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PSIFX vs. FNSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSIFX vs. FNSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Stock Index Fund (PSIFX) and Fidelity Infrastructure Fund (FNSTX). The values are adjusted to include any dividend payments, if applicable.

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PSIFX vs. FNSTX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PSIFX
PGIM Quant Solutions Stock Index Fund
-7.12%17.59%28.87%26.03%-18.45%16.13%18.30%26.93%
FNSTX
Fidelity Infrastructure Fund
3.34%27.42%14.43%8.44%-7.59%7.58%12.80%5.49%

Returns By Period

In the year-to-date period, PSIFX achieves a -7.12% return, which is significantly lower than FNSTX's 3.34% return.


PSIFX

1D
-0.41%
1M
-7.70%
YTD
-7.12%
6M
-4.70%
1Y
14.15%
3Y*
18.19%
5Y*
9.64%
10Y*
14.79%

FNSTX

1D
-0.91%
1M
-6.77%
YTD
3.34%
6M
5.71%
1Y
24.93%
3Y*
15.89%
5Y*
10.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSIFX vs. FNSTX - Expense Ratio Comparison

PSIFX has a 0.24% expense ratio, which is lower than FNSTX's 1.00% expense ratio.


Return for Risk

PSIFX vs. FNSTX — Risk / Return Rank

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

PSIFX
PSIFX Risk / Return Rank: 4242
Overall Rank
PSIFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PSIFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PSIFX Omega Ratio Rank: 4545
Omega Ratio Rank
PSIFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PSIFX Martin Ratio Rank: 5050
Martin Ratio Rank

FNSTX
FNSTX Risk / Return Rank: 8686
Overall Rank
FNSTX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FNSTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FNSTX Omega Ratio Rank: 7979
Omega Ratio Rank
FNSTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNSTX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

PSIFX vs. FNSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and Fidelity Infrastructure Fund (FNSTX). 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.


PSIFXFNSTXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.61

-0.79

Sortino ratio

Return per unit of downside risk

1.28

2.09

-0.82

Omega ratio

Gain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.03

3.08

-2.05

Martin ratio

Return relative to average drawdown

5.01

10.64

-5.63

PSIFX vs. FNSTX - Sharpe Ratio Comparison

The current PSIFX Sharpe Ratio is 0.82, which is lower than the FNSTX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of PSIFX and FNSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSIFXFNSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.61

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.68

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.58

-0.02

Correlation

The correlation between PSIFX and FNSTX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PSIFX vs. FNSTX - Dividend Comparison

PSIFX's dividend yield for the trailing twelve months is around 9.24%, more than FNSTX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
PSIFX
PGIM Quant Solutions Stock Index Fund
9.24%8.58%7.80%13.52%16.37%1.12%28.17%34.50%23.67%6.19%3.87%3.85%
FNSTX
Fidelity Infrastructure Fund
4.03%4.16%1.59%1.85%1.35%0.63%0.80%0.36%0.00%0.00%0.00%0.00%

Drawdowns

PSIFX vs. FNSTX - Drawdown Comparison

The maximum PSIFX drawdown since its inception was -55.36%, which is greater than FNSTX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for PSIFX and FNSTX.


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Drawdown Indicators


PSIFXFNSTXDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-35.82%

-19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-8.43%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-21.97%

-8.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

Current Drawdown

Current decline from peak

-8.93%

-7.47%

-1.46%

Average Drawdown

Average peak-to-trough decline

-9.58%

-5.25%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.44%

+0.06%

Volatility

PSIFX vs. FNSTX - Volatility Comparison

The current volatility for PGIM Quant Solutions Stock Index Fund (PSIFX) is 4.25%, while Fidelity Infrastructure Fund (FNSTX) has a volatility of 6.52%. This indicates that PSIFX experiences smaller price fluctuations and is considered to be less risky than FNSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSIFXFNSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

6.52%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

12.38%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

16.05%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

14.92%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

18.79%

+0.76%