RWMBX vs. SUVZX

Last updated Jul 25, 2026

RWMBX (American Funds Washington Mutual Investors Fund Class R-2) and SUVZX (PGIM Quant Solutions Large-Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, RWMBX returned 11.80%/yr vs 12.70%/yr for SUVZX. Their correlation of 0.91 suggests significant overlap in exposure. RWMBX charges 1.35%/yr vs 0.80%/yr for SUVZX.

Performance

RWMBX vs. SUVZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Washington Mutual Investors Fund Class R-2 (RWMBX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RWMBX achieves a 7.17% return, which is significantly lower than SUVZX's 19.27% return. Over the past 10 years, RWMBX has underperformed SUVZX with an annualized return of 11.80%, while SUVZX has yielded a comparatively higher 12.70% annualized return.

RWMBX

• 1D: -0.38%
• 1M: 2.09%
• 6M: 5.41%
• YTD: 7.17%
• 1Y: 12.68%
• 3Y*: 15.83%
• 5Y*: 11.25%
• 10Y*: 11.80%
• ALL TIME*: 9.24%

SUVZX

• 1D: -0.74%
• 1M: 2.79%
• 6M: 15.71%
• YTD: 19.27%
• 1Y: 31.49%
• 3Y*: 23.35%
• 5Y*: 14.86%
• 10Y*: 12.70%
• ALL TIME*: 8.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RWMBX American Funds Washington Mutual Investors Fund Class R-2	$0.00	$0.00	$0.00
SUVZX PGIM Quant Solutions Large-Cap Value Fund	$0.00	$0.00	$0.00

RWMBX vs. SUVZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RWMBX American Funds Washington Mutual Investors Fund Class R-2	7.17%	16.27%	18.07%	16.30%	-9.18%	27.45%	6.87%	24.38%	-6.98%	19.06%
SUVZX PGIM Quant Solutions Large-Cap Value Fund	19.27%	17.92%	29.20%	9.39%	-6.46%	31.08%	-6.15%	28.63%	-14.99%	15.87%

Correlation

The correlation between RWMBX and SUVZX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 2, 2003	0.91

The correlation between RWMBX and SUVZX has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

Return for Risk

RWMBX vs. SUVZX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RWMBX

RWMBX Risk / Return Rank: 40
RWMBX Sharpe Ratio Rank: 41
RWMBX Sortino Ratio Rank: 41
RWMBX Omega Ratio Rank: 39
RWMBX Calmar Ratio Rank: 35
RWMBX Martin Ratio Rank: 44

SUVZX

SUVZX Risk / Return Rank: 95
SUVZX Sharpe Ratio Rank: 97
SUVZX Sortino Ratio Rank: 95
SUVZX Omega Ratio Rank: 90
SUVZX Calmar Ratio Rank: 97
SUVZX Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RWMBX vs. SUVZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class R-2 (RWMBX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RWMBX	SUVZX	Difference
Sharpe ratio: Return per unit of total volatility	1.20	2.75	-1.55
Sortino ratio: Return per unit of downside risk	1.75	3.96	-2.21
Omega ratio: Gain probability vs. loss probability	1.22	1.49	-0.28
Calmar ratio: Return relative to maximum drawdown	1.48	5.38	-3.90
Martin ratio: Return relative to average drawdown	6.33	21.76	-15.43

RWMBX vs. SUVZX - Sharpe Ratio Comparison

The current RWMBX Sharpe Ratio is 1.20, which is lower than the SUVZX Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of RWMBX and SUVZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RWMBX vs. SUVZX - Drawdown Comparison

The maximum RWMBX drawdown since its inception was -54.49%, smaller than the maximum SUVZX drawdown of -60.47%. Use the drawdown chart below to compare losses from any high point for RWMBX and SUVZX.

Drawdown Indicators

	RWMBX	SUVZX	Difference
Max Drawdown Largest peak-to-trough decline	-54.49%	-60.47%	+5.98%
Max Drawdown (1Y) Largest decline over 1 year	-8.47%	-5.75%	-2.72%
Max Drawdown (3Y) Largest decline over 3 years	-14.74%	-16.29%	+1.55%
Max Drawdown (5Y) Largest decline over 5 years	-19.13%	-21.74%	+2.61%
Max Drawdown (10Y) Largest decline over 10 years	-34.71%	-46.82%	+12.11%
Current Drawdown Current decline from peak	-0.89%	-1.14%	+0.25%
Average Drawdown Average peak-to-trough decline	-6.96%	-9.66%	+2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	1.42%	+0.56%

Volatility

RWMBX vs. SUVZX - Volatility Comparison

The current volatility for American Funds Washington Mutual Investors Fund Class R-2 (RWMBX) is 1.90%, while PGIM Quant Solutions Large-Cap Value Fund (SUVZX) has a volatility of 2.64%. This indicates that RWMBX experiences smaller price fluctuations and is considered to be less risky than SUVZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RWMBX	SUVZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.90%	2.64%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	7.66%	8.45%	-0.79%
Volatility (1Y) Calculated over the trailing 1-year period	10.45%	11.28%	-0.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.04%	17.81%	-3.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	20.95%	-4.67%

RWMBX vs. SUVZX - Expense Ratio Comparison

RWMBX has a 1.35% expense ratio, which is higher than SUVZX's 0.80% expense ratio.

Dividends

RWMBX vs. SUVZX - Dividend Comparison

RWMBX's dividend yield for the trailing twelve months is around 9.07%, less than SUVZX's 13.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RWMBX American Funds Washington Mutual Investors Fund Class R-2	9.07%	9.54%	9.49%	5.53%	5.60%	5.43%	2.41%	5.97%	3.51%	6.58%	5.68%	5.52%
SUVZX PGIM Quant Solutions Large-Cap Value Fund	13.96%	16.65%	31.72%	3.81%	10.19%	9.27%	2.09%	10.08%	14.33%	9.58%	4.35%	18.27%

Frequently Asked Questions

Can I hold both RWMBX and SUVZX in my portfolio?

RWMBX and SUVZX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RWMBX or SUVZX?

SUVZX has higher volatility (2.64%) compared to RWMBX (1.90%). In terms of maximum drawdown, RWMBX dropped -54.49% vs SUVZX's -60.47%.

Which has better risk-adjusted returns?

SUVZX currently has the higher Sharpe Ratio (2.75 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.