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PGIM Securitized Credit Fund Class A SCFOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SCFOX | Replication |
|---|---|---|
| Annualized growth | 5.3% | 4.3% |
| Annualized volatility | 1.5% | 0.8% |
| Sharpe ratio | 3.49 | 5.36 |
| Maximum drawdown | 3.8% | 1.3% |
| Replication fit (R²) | 0.41 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SCFOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 76.4% |
| BKLN | FI · Senior Bank Loans | 23.6% |