PSIFX vs. PGOAX

Last updated Jun 4, 2026

PSIFX (PGIM Quant Solutions Stock Index Fund) and PGOAX (PGIM Jennison Small Company Fund) are both mutual funds - PSIFX is a Large Cap Blend Equities fund managed by PGIM, while PGOAX is a Small Cap Growth Equities fund managed by PGIM. Over the past 10 years, PSIFX returned 16.73%/yr vs 12.56%/yr for PGOAX. Their correlation of 0.81 suggests significant overlap in exposure. PSIFX charges 0.24%/yr vs 1.13%/yr for PGOAX.

Performance

PSIFX vs. PGOAX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with PSIFX having a 11.59% return and PGOAX slightly lower at 11.50%. Over the past 10 years, PSIFX has outperformed PGOAX with an annualized return of 16.73%, while PGOAX has yielded a comparatively lower 12.56% annualized return.

PSIFX

• 1D: 0.13%
• 1M: 5.77%
• YTD: 11.59%
• 6M: 11.59%
• 1Y: 28.70%
• 3Y*: 23.83%
• 5Y*: 12.47%
• 10Y*: 16.73%

PGOAX

• 1D: 1.05%
• 1M: 2.62%
• YTD: 11.50%
• 6M: 11.67%
• 1Y: 25.50%
• 3Y*: 14.69%
• 5Y*: 6.55%
• 10Y*: 12.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSIFX vs. PGOAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSIFX PGIM Quant Solutions Stock Index Fund	11.59%	17.59%	28.87%	26.03%	-18.45%	16.13%	18.30%	58.00%	-5.01%	21.61%
PGOAX PGIM Jennison Small Company Fund	11.50%	6.96%	16.26%	11.48%	-18.85%	29.05%	27.07%	41.48%	-13.69%	19.58%

Correlation

The correlation between PSIFX and PGOAX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jan 5, 1993	0.81

The correlation between PSIFX and PGOAX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

Return for Risk

PSIFX vs. PGOAX — Risk / Return Rank

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

PSIFX

PSIFX Risk / Return Rank: 72
PSIFX Sharpe Ratio Rank: 73
PSIFX Sortino Ratio Rank: 66
PSIFX Omega Ratio Rank: 66
PSIFX Calmar Ratio Rank: 72
PSIFX Martin Ratio Rank: 82

PGOAX

PGOAX Risk / Return Rank: 40
PGOAX Sharpe Ratio Rank: 33
PGOAX Sortino Ratio Rank: 34
PGOAX Omega Ratio Rank: 31
PGOAX Calmar Ratio Rank: 51
PGOAX Martin Ratio Rank: 53

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. PGOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and PGIM Jennison Small Company Fund (PGOAX). 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	PGOAX	Difference
Sharpe ratio Return per unit of total volatility	2.49	1.64	+0.85
Sortino ratio Return per unit of downside risk	3.39	2.44	+0.95
Omega ratio Gain probability vs. loss probability	1.45	1.29	+0.16
Calmar ratio Return relative to maximum drawdown	3.31	2.73	+0.58
Martin ratio Return relative to average drawdown	15.49	10.77	+4.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSIFX vs. PGOAX - Sharpe Ratio Comparison

The current PSIFX Sharpe Ratio is 2.49, which is higher than the PGOAX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of PSIFX and PGOAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSIFX	PGOAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	1.64	+0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.32	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.57	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.57	+0.02

Drawdowns

PSIFX vs. PGOAX - Drawdown Comparison

The maximum PSIFX drawdown since its inception was -55.36%, roughly equal to the maximum PGOAX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for PSIFX and PGOAX.

Drawdown Indicators

	PSIFX	PGOAX	Difference
Max Drawdown Largest peak-to-trough decline	-55.36%	-56.57%	+1.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-9.88%	+0.95%
Max Drawdown (3Y) Largest decline over 3 years	-18.77%	-23.17%	+4.40%
Max Drawdown (5Y) Largest decline over 5 years	-30.56%	-28.19%	-2.37%
Max Drawdown (10Y) Largest decline over 10 years	-33.76%	-47.39%	+13.63%
Current Drawdown Current decline from peak	0.00%	-0.60%	+0.60%
Average Drawdown Average peak-to-trough decline	-9.53%	-8.99%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.50%	-0.59%

Volatility

PSIFX vs. PGOAX - Volatility Comparison

The current volatility for PGIM Quant Solutions Stock Index Fund (PSIFX) is 2.82%, while PGIM Jennison Small Company Fund (PGOAX) has a volatility of 5.09%. This indicates that PSIFX experiences smaller price fluctuations and is considered to be less risky than PGOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSIFX	PGOAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	5.09%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	8.98%	12.46%	-3.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	16.44%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	20.29%	-2.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.59%	22.17%	-2.58%

PSIFX vs. PGOAX - Expense Ratio Comparison

PSIFX has a 0.24% expense ratio, which is lower than PGOAX's 1.13% expense ratio.

Dividends

PSIFX vs. PGOAX - Dividend Comparison

PSIFX's dividend yield for the trailing twelve months is around 7.69%, more than PGOAX's 7.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PGOAX PGIM Jennison Small Company Fund	7.28%	8.11%	5.29%	0.37%	4.11%	37.46%	14.95%	18.11%	20.80%	8.28%	5.42%	15.00%
PSIFX PGIM Quant Solutions Stock Index Fund	7.69%	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

Can I hold both PSIFX and PGOAX in my portfolio?

PSIFX and PGOAX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSIFX or PGOAX?

PGOAX has higher volatility (5.09%) compared to PSIFX (2.82%). In terms of maximum drawdown, PSIFX dropped -55.36% vs PGOAX's -56.57%.

Which has better risk-adjusted returns?

PSIFX currently has the higher Sharpe Ratio (2.49 vs 1.64), 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.