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PSIFX vs. FNSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, PSIFX achieves a 9.21% return, which is significantly higher than FNSTX's 5.53% return.


PSIFX

1D
1.66%
1M
-0.55%
6M
7.68%
YTD
9.21%
1Y
20.39%
3Y*
20.08%
5Y*
10.89%
10Y*
16.06%
ALL TIME*
10.96%

FNSTX

1D
2.14%
1M
-3.30%
6M
2.35%
YTD
5.53%
1Y
12.66%
3Y*
15.95%
5Y*
9.84%
10Y*
ALL TIME*
10.63%
*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

PSIFX vs. FNSTX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PSIFX
PGIM Quant Solutions Stock Index Fund
9.21%17.59%28.87%26.03%-18.45%16.13%18.30%26.78%
FNSTX
Fidelity Infrastructure Fund
5.53%27.42%14.43%8.44%-7.59%7.58%12.80%5.49%

Correlation

The correlation between PSIFX and FNSTX is 0.65, 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.

0.65

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

0.59

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

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2019

0.70

The correlation between PSIFX and FNSTX shifts across timeframes, from 0.59 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PSIFX vs. FNSTX — Risk / Return Rank

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

PSIFX
PSIFX Risk / Return Rank: 5252
Overall Rank
PSIFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PSIFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
PSIFX Omega Ratio Rank: 4747
Omega Ratio Rank
PSIFX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PSIFX Martin Ratio Rank: 6767
Martin Ratio Rank

FNSTX
FNSTX Risk / Return Rank: 2424
Overall Rank
FNSTX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FNSTX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FNSTX Omega Ratio Rank: 2121
Omega Ratio Rank
FNSTX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FNSTX Martin Ratio Rank: 2828
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.

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.

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.


PSIFXFNSTXDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.25

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

2.03

1.39

+0.64

Martin ratioReturn relative to average drawdown

8.70

4.03

+4.67

PSIFX vs. FNSTX - Sharpe Ratio Comparison

The current PSIFX Sharpe Ratio is 1.41, which is higher than the FNSTX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PSIFX and FNSTX, 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

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

-8.93%

-8.81%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-10.94%

-7.83%

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

-2.13%

-6.86%

+4.73%

Average Drawdown

Average peak-to-trough decline

-9.49%

-5.14%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

3.03%

-0.95%

Volatility

PSIFX vs. FNSTX - Volatility Comparison

The current volatility for PGIM Quant Solutions Stock Index Fund (PSIFX) is 3.43%, while Fidelity Infrastructure Fund (FNSTX) has a volatility of 5.37%. 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

3.43%

5.37%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

13.52%

-3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

16.87%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

15.35%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

18.76%

+0.83%

PSIFX vs. FNSTX - Expense Ratio Comparison

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


Dividends

PSIFX vs. FNSTX - Dividend Comparison

PSIFX's dividend yield for the trailing twelve months is around 7.86%, more than FNSTX's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
FNSTX
Fidelity Infrastructure Fund
3.79%4.16%1.59%1.85%1.35%0.63%0.80%0.36%0.00%0.00%0.00%0.00%
PSIFX
PGIM Quant Solutions Stock Index Fund
7.86%8.58%7.80%13.52%16.37%1.12%28.17%34.50%23.67%6.19%3.87%3.85%

Frequently Asked Questions


PSIFX and FNSTX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNSTX has higher volatility (5.37%) compared to PSIFX (3.43%). In terms of maximum drawdown, PSIFX dropped -55.36% vs FNSTX's -35.82%.

PSIFX currently has the higher Sharpe Ratio (1.41 vs 0.73), 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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