BSCMX vs. TASVX
BSCMX (Brandes Small Cap Value Fund) and TASVX (PGIM Quant Solutions Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 5 years, BSCMX returned 17.32%/yr vs 13.48%/yr for TASVX. Their correlation of 0.88 means they have usually moved in the same direction. BSCMX charges 0.91%/yr vs 0.79%/yr for TASVX.
Performance
BSCMX vs. TASVX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with BSCMX having a 23.52% return and TASVX slightly lower at 23.39%.
BSCMX
- 1D
- 0.00%
- 1M
- -0.28%
- 6M
- 12.26%
- YTD
- 23.52%
- 1Y
- 46.32%
- 3Y*
- 25.72%
- 5Y*
- 17.32%
- 10Y*
- —
- ALL TIME*
- 14.86%
TASVX
- 1D
- -0.13%
- 1M
- 1.69%
- 6M
- 14.64%
- YTD
- 23.39%
- 1Y
- 46.47%
- 3Y*
- 21.37%
- 5Y*
- 13.48%
- 10Y*
- 11.26%
- ALL TIME*
- 11.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BSCMX vs. TASVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 23.52% | 23.51% | 24.77% | 22.75% | -7.89% | 27.61% | 20.38% | 12.82% | -12.23% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 23.39% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.95% |
Correlation
The correlation between BSCMX and TASVX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2018 | 0.88 |
The correlation between BSCMX and TASVX has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSCMX vs. TASVX — Risk / Return Rank
BSCMX
TASVX
BSCMX vs. TASVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) and PGIM Quant Solutions Small-Cap Value Fund (TASVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BSCMX | TASVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.45 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 4.97 | -0.40 |
| Martin ratioReturn relative to average drawdown | 16.48 | 17.56 | -1.08 |
Loading charts...
Drawdowns
BSCMX vs. TASVX - Drawdown Comparison
The maximum BSCMX drawdown since its inception was -38.12%, smaller than the maximum TASVX drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for BSCMX and TASVX.
Loading charts...
Drawdown Indicators
| BSCMX | TASVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.12% | -59.79% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -8.75% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.34% | -23.91% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -24.62% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.79% | — |
Current DrawdownCurrent decline from peak | -2.18% | -0.97% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -8.46% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.48% | +0.19% |
Volatility
BSCMX vs. TASVX - Volatility Comparison
Brandes Small Cap Value Fund (BSCMX) has a higher volatility of 4.13% compared to PGIM Quant Solutions Small-Cap Value Fund (TASVX) at 3.50%. This indicates that BSCMX's price experiences larger fluctuations and is considered to be riskier than TASVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSCMX | TASVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.50% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 11.47% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 16.79% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 22.37% | -4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.51% | 26.35% | -5.84% |
BSCMX vs. TASVX - Expense Ratio Comparison
BSCMX has a 0.91% expense ratio, which is higher than TASVX's 0.79% expense ratio.
Dividends
BSCMX vs. TASVX - Dividend Comparison
BSCMX's dividend yield for the trailing twelve months is around 3.76%, more than TASVX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 3.76% | 4.54% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% | 0.00% | 0.00% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.05% | 1.29% | 26.54% | 3.43% | 22.08% | 1.46% | 1.38% | 2.81% | 10.87% | 13.42% | 1.83% | 45.04% |
Frequently Asked Questions
BSCMX and TASVX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCMX has higher volatility (4.13%) compared to TASVX (3.50%). In terms of maximum drawdown, BSCMX dropped -38.12% vs TASVX's -59.79%.
TASVX currently has the higher Sharpe Ratio (2.60 vs 2.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BSCMX and TASVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer