PTEZX vs. DFIEX
Compare and contrast key facts about PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and DFA International Core Equity Portfolio I (DFIEX).
PTEZX is managed by PGIM. It was launched on Mar 3, 1999. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PTEZX vs. DFIEX - Performance Comparison
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PTEZX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund | -2.13% | 16.65% | 39.29% | 26.67% | -16.52% | 29.12% | 11.22% | 33.36% | -7.50% | 23.38% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, PTEZX achieves a -2.13% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, PTEZX has outperformed DFIEX with an annualized return of 14.89%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
PTEZX
- 1D
- 0.85%
- 1M
- -2.89%
- YTD
- -2.13%
- 6M
- 0.83%
- 1Y
- 20.36%
- 3Y*
- 23.63%
- 5Y*
- 14.50%
- 10Y*
- 14.89%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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PTEZX vs. DFIEX - Expense Ratio Comparison
PTEZX has a 0.49% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PTEZX vs. DFIEX — Risk / Return Rank
PTEZX
DFIEX
PTEZX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| PTEZX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 2.05 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.66 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.84 | -1.14 |
Martin ratioReturn relative to average drawdown | 8.23 | 11.17 | -2.93 |
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
| PTEZX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.05 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.62 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.60 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.35 | +0.05 |
Correlation
The correlation between PTEZX and DFIEX is 0.79, 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
PTEZX vs. DFIEX - Dividend Comparison
PTEZX's dividend yield for the trailing twelve months is around 11.76%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund | 11.76% | 11.51% | 20.91% | 3.55% | 2.72% | 16.00% | 2.38% | 6.76% | 23.24% | 15.58% | 5.37% | 5.92% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
PTEZX vs. DFIEX - Drawdown Comparison
The maximum PTEZX drawdown since its inception was -55.81%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PTEZX and DFIEX.
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Drawdown Indicators
| PTEZX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.81% | -62.22% | +6.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -11.01% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -28.66% | +2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -41.04% | +4.85% |
Current DrawdownCurrent decline from peak | -5.07% | -6.42% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -12.26% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.80% | -0.17% |
Volatility
PTEZX vs. DFIEX - Volatility Comparison
The current volatility for PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) is 5.55%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that PTEZX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEZX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 6.66% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 10.52% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.05% | 15.92% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 15.66% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 16.35% | +3.51% |