PSIAX vs. BKTSX
PSIAX (PGIM Quant Solutions Large-Cap Index Fund Class A) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds - PSIAX tracks the S&P 500 while BKTSX tracks the Russell 3000 Index. Both are passively managed. Over the past 10 years, PSIAX returned 16.41%/yr vs 15.13%/yr for BKTSX. With a 0.98 correlation, they move nearly in lockstep. PSIAX charges 0.51%/yr vs 0.02%/yr for BKTSX.
Performance
PSIAX vs. BKTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PSIAX having a 11.48% return and BKTSX slightly higher at 11.73%. Over the past 10 years, PSIAX has outperformed BKTSX with an annualized return of 16.41%, while BKTSX has yielded a comparatively lower 15.13% annualized return.
PSIAX
- 1D
- 0.13%
- 1M
- 5.76%
- YTD
- 11.48%
- 6M
- 11.47%
- 1Y
- 28.38%
- 3Y*
- 23.52%
- 5Y*
- 12.16%
- 10Y*
- 16.41%
BKTSX
- 1D
- 0.23%
- 1M
- 5.68%
- YTD
- 11.73%
- 6M
- 11.61%
- 1Y
- 28.67%
- 3Y*
- 22.30%
- 5Y*
- 13.12%
- 10Y*
- 15.13%
PSIAX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSIAX PGIM Quant Solutions Large-Cap Index Fund Class A | 11.48% | 17.27% | 28.56% | 25.69% | -18.68% | 15.75% | 17.96% | 57.65% | -5.24% | 21.27% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.73% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between PSIAX and BKTSX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.98 |
The correlation between PSIAX and BKTSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
PSIAX vs. BKTSX — Risk / Return Rank
PSIAX
BKTSX
PSIAX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Large-Cap Index Fund Class A (PSIAX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| PSIAX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.34 | -0.08 |
| Martin ratioReturn relative to average drawdown | 15.19 | 15.37 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSIAX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.44 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.76 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.82 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.40 |
Drawdowns
PSIAX vs. BKTSX - Drawdown Comparison
The maximum PSIAX drawdown since its inception was -55.50%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PSIAX and BKTSX.
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Drawdown Indicators
| PSIAX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.50% | -34.97% | -20.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | -8.87% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -18.81% | -19.29% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.76% | -24.98% | -5.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -34.97% | +1.18% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -4.53% | -7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.93% | -0.01% |
Volatility
PSIAX vs. BKTSX - Volatility Comparison
PGIM Quant Solutions Large-Cap Index Fund Class A (PSIAX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 2.81% and 2.94%, 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
| PSIAX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.94% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 9.13% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.86% | 12.15% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 17.36% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 18.41% | +1.20% |
PSIAX vs. BKTSX - Expense Ratio Comparison
PSIAX has a 0.51% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
PSIAX vs. BKTSX - Dividend Comparison
PSIAX's dividend yield for the trailing twelve months is around 7.56%, more than BKTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.04% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
PSIAX PGIM Quant Solutions Large-Cap Index Fund Class A | 7.56% | 8.43% | 7.63% | 13.35% | 16.13% | 0.86% | 28.04% | 34.42% | 23.26% | 6.01% | 3.61% | 3.55% |
Frequently Asked Questions
With a correlation of 0.99, PSIAX and BKTSX 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.
BKTSX has higher volatility (2.94%) compared to PSIAX (2.81%). In terms of maximum drawdown, PSIAX dropped -55.50% vs BKTSX's -34.97%.
PSIAX currently has the higher Sharpe Ratio (2.47 vs 2.44), 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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