See what your fund actually adds

PGIM Quant Solutions International Equity Fund- Class A PJRAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

PJRAX compared with its replication portfolio
MeasurePJRAXReplication
Annualized growth11.4%9.8%
Annualized volatility15.7%14.9%
Sharpe ratio0.770.70
Maximum drawdown30.1%27.2%
Replication fit (R²)0.97 · Tracking error 2.9%

Replication portfolio

The published portfolio below is the investable basket used to model PJRAX’s historical return behavior.

PJRAX replication basket weights
TickerBuilding blockWeight
VEAIntl · Developed57.8%
VWOEmerging Markets17.0%
EFVIntl · Value13.7%
DGSEM Small Cap6.3%
MTUMFactor · Momentum5.2%