PSIFX vs. SDMZX
Compare and contrast key facts about PGIM Quant Solutions Stock Index Fund (PSIFX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX).
PSIFX is managed by PGIM. It was launched on Nov 5, 1992. SDMZX is managed by PGIM. It was launched on Dec 23, 2013.
Performance
PSIFX vs. SDMZX - Performance Comparison
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PSIFX vs. SDMZX - 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.26% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 7.92% | 0.95% | 3.96% |
Returns By Period
In the year-to-date period, PSIFX achieves a -7.12% return, which is significantly lower than SDMZX's -0.26% return. Over the past 10 years, PSIFX has outperformed SDMZX with an annualized return of 14.79%, while SDMZX has yielded a comparatively lower 3.13% 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%
SDMZX
- 1D
- 0.11%
- 1M
- -1.22%
- YTD
- -0.26%
- 6M
- 1.04%
- 1Y
- 4.25%
- 3Y*
- 5.41%
- 5Y*
- 2.69%
- 10Y*
- 3.13%
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PSIFX vs. SDMZX - Expense Ratio Comparison
PSIFX has a 0.24% expense ratio, which is lower than SDMZX's 0.46% expense ratio.
Return for Risk
PSIFX vs. SDMZX — Risk / Return Rank
PSIFX
SDMZX
PSIFX vs. SDMZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX). 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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 2.21 | -1.38 |
Sortino ratioReturn per unit of downside risk | 1.28 | 3.89 | -2.62 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.54 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.30 | -2.26 |
Martin ratioReturn relative to average drawdown | 5.01 | 13.64 | -8.62 |
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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 2.21 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.17 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 1.28 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.22 | -0.66 |
Correlation
The correlation between PSIFX and SDMZX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PSIFX vs. SDMZX - Dividend Comparison
PSIFX's dividend yield for the trailing twelve months is around 9.24%, more than SDMZX's 4.30% 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.30% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
Drawdowns
PSIFX vs. SDMZX - Drawdown Comparison
The maximum PSIFX drawdown since its inception was -55.36%, which is greater than SDMZX's maximum drawdown of -9.76%. Use the drawdown chart below to compare losses from any high point for PSIFX and SDMZX.
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Drawdown Indicators
| PSIFX | SDMZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -9.76% | -45.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -1.44% | -10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -8.51% | -22.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -9.76% | -24.00% |
Current DrawdownCurrent decline from peak | -8.93% | -1.22% | -7.71% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -1.00% | -8.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 0.35% | +2.15% |
Volatility
PSIFX vs. SDMZX - Volatility Comparison
PGIM Quant Solutions Stock Index Fund (PSIFX) has a higher volatility of 4.25% compared to PGIM Short Duration Multi-Sector Bond Fund (SDMZX) at 0.70%. This indicates that PSIFX's price experiences larger fluctuations and is considered to be riskier than SDMZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSIFX | SDMZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 0.70% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 1.40% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 2.12% | +16.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 2.30% | +15.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 2.46% | +17.09% |