See what your fund actually adds
PGIM S&P 500 Quarterly Buffer 10 ETF PQX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PQX | Replication |
|---|---|---|
| Annualized growth | 10.3% | 0.3% |
| Annualized volatility | 3.6% | 3.5% |
| Sharpe ratio | 2.75 | 0.11 |
| Maximum drawdown | 0.6% | 1.1% |
| Replication fit (R²) | 0.80 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model PQX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 34.3% |
| BNDX | FI · International | 27.4% |
| VOX | Sector · Communication | 14.9% |
| EFV | Intl · Value | 12.3% |
| WTMF | Alternatives · Mgt Futures | 11.1% |