- ISIN
- US8759213064
- CUSIP
- 875921306
- Issuer
- PGIM
- Inception Date
- Jan 5, 1993
- Category
- Small Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
TASVX Performance Chart
PGIM Quant Solutions Small-Cap Value Fund (TASVX) is up 18.8% since the beginning of the year. TASVX is currently trading at $23 per share. Investors who bought $1,000 worth of TASVX shares 5 years ago would now be looking at an investment worth $1,801.
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Returns By Period
PGIM Quant Solutions Small-Cap Value Fund (TASVX) has returned 18.76% so far this year and 43.81% over the past 12 months. Over the last ten years, TASVX has returned 11.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
PGIM Quant Solutions Small-Cap Value Fund
- 1D
- 1.53%
- 1M
- 4.06%
- YTD
- 18.76%
- 6M
- 16.07%
- 1Y
- 43.81%
- 3Y*
- 23.80%
- 5Y*
- 12.49%
- 10Y*
- 11.09%
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%
TASVX Monthly Returns History
Based on dividend-adjusted daily data since Jan 5, 1993, TASVX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +23.3%, while the worst month was Mar 2020 at -35.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TASVX closed higher 52% of trading days. The best single day was Dec 13, 2024 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -14.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.85% | 2.59% | -3.30% | 8.53% | 0.55% | 3.63% | 18.76% | ||||||
| 2025 | 2.01% | -5.05% | -5.50% | -4.20% | 6.21% | 4.38% | 0.73% | 10.76% | 0.65% | -1.25% | 4.34% | 1.09% | 13.71% |
| 2024 | -3.89% | 0.51% | 5.22% | -6.52% | 5.42% | -2.57% | 12.63% | -2.99% | -0.46% | -2.63% | 9.33% | 5.11% | 18.76% |
| 2023 | 10.77% | -3.19% | -10.28% | -2.25% | -3.23% | 9.86% | 9.35% | -3.45% | -4.40% | -5.46% | 8.57% | 12.86% | 16.92% |
| 2022 | -2.43% | 0.88% | 1.14% | -7.18% | 4.23% | -10.50% | 9.96% | -4.50% | -11.57% | 14.09% | 3.59% | -6.40% | -11.44% |
| 2021 | 4.71% | 12.52% | 7.99% | 2.27% | 4.29% | -2.03% | -2.31% | 3.38% | -0.33% | 3.19% | -2.86% | 5.63% | 41.68% |
Benchmark Metrics
PGIM Quant Solutions Small-Cap Value Fund has an annualized alpha of 3.13%, beta of 0.95, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 05, 1993.
- This fund captured 103.71% of S&P 500 Index gains but only 94.29% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 3.13% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.95 and R2 of 0.65, 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
- 3.13%
- Beta
- 0.95
- R²
- 0.65
- Upside Capture
- 103.71%
- Downside Capture
- 94.29%
Expense Ratio
TASVX has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TASVX ranks 85 for risk / return — in the top 85% 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 Small-Cap Value Fund (TASVX) 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.
| TASVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.03 | 2.78 | +2.25 |
| Martin ratioReturn relative to average drawdown | 17.12 | 12.44 | +4.68 |
Dividends
Dividend History
PGIM Quant Solutions Small-Cap Value Fund provided a 1.09% dividend yield over the last twelve months, with an annual payout of $0.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.25 | $0.25 | $4.48 | $0.63 | $3.57 | $0.32 | $0.22 | $0.47 | $1.61 | $2.71 | $0.40 | $7.40 |
Dividend yield | 1.09% | 1.29% | 26.54% | 3.43% | 22.08% | 1.46% | 1.38% | 2.81% | 10.87% | 13.42% | 1.83% | 45.04% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions Small-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 | $0.25 | $0.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.48 | $4.48 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.57 | $3.57 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
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 Small-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 Small-Cap Value Fund was 59.79%, occurring on Mar 23, 2020. Recovery took 231 trading sessions.
The current PGIM Quant Solutions Small-Cap Value Fund drawdown is 0.04%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -59.79%Mar 2020 | 1y 7mo | 11mo 6d | 2y 6moAug 2018 - Feb 2021 |
Financial crisis2007–2009 | -53.70%Mar 2009 | 1y 9mo | 1y 9mo | 3y 6moJun 2007 - Dec 2010 |
1998 bear market1998 | -35.87%Oct 1998 | 5mo 18d | 1y 11mo | 2y 4moApr 1998 - Sep 2000 |
2003 bear market2003 | -29.61%Mar 2003 | 10mo 13d | 5mo 24d | 1y 4moMay 2002 - Sep 2003 |
2011 bear market2011 | -25.02%Oct 2011 | 5mo 4d | 5mo 25d | 10mo 29dMay 2011 - Mar 2012 |
Drawdown Indicators
| TASVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.79% | -56.78% | -3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -9.10% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -18.90% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -25.43% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -59.79% | -33.92% | -25.87% |
Current DrawdownCurrent decline from peak | -0.04% | -1.80% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -10.71% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.03% | +0.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with TASVX
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