PSIFX vs. VFFSX
Compare and contrast key facts about PGIM Quant Solutions Stock Index Fund (PSIFX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX).
PSIFX is managed by PGIM. It was launched on Nov 5, 1992. VFFSX is managed by Vanguard.
Performance
PSIFX vs. VFFSX - Performance Comparison
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PSIFX vs. VFFSX - 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% | 20.61% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | -7.06% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Returns By Period
The year-to-date returns for both investments are quite close, with PSIFX having a -7.12% return and VFFSX slightly higher at -7.06%.
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%
VFFSX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.59%
- 1Y
- 14.44%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
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PSIFX vs. VFFSX - Expense Ratio Comparison
PSIFX has a 0.24% expense ratio, which is higher than VFFSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
PSIFX vs. VFFSX — Risk / Return Rank
PSIFX
VFFSX
PSIFX vs. VFFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.84 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.30 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.06 | -0.02 |
Martin ratioReturn relative to average drawdown | 5.01 | 5.14 | -0.13 |
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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.75 | -0.19 |
Correlation
The correlation between PSIFX and VFFSX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PSIFX vs. VFFSX - Dividend Comparison
PSIFX's dividend yield for the trailing twelve months is around 9.24%, more than VFFSX's 1.24% 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% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.24% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Drawdowns
PSIFX vs. VFFSX - Drawdown Comparison
The maximum PSIFX drawdown since its inception was -55.36%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for PSIFX and VFFSX.
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Drawdown Indicators
| PSIFX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -33.82% | -21.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.12% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -24.51% | -6.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -8.90% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -4.57% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.49% | +0.01% |
Volatility
PSIFX vs. VFFSX - Volatility Comparison
PGIM Quant Solutions Stock Index Fund (PSIFX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX) have volatilities of 4.25% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSIFX | VFFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.24% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 9.08% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 18.13% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 16.86% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 18.50% | +1.05% |