See what your fund actually adds
PGIM Quant Solutions Large-Cap Core Equity Fund- Class A PTMAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PTMAX | Replication |
|---|---|---|
| Annualized growth | 13.5% | 13.5% |
| Annualized volatility | 16.3% | 16.5% |
| Sharpe ratio | 0.86 | 0.85 |
| Maximum drawdown | 22.3% | 24.2% |
| Replication fit (R²) | 0.99 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model PTMAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 71.0% |
| LRGF | Factor · Multi-Factor | 13.6% |
| MTUM | Factor · Momentum | 6.0% |
| VUG | Style · Growth | 4.8% |
| SPHQ | Factor · Quality | 4.7% |