Correlation
The correlation between PTEZX and PRCOX 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.
PTEZX vs. PRCOX
Compare and contrast key facts about PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
PTEZX is managed by PGIM Investments. It was launched on Mar 3, 1999. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTEZX or PRCOX.
Performance
PTEZX vs. PRCOX - Performance Comparison
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Key characteristics
PTEZX:
0.52
PRCOX:
0.64
PTEZX:
0.81
PRCOX:
0.97
PTEZX:
1.12
PRCOX:
1.14
PTEZX:
0.48
PRCOX:
0.63
PTEZX:
1.75
PRCOX:
2.35
PTEZX:
5.65%
PRCOX:
5.14%
PTEZX:
20.56%
PRCOX:
20.12%
PTEZX:
-55.80%
PRCOX:
-58.69%
PTEZX:
-4.85%
PRCOX:
-3.86%
Returns By Period
In the year-to-date period, PTEZX achieves a -0.82% return, which is significantly lower than PRCOX's 0.51% return. Over the past 10 years, PTEZX has outperformed PRCOX with an annualized return of 11.69%, while PRCOX has yielded a comparatively lower 10.36% annualized return.
PTEZX
-0.82%
7.14%
-2.03%
10.52%
13.19%
15.57%
11.69%
PRCOX
0.51%
6.43%
-0.95%
12.75%
15.34%
15.89%
10.36%
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PTEZX vs. PRCOX - Expense Ratio Comparison
PTEZX has a 0.49% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
PTEZX vs. PRCOX — Risk-Adjusted Performance Rank
PTEZX
PRCOX
PTEZX vs. PRCOX - Risk-Adjusted Performance 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.
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Dividends
PTEZX vs. PRCOX - Dividend Comparison
PTEZX's dividend yield for the trailing twelve months is around 11.05%, more than PRCOX's 0.64% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEZX PGIM Quant Solutions Large-Cap Core Equity Fund | 11.05% | 10.96% | 3.54% | 2.72% | 16.00% | 2.38% | 4.06% | 23.24% | 15.59% | 5.37% | 5.92% | 8.43% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.64% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 0.97% | 5.60% | 7.02% | 7.28% | 8.76% | 5.01% |
Drawdowns
PTEZX vs. PRCOX - Drawdown Comparison
The maximum PTEZX drawdown since its inception was -55.80%, roughly equal to the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for PTEZX and PRCOX.
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Volatility
PTEZX vs. PRCOX - Volatility Comparison
PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) has a higher volatility of 5.07% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 4.77%. This indicates that PTEZX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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