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FRVLX vs. TASVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRVLX vs. TASVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Small Cap Value Fund (FRVLX) and PGIM Quant Solutions Small-Cap Value Fund (TASVX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

FRVLX
FRVLX Risk / Return Rank: 7878
Overall Rank
FRVLX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FRVLX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FRVLX Omega Ratio Rank: 7373
Omega Ratio Rank
FRVLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRVLX Martin Ratio Rank: 7474
Martin Ratio Rank

TASVX
TASVX Risk / Return Rank: 9696
Overall Rank
TASVX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TASVX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TASVX Omega Ratio Rank: 9393
Omega Ratio Rank
TASVX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TASVX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


FRVLXTASVXDifference
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

FRVLX vs. TASVX - Sharpe Ratio Comparison

The current FRVLX Sharpe Ratio is 1.96, which is lower than the TASVX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of FRVLX and TASVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


FRVLXTASVXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.26%

-8.46%

-1.80%

Ulcer Index

Depth 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


FRVLXTASVXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for FRVLX 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.

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