PSIFX vs. VSMPX
PSIFX (PGIM Quant Solutions Stock Index Fund) and VSMPX (Vanguard Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, PSIFX returned 16.73%/yr vs 15.14%/yr for VSMPX. With a 0.99 correlation, they move nearly in lockstep. PSIFX charges 0.24%/yr vs 0.02%/yr for VSMPX.
Performance
PSIFX vs. VSMPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PSIFX having a 11.59% return and VSMPX slightly higher at 11.99%. Over the past 10 years, PSIFX has outperformed VSMPX with an annualized return of 16.73%, while VSMPX has yielded a comparatively lower 15.14% 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%
VSMPX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.99%
- 6M
- 11.88%
- 1Y
- 29.12%
- 3Y*
- 22.37%
- 5Y*
- 13.06%
- 10Y*
- 15.14%
PSIFX vs. VSMPX - 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% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 11.99% | 17.15% | 23.26% | 26.53% | -19.50% | 25.74% | 21.01% | 30.79% | -5.16% | 21.19% |
Correlation
The correlation between PSIFX and VSMPX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.99 |
The correlation between PSIFX and VSMPX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
PSIFX vs. VSMPX — Risk / Return Rank
PSIFX
VSMPX
PSIFX vs. VSMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Stock Index Fund (PSIFX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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 | VSMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 3.38 | -0.06 |
| Martin ratioReturn relative to average drawdown | 15.49 | 15.59 | -0.10 |
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 | VSMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.47 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.76 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.83 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.83 | -0.23 |
Drawdowns
PSIFX vs. VSMPX - Drawdown Comparison
The maximum PSIFX drawdown since its inception was -55.36%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PSIFX and VSMPX.
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Drawdown Indicators
| PSIFX | VSMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -34.97% | -20.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -8.92% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -19.36% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -25.35% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -34.97% | +1.21% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -4.59% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.93% | -0.02% |
Volatility
PSIFX vs. VSMPX - Volatility Comparison
PGIM Quant Solutions Stock Index Fund (PSIFX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 2.82% and 2.95%, 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 | VSMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 2.95% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 9.19% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 12.19% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 17.36% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 18.41% | +1.18% |
PSIFX vs. VSMPX - Expense Ratio Comparison
PSIFX has a 0.24% expense ratio, which is higher than VSMPX's 0.02% 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%.
Dividends
PSIFX vs. VSMPX - Dividend Comparison
PSIFX's dividend yield for the trailing twelve months is around 7.69%, more than VSMPX's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.02% | 1.13% | 1.27% | 1.43% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, PSIFX and VSMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VSMPX has higher volatility (2.95%) compared to PSIFX (2.82%). In terms of maximum drawdown, PSIFX dropped -55.36% vs VSMPX's -34.97%.
PSIFX currently has the higher Sharpe Ratio (2.49 vs 2.47), 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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