PTEZX vs. PTRQX
Compare and contrast key facts about PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and PGIM Total Return Bond R6 (PTRQX).
PTEZX is managed by PGIM. It was launched on Mar 3, 1999. PTRQX is managed by PGIM. It was launched on Dec 27, 2010.
Performance
PTEZX vs. PTRQX - Performance Comparison
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PTEZX vs. PTRQX - 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% |
PTRQX PGIM Total Return Bond R6 | -0.59% | 7.81% | 3.06% | 7.80% | -14.30% | -1.37% | 8.13% | 10.85% | -0.73% | 6.67% |
Returns By Period
In the year-to-date period, PTEZX achieves a -5.83% return, which is significantly lower than PTRQX's -0.59% return. Over the past 10 years, PTEZX has outperformed PTRQX with an annualized return of 14.44%, while PTRQX has yielded a comparatively lower 2.64% 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%
PTRQX
- 1D
- 0.50%
- 1M
- -2.59%
- YTD
- -0.59%
- 6M
- 0.54%
- 1Y
- 4.26%
- 3Y*
- 4.89%
- 5Y*
- 1.09%
- 10Y*
- 2.64%
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PTEZX vs. PTRQX - Expense Ratio Comparison
PTEZX has a 0.49% expense ratio, which is higher than PTRQX's 0.39% expense ratio.
Return for Risk
PTEZX vs. PTRQX — Risk / Return Rank
PTEZX
PTRQX
PTEZX vs. PTRQX - 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 R6 (PTRQX). 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 | PTRQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.09 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.54 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.74 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.84 | 5.23 | +0.61 |
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 | PTRQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.09 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.18 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.51 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.75 | -0.35 |
Correlation
The correlation between PTEZX and PTRQX is -0.08. 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. PTRQX - Dividend Comparison
PTEZX's dividend yield for the trailing twelve months is around 12.22%, more than PTRQX's 4.28% 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% |
PTRQX PGIM Total Return Bond R6 | 4.28% | 4.63% | 4.89% | 4.70% | 5.83% | 2.82% | 3.05% | 6.95% | 3.99% | 2.93% | 4.01% | 3.11% |
Drawdowns
PTEZX vs. PTRQX - Drawdown Comparison
The maximum PTEZX drawdown since its inception was -55.81%, which is greater than PTRQX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for PTEZX and PTRQX.
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Drawdown Indicators
| PTEZX | PTRQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.81% | -20.72% | -35.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -3.08% | -9.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -20.69% | -5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -20.72% | -15.47% |
Current DrawdownCurrent decline from peak | -8.66% | -2.59% | -6.07% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -3.31% | -8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.03% | +1.55% |
Volatility
PTEZX vs. PTRQX - Volatility Comparison
PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) has a higher volatility of 4.40% compared to PGIM Total Return Bond R6 (PTRQX) at 1.59%. This indicates that PTEZX's price experiences larger fluctuations and is considered to be riskier than PTRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEZX | PTRQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 1.59% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 2.62% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 4.48% | +14.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 5.98% | +13.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 5.22% | +14.62% |