PTEZX vs. PDBZX
Compare and contrast key facts about PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and PGIM Total Return Bond Fund Class Z (PDBZX).
PTEZX is managed by PGIM. It was launched on Mar 3, 1999. PDBZX is managed by PGIM. It was launched on Jan 14, 1997.
Performance
PTEZX vs. PDBZX - Performance Comparison
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PTEZX vs. PDBZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund | -5.83% | 16.65% | 39.29% | 26.67% | -16.52% | 29.12% | 11.22% | 33.36% | -7.50% | 23.38% |
PDBZX PGIM Total Return Bond Fund Class Z | -0.53% | 7.70% | 2.87% | 7.70% | -14.33% | -1.46% | 8.01% | 14.76% | -0.72% | 6.60% |
Returns By Period
In the year-to-date period, PTEZX achieves a -5.83% return, which is significantly lower than PDBZX's -0.53% return. Over the past 10 years, PTEZX has outperformed PDBZX with an annualized return of 14.44%, while PDBZX has yielded a comparatively lower 2.93% annualized return.
PTEZX
- 1D
- -0.60%
- 1M
- -7.49%
- YTD
- -5.83%
- 6M
- -2.63%
- 1Y
- 17.04%
- 3Y*
- 22.05%
- 5Y*
- 13.91%
- 10Y*
- 14.44%
PDBZX
- 1D
- 0.50%
- 1M
- -2.52%
- YTD
- -0.53%
- 6M
- 0.58%
- 1Y
- 4.25%
- 3Y*
- 4.79%
- 5Y*
- 1.00%
- 10Y*
- 2.93%
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PTEZX vs. PDBZX - Expense Ratio Comparison
Both PTEZX and PDBZX have an expense ratio of 0.49%.
Return for Risk
PTEZX vs. PDBZX — Risk / Return Rank
PTEZX
PDBZX
PTEZX vs. PDBZX - 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 PGIM Total Return Bond Fund Class Z (PDBZX). 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 | PDBZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.04 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.48 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.75 | -0.56 |
Martin ratioReturn relative to average drawdown | 5.84 | 5.12 | +0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTEZX | PDBZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.04 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.17 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.55 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.09 | -0.70 |
Correlation
The correlation between PTEZX and PDBZX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PTEZX vs. PDBZX - Dividend Comparison
PTEZX's dividend yield for the trailing twelve months is around 12.22%, more than PDBZX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund | 12.22% | 11.51% | 20.91% | 3.55% | 2.72% | 16.00% | 2.38% | 6.76% | 23.24% | 15.58% | 5.37% | 5.92% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.19% | 4.54% | 4.79% | 4.60% | 5.73% | 2.73% | 2.94% | 10.36% | 4.01% | 2.87% | 3.92% | 3.33% |
Drawdowns
PTEZX vs. PDBZX - Drawdown Comparison
The maximum PTEZX drawdown since its inception was -55.81%, which is greater than PDBZX's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PTEZX and PDBZX.
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Drawdown Indicators
| PTEZX | PDBZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.81% | -20.88% | -34.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -3.06% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -20.81% | -5.39% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -20.88% | -15.31% |
Current DrawdownCurrent decline from peak | -8.66% | -2.52% | -6.14% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -2.31% | -9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.05% | +1.53% |
Volatility
PTEZX vs. PDBZX - Volatility Comparison
PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) has a higher volatility of 4.40% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.72%. This indicates that PTEZX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEZX | PDBZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 1.72% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 2.71% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 4.59% | +14.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 6.00% | +13.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 5.34% | +14.50% |