- ISIN
- US74441L3033
- CUSIP
- 74441L303
- Issuer
- PGIM
- Inception Date
- Aug 19, 1998
- Category
- Mid Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
NCBVX Performance Chart
PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) is up 22.6% since the beginning of the year. NCBVX is currently trading at $27 per share. Investors who bought $1,000 worth of NCBVX shares 5 years ago would now be looking at an investment worth $1,603.
Loading charts...
Compare this symbol against anything
Returns By Period
PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) has returned 22.64% so far this year and 35.08% over the past 12 months. Over the last ten years, NCBVX has returned 8.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
PGIM Quant Solutions Mid-Cap Value Fund
- 1D
- -0.26%
- 1M
- 3.02%
- 6M
- 17.86%
- YTD
- 22.64%
- 1Y
- 35.08%
- 3Y*
- 15.64%
- 5Y*
- 9.90%
- 10Y*
- 8.21%
- ALL TIME*
- 8.74%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
NCBVX Monthly Returns History
Based on dividend-adjusted daily data since Aug 19, 1998, NCBVX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +19.7%, while the worst month was Mar 2020 at -31.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, NCBVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.05% | 3.59% | -3.76% | 7.51% | 2.74% | 3.42% | 3.49% | 22.64% | |||||
| 2025 | 4.40% | -3.26% | -4.55% | -2.80% | 5.07% | 3.81% | 0.54% | 4.23% | 1.40% | -0.60% | 3.33% | 0.27% | 11.86% |
| 2024 | -2.13% | 3.52% | 6.85% | -5.61% | 3.69% | -2.37% | 6.71% | 1.04% | 1.03% | -1.75% | 6.96% | -6.70% | 10.49% |
| 2023 | 11.35% | -4.38% | -7.37% | -0.12% | -4.89% | 9.64% | 5.32% | -3.90% | -5.09% | -5.36% | 8.91% | 8.53% | 10.40% |
| 2022 | -0.74% | 0.32% | 2.38% | -5.90% | 3.68% | -12.67% | 8.32% | -3.87% | -11.14% | 10.83% | 6.69% | -5.49% | -10.18% |
| 2021 | 1.81% | 9.51% | 7.94% | 4.28% | 3.28% | -3.39% | -0.33% | 2.90% | -3.15% | 3.92% | -2.86% | 6.02% | 33.13% |
Benchmark Metrics
PGIM Quant Solutions Mid-Cap Value Fund has an annualized alpha of 2.40%, beta of 0.94, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since August 19, 1998.
- This fund captured 101.92% of S&P 500 Index gains but only 94.77% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.94 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.40%
- Beta
- 0.94
- R²
- 0.76
- Upside Capture
- 101.92%
- Downside Capture
- 94.77%
Expense Ratio
NCBVX has a high expense ratio of 1.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NCBVX ranks 94 for risk / return — above 94% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and compare them to S&P 500 Index.
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.
| NCBVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.25 | 2.00 | +3.24 |
| Martin ratioReturn relative to average drawdown | 19.75 | 8.49 | +11.26 |
Dividends
Dividend History
PGIM Quant Solutions Mid-Cap Value Fund provided a 0.56% dividend yield over the last twelve months, with an annual payout of $0.15 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.15 | $0.15 | $0.21 | $0.29 | $0.20 | $0.14 | $0.23 | $0.30 | $1.85 | $1.29 | $0.52 | $1.24 |
Dividend yield | 0.56% | 0.68% | 1.03% | 1.59% | 1.17% | 0.74% | 1.60% | 1.93% | 13.70% | 6.69% | 2.83% | 7.89% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions Mid-Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the PGIM Quant Solutions Mid-Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PGIM Quant Solutions Mid-Cap Value Fund was 60.64%, occurring on Mar 9, 2009. Recovery took 522 trading sessions.
The current PGIM Quant Solutions Mid-Cap Value Fund drawdown is 0.73%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-60.64%Mar 2009 | 1y 9mo | 2y 23d | 3y 10moJun 2007 - Apr 2011 | Financial crisis2007–2009 |
-57.50%Mar 2020 | 2y 1mo | 11mo 22d | 3y 1moJan 2018 - Mar 2021 | COVID crash2020 |
-25.99%Oct 2002 | 1y 4mo | 10mo 29d | 2y 3moMay 2001 - Sep 2003 | Dot-com crash2000–2002 |
-24.61%Oct 2011 | 4mo 25d | 11mo 17d | 1y 4moMay 2011 - Sep 2012 | — |
-23.15%Sep 2022 | 8mo 15d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 | Bear market2022 |
Drawdown Indicators
| NCBVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.64% | -56.78% | -3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -9.10% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -21.27% | -18.90% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.15% | -25.43% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -57.50% | -33.92% | -23.58% |
Current DrawdownCurrent decline from peak | -0.73% | -1.58% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -9.05% | -10.70% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.14% | -0.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with NCBVX
Add PGIM Quant Solutions Mid-Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with NCBVX