PTEZX vs. SWANX

In the year-to-date period, PTEZX achieves a -0.82% return, which is significantly lower than SWANX's -0.34% return. Over the past 10 years, PTEZX has outperformed SWANX with an annualized return of 11.72%, while SWANX has yielded a comparatively lower 1.01% annualized return.

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PTEZX has a 0.49% expense ratio, which is lower than SWANX's 0.73% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) and Schwab Core Equity Fund™ (SWANX). 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.

The current PTEZX Sharpe Ratio is 0.55, which is higher than the SWANX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of PTEZX and SWANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PTEZX's dividend yield for the trailing twelve months is around 11.05%, more than SWANX's 8.40% yield.

The maximum PTEZX drawdown since its inception was -55.80%, roughly equal to the maximum SWANX drawdown of -53.94%. Use the drawdown chart below to compare losses from any high point for PTEZX and SWANX.

PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) has a higher volatility of 5.08% compared to Schwab Core Equity Fund™ (SWANX) at 4.62%. This indicates that PTEZX's price experiences larger fluctuations and is considered to be riskier than SWANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.