Correlation
The correlation between PTEZX and SCHX 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. SCHX
Compare and contrast key facts about PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and Schwab U.S. Large-Cap ETF (SCHX).
PTEZX is managed by PGIM Investments. It was launched on Mar 3, 1999. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTEZX or SCHX.
Performance
PTEZX vs. SCHX - Performance Comparison
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Key characteristics
PTEZX:
0.52
SCHX:
0.77
PTEZX:
0.81
SCHX:
1.14
PTEZX:
1.12
SCHX:
1.17
PTEZX:
0.48
SCHX:
0.76
PTEZX:
1.75
SCHX:
2.86
PTEZX:
5.65%
SCHX:
5.06%
PTEZX:
20.56%
SCHX:
19.84%
PTEZX:
-55.80%
SCHX:
-34.33%
PTEZX:
-4.85%
SCHX:
-3.59%
Returns By Period
In the year-to-date period, PTEZX achieves a -0.82% return, which is significantly lower than SCHX's 0.99% return. Over the past 10 years, PTEZX has underperformed SCHX with an annualized return of 11.69%, while SCHX has yielded a comparatively higher 14.12% annualized return.
PTEZX
-0.82%
7.14%
-2.03%
10.52%
13.19%
15.57%
11.69%
SCHX
0.99%
6.53%
-1.24%
15.26%
15.50%
16.69%
14.12%
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PTEZX vs. SCHX - Expense Ratio Comparison
PTEZX has a 0.49% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
PTEZX vs. SCHX — Risk-Adjusted Performance Rank
PTEZX
SCHX
PTEZX vs. SCHX - 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 Schwab U.S. Large-Cap ETF (SCHX). 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. SCHX - Dividend Comparison
PTEZX's dividend yield for the trailing twelve months is around 11.05%, more than SCHX's 1.22% 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% |
SCHX Schwab U.S. Large-Cap ETF | 1.22% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
Drawdowns
PTEZX vs. SCHX - Drawdown Comparison
The maximum PTEZX drawdown since its inception was -55.80%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for PTEZX and SCHX.
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Volatility
PTEZX vs. SCHX - Volatility Comparison
PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 5.07% and 4.86%, 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.
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