PTEZX vs. SDMZX
Compare and contrast key facts about PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX).
PTEZX is managed by PGIM. It was launched on Mar 3, 1999. SDMZX is managed by PGIM. It was launched on Dec 23, 2013.
Performance
PTEZX vs. SDMZX - Performance Comparison
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PTEZX vs. SDMZX - 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.26% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 7.92% | 0.95% | 3.96% |
Returns By Period
In the year-to-date period, PTEZX achieves a -5.83% return, which is significantly lower than SDMZX's -0.26% return. Over the past 10 years, PTEZX has outperformed SDMZX with an annualized return of 14.44%, while SDMZX has yielded a comparatively lower 3.13% 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%
SDMZX
- 1D
- 0.11%
- 1M
- -1.22%
- YTD
- -0.26%
- 6M
- 1.04%
- 1Y
- 4.25%
- 3Y*
- 5.41%
- 5Y*
- 2.69%
- 10Y*
- 3.13%
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PTEZX vs. SDMZX - Expense Ratio Comparison
PTEZX has a 0.49% expense ratio, which is higher than SDMZX's 0.46% expense ratio.
Return for Risk
PTEZX vs. SDMZX — Risk / Return Rank
PTEZX
SDMZX
PTEZX vs. SDMZX - 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 Short Duration Multi-Sector Bond Fund (SDMZX). 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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.21 | -1.27 |
Sortino ratioReturn per unit of downside risk | 1.44 | 3.89 | -2.46 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.54 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 3.30 | -2.11 |
Martin ratioReturn relative to average drawdown | 5.84 | 13.64 | -7.80 |
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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.21 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.17 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 1.28 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.22 | -0.83 |
Correlation
The correlation between PTEZX and SDMZX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PTEZX vs. SDMZX - Dividend Comparison
PTEZX's dividend yield for the trailing twelve months is around 12.22%, more than SDMZX's 4.30% 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.30% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
Drawdowns
PTEZX vs. SDMZX - Drawdown Comparison
The maximum PTEZX drawdown since its inception was -55.81%, which is greater than SDMZX's maximum drawdown of -9.76%. Use the drawdown chart below to compare losses from any high point for PTEZX and SDMZX.
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Drawdown Indicators
| PTEZX | SDMZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.81% | -9.76% | -46.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -1.44% | -11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -8.51% | -17.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -9.76% | -26.43% |
Current DrawdownCurrent decline from peak | -8.66% | -1.22% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -1.00% | -10.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 0.35% | +2.23% |
Volatility
PTEZX vs. SDMZX - Volatility Comparison
PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) has a higher volatility of 4.40% compared to PGIM Short Duration Multi-Sector Bond Fund (SDMZX) at 0.70%. This indicates that PTEZX's price experiences larger fluctuations and is considered to be riskier than SDMZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEZX | SDMZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 0.70% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 1.40% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 2.12% | +16.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 2.30% | +17.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 2.46% | +17.38% |