FRVLX vs. TASVX
FRVLX (Franklin Small Cap Value Fund) and TASVX (PGIM Quant Solutions Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, FRVLX returned 10.18%/yr vs 11.08%/yr for TASVX. Their correlation of 0.93 means they have usually moved in the same direction. FRVLX charges 1.00%/yr vs 0.79%/yr for TASVX.
Performance
FRVLX vs. TASVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FRVLX having a 24.04% return and TASVX slightly higher at 24.97%. Over the past 10 years, FRVLX has underperformed TASVX with an annualized return of 10.18%, while TASVX has yielded a comparatively higher 11.08% annualized return.
FRVLX
- 1D
- 1.17%
- 1M
- 2.94%
- 6M
- 12.62%
- YTD
- 24.04%
- 1Y
- 33.67%
- 3Y*
- 16.18%
- 5Y*
- 9.63%
- 10Y*
- 10.18%
- ALL TIME*
- 9.45%
TASVX
- 1D
- 1.28%
- 1M
- 3.00%
- 6M
- 15.54%
- YTD
- 24.97%
- 1Y
- 45.20%
- 3Y*
- 21.95%
- 5Y*
- 14.11%
- 10Y*
- 11.08%
- ALL TIME*
- 11.09%
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 |
FRVLX vs. TASVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 24.04% | 7.36% | 13.16% | 12.81% | -10.25% | 22.51% | 5.45% | 26.08% | -12.92% | 9.91% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 24.97% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
Correlation
The correlation between FRVLX and TASVX is 0.90, 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. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 1996 | 0.93 |
The correlation between FRVLX and TASVX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
FRVLX vs. TASVX — Risk / Return Rank
FRVLX
TASVX
FRVLX vs. TASVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) 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.
| FRVLX | TASVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.51 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 5.55 | -2.62 |
| Martin ratioReturn relative to average drawdown | 9.99 | 19.61 | -9.62 |
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Drawdowns
FRVLX vs. TASVX - Drawdown Comparison
The maximum FRVLX drawdown since its inception was -60.27%, roughly equal to the maximum TASVX drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for FRVLX and TASVX.
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Drawdown Indicators
| FRVLX | TASVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -59.79% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -8.75% | -3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | -23.91% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -24.62% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -44.10% | -59.79% | +15.69% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -8.46% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.47% | +1.06% |
Volatility
FRVLX vs. TASVX - Volatility Comparison
Franklin Small Cap Value Fund (FRVLX) and PGIM Quant Solutions Small-Cap Value Fund (TASVX) have volatilities of 3.83% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRVLX | TASVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.66% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 11.51% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 16.66% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 22.38% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.80% | 26.36% | -3.56% |
FRVLX vs. TASVX - Expense Ratio Comparison
FRVLX has a 1.00% expense ratio, which is higher than TASVX's 0.79% expense ratio.
Dividends
FRVLX vs. TASVX - Dividend Comparison
FRVLX's dividend yield for the trailing twelve months is around 6.44%, more than TASVX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 6.44% | 7.99% | 8.45% | 4.54% | 3.21% | 7.55% | 2.20% | 6.31% | 18.48% | 8.06% | 4.76% | 11.04% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.03% | 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
With a correlation of 0.90, FRVLX and TASVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FRVLX has higher volatility (3.83%) compared to TASVX (3.66%). In terms of maximum drawdown, FRVLX dropped -60.27% vs TASVX's -59.79%.
TASVX currently has the higher Sharpe Ratio (2.92 vs 1.96), 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.
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