

+0.07%

Volatility

PQCCX vs. RSINX - Volatility Comparison

PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) and Victory RS Investors Fund (RSINX) have volatilities of 3.53% and 3.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQCCXRSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.43%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

8.15%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

12.03%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.55%

18.99%

+9.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.59%

19.06%

+7.53%

PQCCX vs. RSINX - Expense Ratio Comparison

PQCCX has a 0.81% expense ratio, which is lower than RSINX's 1.33% expense ratio.


Dividends

PQCCX vs. RSINX - Dividend Comparison

PQCCX's dividend yield for the trailing twelve months is around 3.09%, less than RSINX's 3.90% yield.


PositionTTM202520242023202220212020201920182017
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%
RSINX
Victory RS Investors Fund
3.90%4.46%10.21%0.77%4.03%15.89%0.30%4.32%17.89%14.37%

Frequently Asked Questions


PQCCX and RSINX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PQCCX has higher volatility (3.53%) compared to RSINX (3.43%). In terms of maximum drawdown, PQCCX dropped -45.27% vs RSINX's -66.11%.

RSINX currently has the higher Sharpe Ratio (1.74 vs 1.24), 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.

Portfolio Optimizer

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