PSIFX vs. PDBZX
Compare and contrast key facts about PGIM Quant Solutions Stock Index Fund (PSIFX) and PGIM Total Return Bond Fund Class Z (PDBZX).
PSIFX is managed by PGIM. It was launched on Nov 5, 1992. PDBZX is managed by PGIM. It was launched on Jan 14, 1997.
Performance
PSIFX vs. PDBZX - Performance Comparison
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PSIFX vs. PDBZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSIFX PGIM Quant Solutions Stock Index Fund | -7.12% | 17.59% | 28.87% | 26.03% | -18.45% | 16.13% | 18.30% | 58.00% | -5.01% | 21.61% |
PDBZX PGIM Total Return Bond Fund Class Z | -0.53% | 7.70% | 2.87% | 7.70% | -14.33% | -1.46% | 8.01% | 14.76% | -0.72% | 6.60% |
Returns By Period
In the year-to-date period, PSIFX achieves a -7.12% return, which is significantly lower than PDBZX's -0.53% return. Over the past 10 years, PSIFX has outperformed PDBZX with an annualized return of 14.79%, while PDBZX has yielded a comparatively lower 2.93% annualized 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%
PDBZX
- 1D
- 0.50%
- 1M
- -2.52%
- YTD
- -0.53%
- 6M
- 0.58%
- 1Y
- 4.25%
- 3Y*
- 4.79%
- 5Y*
- 1.00%
- 10Y*
- 2.93%
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PSIFX vs. PDBZX - Expense Ratio Comparison
PSIFX has a 0.24% expense ratio, which is lower than PDBZX's 0.49% expense ratio.
Return for Risk
PSIFX vs. PDBZX — Risk / Return Rank
PSIFX
PDBZX
PSIFX vs. PDBZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.
| PSIFX | PDBZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.04 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.48 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.75 | -0.72 |
Martin ratioReturn relative to average drawdown | 5.01 | 5.12 | -0.11 |
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
| PSIFX | PDBZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.04 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.17 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.55 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.09 | -0.53 |
Correlation
The correlation between PSIFX and PDBZX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PSIFX vs. PDBZX - Dividend Comparison
PSIFX's dividend yield for the trailing twelve months is around 9.24%, more than PDBZX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.19% | 4.54% | 4.79% | 4.60% | 5.73% | 2.73% | 2.94% | 10.36% | 4.01% | 2.87% | 3.92% | 3.33% |
Drawdowns
PSIFX vs. PDBZX - Drawdown Comparison
The maximum PSIFX drawdown since its inception was -55.36%, which is greater than PDBZX's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PSIFX and PDBZX.
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Drawdown Indicators
| PSIFX | PDBZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -20.88% | -34.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -3.06% | -9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -20.81% | -9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -20.88% | -12.88% |
Current DrawdownCurrent decline from peak | -8.93% | -2.52% | -6.41% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -2.31% | -7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.05% | +1.45% |
Volatility
PSIFX vs. PDBZX - Volatility Comparison
PGIM Quant Solutions Stock Index Fund (PSIFX) has a higher volatility of 4.25% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.72%. This indicates that PSIFX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSIFX | PDBZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 1.72% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 2.71% | +6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 4.59% | +13.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 6.00% | +11.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 5.34% | +14.21% |