PTEZX vs. PRCOX

Last updated Aug 4, 2026

PTEZX (PGIM Quant Solutions Large-Cap Core Equity Fund) and PRCOX (T. Rowe Price U.S. Equity Research Fund) are both Large Cap Blend Equities funds. Over the past 10 years, PTEZX returned 15.94%/yr vs 15.63%/yr for PRCOX. Their 0.98 correlation means they have historically moved very closely together. PTEZX charges 0.49%/yr vs 0.42%/yr for PRCOX.

Performance

PTEZX vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTEZX achieves a 11.58% return, which is significantly higher than PRCOX's 9.93% return. Both investments have delivered pretty close results over the past 10 years, with PTEZX having a 15.94% annualized return and PRCOX not far behind at 15.63%.

PTEZX

• 1D: 0.59%
• 1M: 0.87%
• 6M: 8.23%
• YTD: 11.58%
• 1Y: 24.43%
• 3Y*: 24.23%
• 5Y*: 15.61%
• 10Y*: 15.94%
• ALL TIME*: 8.41%

PRCOX

• 1D: 0.68%
• 1M: -0.31%
• 6M: 7.49%
• YTD: 9.93%
• 1Y: 20.62%
• 3Y*: 19.61%
• 5Y*: 13.21%
• 10Y*: 15.63%
• ALL TIME*: 10.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PRCOX T. Rowe Price U.S. Equity Research Fund	$0.00	$0.00	$0.00
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund	$0.00	$0.00	$0.00

PTEZX vs. PRCOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund	11.58%	16.65%	39.29%	26.67%	-16.52%	29.12%	11.22%	33.36%	-7.50%	23.38%
PRCOX T. Rowe Price U.S. Equity Research Fund	9.93%	16.34%	26.41%	29.82%	-18.80%	28.06%	19.82%	33.04%	-4.73%	23.80%

Correlation

The correlation between PTEZX and PRCOX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (5Y) Shows whether the relationship held over a longer period.	0.98
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000	0.98

The correlation between PTEZX and PRCOX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Return for Risk

PTEZX vs. PRCOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PTEZX

PTEZX Risk / Return Rank: 70
PTEZX Sharpe Ratio Rank: 66
PTEZX Sortino Ratio Rank: 63
PTEZX Omega Ratio Rank: 61
PTEZX Calmar Ratio Rank: 76
PTEZX Martin Ratio Rank: 86

PRCOX

PRCOX Risk / Return Rank: 51
PRCOX Sharpe Ratio Rank: 50
PRCOX Sortino Ratio Rank: 47
PRCOX Omega Ratio Rank: 46
PRCOX Calmar Ratio Rank: 51
PRCOX Martin Ratio Rank: 64

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PTEZX vs. PRCOX - 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 T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PTEZX	PRCOX	Difference
Sharpe ratio: Return per unit of total volatility	1.68	1.44	+0.24
Sortino ratio: Return per unit of downside risk	2.34	2.03	+0.31
Omega ratio: Gain probability vs. loss probability	1.30	1.25	+0.04
Calmar ratio: Return relative to maximum drawdown	2.59	2.02	+0.57
Martin ratio: Return relative to average drawdown	11.43	8.67	+2.77

PTEZX vs. PRCOX - Sharpe Ratio Comparison

The current PTEZX Sharpe Ratio is 1.68, which is comparable to the PRCOX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of PTEZX and PRCOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PTEZX vs. PRCOX - Drawdown Comparison

The maximum PTEZX drawdown since its inception was -55.81%, roughly equal to the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for PTEZX and PRCOX.

Drawdown Indicators

	PTEZX	PRCOX	Difference
Max Drawdown Largest peak-to-trough decline	-55.81%	-53.96%	-1.85%
Max Drawdown (1Y) Largest decline over 1 year	-8.66%	-9.32%	+0.66%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-19.39%	-6.81%
Max Drawdown (5Y) Largest decline over 5 years	-26.20%	-24.94%	-1.26%
Max Drawdown (10Y) Largest decline over 10 years	-36.19%	-34.42%	-1.77%
Current Drawdown Current decline from peak	-0.89%	-1.91%	+1.02%
Average Drawdown Average peak-to-trough decline	-11.60%	-9.14%	-2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.17%	-0.21%

Volatility

PTEZX vs. PRCOX - Volatility Comparison

PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and T. Rowe Price U.S. Equity Research Fund (PRCOX) have volatilities of 3.71% and 3.67%, 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.

Volatility by Period

	PTEZX	PRCOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	3.67%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	10.56%	10.67%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	13.11%	+0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.05%	17.48%	+2.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	18.36%	+1.53%

PTEZX vs. PRCOX - Expense Ratio Comparison

PTEZX has a 0.49% expense ratio, which is higher than PRCOX's 0.42% expense ratio.

Dividends

PTEZX vs. PRCOX - Dividend Comparison

PTEZX's dividend yield for the trailing twelve months is around 10.31%, more than PRCOX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRCOX T. Rowe Price U.S. Equity Research Fund	1.07%	1.17%	0.64%	1.17%	1.28%	3.71%	1.04%	1.39%	5.60%	7.02%	7.28%	8.76%
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund	10.31%	11.51%	20.91%	3.55%	2.72%	16.00%	2.38%	6.76%	23.24%	15.58%	5.37%	5.92%

Frequently Asked Questions

Can I hold both PTEZX and PRCOX in my portfolio?

With a correlation of 0.96, PTEZX and PRCOX 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.

Which is riskier, PTEZX or PRCOX?

PTEZX has higher volatility (3.71%) compared to PRCOX (3.67%). In terms of maximum drawdown, PTEZX dropped -55.81% vs PRCOX's -53.96%.

Which has better risk-adjusted returns?

PTEZX currently has the higher Sharpe Ratio (1.68 vs 1.44), 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.