PQCCX vs. STRGX

Last updated Jun 23, 2026

PQCCX (PGIM Quant Solutions Mid-Cap Core Equity Fund) and STRGX (Sterling Capital Stratton Mid Cap Value Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, PQCCX returned 14.62%/yr vs 8.97%/yr for STRGX. Their correlation of 0.95 suggests significant overlap in exposure. PQCCX charges 0.81%/yr vs 0.84%/yr for STRGX.

Performance

PQCCX vs. STRGX - 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 Sterling Capital Stratton Mid Cap Value Fund (STRGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PQCCX achieves a 15.24% return, which is significantly lower than STRGX's 20.07% return.

PQCCX

• 1D: 1.16%
• 1M: 3.28%
• YTD: 15.24%
• 6M: 12.84%
• 1Y: 26.74%
• 3Y*: 23.37%
• 5Y*: 14.62%
• 10Y*: —

STRGX

• 1D: 1.00%
• 1M: 3.07%
• YTD: 20.07%
• 6M: 18.12%
• 1Y: 26.52%
• 3Y*: 15.25%
• 5Y*: 8.97%
• 10Y*: 10.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PQCCX vs. STRGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PQCCX PGIM Quant Solutions Mid-Cap Core Equity Fund	15.24%	7.08%	37.16%	18.91%	-10.54%	28.16%	3.01%	24.76%	-15.38%	15.48%
STRGX Sterling Capital Stratton Mid Cap Value Fund	20.07%	5.40%	9.49%	14.39%	-10.92%	23.49%	3.74%	32.73%	-14.28%	21.75%

Correlation

The correlation between PQCCX and STRGX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.95

The correlation between PQCCX and STRGX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Return for Risk

PQCCX vs. STRGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PQCCX

PQCCX Risk / Return Rank: 49
PQCCX Sharpe Ratio Rank: 40
PQCCX Sortino Ratio Rank: 40
PQCCX Omega Ratio Rank: 37
PQCCX Calmar Ratio Rank: 68
PQCCX Martin Ratio Rank: 59

STRGX

STRGX Risk / Return Rank: 55
STRGX Sharpe Ratio Rank: 48
STRGX Sortino Ratio Rank: 51
STRGX Omega Ratio Rank: 43
STRGX Calmar Ratio Rank: 80
STRGX Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PQCCX vs. STRGX - 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 Sterling Capital Stratton Mid Cap Value Fund (STRGX). 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	STRGX	Difference
Sharpe ratio: Return per unit of total volatility	1.70	1.87	-0.17
Sortino ratio: Return per unit of downside risk	2.47	2.75	-0.28
Omega ratio: Gain probability vs. loss probability	1.30	1.33	-0.03
Calmar ratio: Return relative to maximum drawdown	3.02	3.47	-0.44
Martin ratio: Return relative to average drawdown	11.05	10.45	+0.60

PQCCX vs. STRGX - Sharpe Ratio Comparison

The current PQCCX Sharpe Ratio is 1.70, which is comparable to the STRGX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PQCCX and STRGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PQCCX vs. STRGX - Drawdown Comparison

The maximum PQCCX drawdown since its inception was -45.27%, smaller than the maximum STRGX drawdown of -53.50%. Use the drawdown chart below to compare losses from any high point for PQCCX and STRGX.

Drawdown Indicators

	PQCCX	STRGX	Difference
Max Drawdown Largest peak-to-trough decline	-45.27%	-53.50%	+8.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-7.79%	-1.14%
Max Drawdown (3Y) Largest decline over 3 years	-34.53%	-20.88%	-13.65%
Max Drawdown (5Y) Largest decline over 5 years	-34.53%	-21.22%	-13.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.35%	—
Current Drawdown Current decline from peak	-1.87%	-0.55%	-1.32%
Average Drawdown Average peak-to-trough decline	-8.03%	-8.02%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	2.58%	-0.14%

Volatility

PQCCX vs. STRGX - Volatility Comparison

PGIM Quant Solutions Mid-Cap Core Equity Fund (PQCCX) has a higher volatility of 4.92% compared to Sterling Capital Stratton Mid Cap Value Fund (STRGX) at 4.05%. This indicates that PQCCX's price experiences larger fluctuations and is considered to be riskier than STRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PQCCX	STRGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	4.05%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	11.77%	10.98%	+0.79%
Volatility (1Y) Calculated over the trailing 1-year period	15.87%	14.40%	+1.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.64%	17.50%	+11.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.72%	19.14%	+7.58%

PQCCX vs. STRGX - Expense Ratio Comparison

PQCCX has a 0.81% expense ratio, which is lower than STRGX's 0.84% expense ratio.

Dividends

PQCCX vs. STRGX - Dividend Comparison

PQCCX's dividend yield for the trailing twelve months is around 3.07%, less than STRGX's 8.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PQCCX PGIM Quant Solutions Mid-Cap Core Equity Fund	3.07%	3.54%	38.85%	7.15%	17.18%	26.66%	0.71%	1.00%	7.37%	2.85%	0.00%	0.00%
STRGX Sterling Capital Stratton Mid Cap Value Fund	8.36%	10.04%	15.16%	12.43%	17.98%	8.18%	0.84%	5.40%	9.91%	3.79%	0.60%	3.68%

Frequently Asked Questions

Can I hold both PQCCX and STRGX in my portfolio?

With a correlation of 0.91, PQCCX and STRGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PQCCX or STRGX?

PQCCX has higher volatility (4.92%) compared to STRGX (4.05%). In terms of maximum drawdown, PQCCX dropped -45.27% vs STRGX's -53.50%.

Which has better risk-adjusted returns?

STRGX currently has the higher Sharpe Ratio (1.87 vs 1.70), 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.