- 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
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Performance
NCBVX Performance Chart
PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) is up 17.2% since the beginning of the year. NCBVX is currently trading at $26 per share. Investors who bought $1,000 worth of NCBVX shares 5 years ago would now be looking at an investment worth $1,566.
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Returns By Period
PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) has returned 17.24% so far this year and 32.13% over the past 12 months. Over the last ten years, NCBVX has returned 8.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
PGIM Quant Solutions Mid-Cap Value Fund
- 1D
- 0.81%
- 1M
- 3.29%
- YTD
- 17.24%
- 6M
- 15.32%
- 1Y
- 32.13%
- 3Y*
- 16.40%
- 5Y*
- 9.39%
- 10Y*
- 8.00%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
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 +0.83%. At this rate, an investment would double in approximately 7.0 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% | 2.32% | 17.24% | ||||||
| 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 2.21%, 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 95.65% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.21% 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
- 2.21%
- Beta
- 0.94
- R²
- 0.76
- Upside Capture
- 101.92%
- Downside Capture
- 95.65%
Expense Ratio
NCBVX has a high expense ratio of 1.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NCBVX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by 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 | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.14 | 2.78 | +2.36 |
| Martin ratioReturn relative to average drawdown | 18.54 | 12.44 | +6.10 |
Dividends
Dividend History
PGIM Quant Solutions Mid-Cap Value Fund provided a 0.58% 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 | 0.58% | 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 | ||||||
| 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.
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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 0.69%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.64%Mar 2009 | 1y 9mo | 2y 23d | 3y 10moJun 2007 - Apr 2011 |
COVID crash2020 | -57.50%Mar 2020 | 2y 1mo | 11mo 22d | 3y 1moJan 2018 - Mar 2021 |
Dot-com crash2000–2002 | -25.99%Oct 2002 | 1y 4mo | 10mo 29d | 2y 3moMay 2001 - Sep 2003 |
2011 bear market2011 | -24.61%Oct 2011 | 4mo 25d | 11mo 17d | 1y 4moMay 2011 - Sep 2012 |
Bear market2022 | -23.15%Sep 2022 | 8mo 15d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 |
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 | -0.69% | -1.80% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -10.71% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.03% | -0.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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