PSIFX vs. GQEIX
PSIFX (PGIM Quant Solutions Stock Index Fund) and GQEIX (GQG Partners US Select Quality Equity Fund) are both mutual funds - PSIFX is a Large Cap Blend Equities fund managed by PGIM, while GQEIX is a Quality Factor fund actively managed by GQG Partners. Over the past 5 years, PSIFX returned 10.89%/yr vs 9.28%/yr for GQEIX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. PSIFX charges 0.24%/yr vs 0.49%/yr for GQEIX.
Performance
PSIFX vs. GQEIX - Performance Comparison
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Returns By Period
In the year-to-date period, PSIFX achieves a 9.21% return, which is significantly higher than GQEIX's 5.88% 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%
GQEIX
- 1D
- 0.28%
- 1M
- 0.33%
- 6M
- 2.02%
- YTD
- 5.88%
- 1Y
- 6.47%
- 3Y*
- 11.58%
- 5Y*
- 9.28%
- 10Y*
- —
- ALL TIME*
- 13.11%
Liquidity Comparison
| Position | Avg. 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. GQEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PSIFX PGIM Quant Solutions Stock Index Fund | 9.21% | 17.59% | 28.87% | 26.03% | -18.45% | 16.13% | 18.30% | 58.00% | -14.29% |
GQEIX GQG Partners US Select Quality Equity Fund | 5.88% | -4.31% | 29.20% | 17.77% | -2.69% | 19.88% | 23.88% | 27.34% | -7.65% |
Correlation
The correlation between PSIFX and GQEIX is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.73 |
The correlation between PSIFX and GQEIX shifts across timeframes, from -0.14 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSIFX vs. GQEIX — Risk / Return Rank
PSIFX
GQEIX
PSIFX vs. GQEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and GQG Partners US Select Quality Equity Fund (GQEIX). 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.
| PSIFX | GQEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 0.74 | +1.29 |
| Martin ratioReturn relative to average drawdown | 8.70 | 1.68 | +7.02 |
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Drawdowns
PSIFX vs. GQEIX - Drawdown Comparison
The maximum PSIFX drawdown since its inception was -55.36%, which is greater than GQEIX's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for PSIFX and GQEIX.
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Drawdown Indicators
| PSIFX | GQEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -28.48% | -26.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -8.45% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -18.92% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -20.44% | -10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | — | — |
Current DrawdownCurrent decline from peak | -2.13% | -9.45% | +7.32% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -5.83% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 3.70% | -1.62% |
Volatility
PSIFX vs. GQEIX - Volatility Comparison
PGIM Quant Solutions Stock Index Fund (PSIFX) has a higher volatility of 3.43% compared to GQG Partners US Select Quality Equity Fund (GQEIX) at 2.70%. This indicates that PSIFX's price experiences larger fluctuations and is considered to be riskier than GQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSIFX | GQEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 2.70% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 8.37% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 10.61% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 15.90% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 18.64% | +0.95% |
PSIFX vs. GQEIX - Expense Ratio Comparison
PSIFX has a 0.24% expense ratio, which is lower than GQEIX's 0.49% expense ratio.
Dividends
PSIFX vs. GQEIX - Dividend Comparison
PSIFX's dividend yield for the trailing twelve months is around 7.86%, more than GQEIX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEIX GQG Partners US Select Quality Equity Fund | 6.97% | 7.38% | 5.41% | 0.63% | 4.50% | 1.50% | 0.67% | 0.65% | 0.12% | 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 GQEIX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSIFX has higher volatility (3.43%) compared to GQEIX (2.70%). In terms of maximum drawdown, PSIFX dropped -55.36% vs GQEIX's -28.48%.
PSIFX currently has the higher Sharpe Ratio (1.41 vs 0.59), 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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