JASCX vs. TASVX
JASCX (James Small Cap Fund) and TASVX (PGIM Quant Solutions Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, JASCX returned 9.79%/yr vs 11.15%/yr for TASVX. Their correlation of 0.90 means they have usually moved in the same direction. JASCX charges 1.56%/yr vs 0.79%/yr for TASVX.
Performance
JASCX vs. TASVX - Performance Comparison
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Returns By Period
In the year-to-date period, JASCX achieves a 20.05% return, which is significantly lower than TASVX's 23.55% return. Over the past 10 years, JASCX has underperformed TASVX with an annualized return of 9.79%, while TASVX has yielded a comparatively higher 11.15% annualized return.
JASCX
- 1D
- 1.61%
- 1M
- 0.86%
- 6M
- 13.09%
- YTD
- 20.05%
- 1Y
- 30.79%
- 3Y*
- 20.08%
- 5Y*
- 14.15%
- 10Y*
- 9.79%
- ALL TIME*
- 8.62%
TASVX
- 1D
- -0.09%
- 1M
- 1.82%
- 6M
- 16.72%
- YTD
- 23.55%
- 1Y
- 46.66%
- 3Y*
- 21.28%
- 5Y*
- 13.51%
- 10Y*
- 11.15%
- ALL TIME*
- 11.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JASCX James Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
JASCX vs. TASVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JASCX James Small Cap Fund | 20.05% | 12.66% | 18.11% | 25.15% | -11.68% | 38.79% | -1.12% | 17.82% | -24.57% | 6.34% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 23.55% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
Correlation
The correlation between JASCX 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. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 1998 | 0.90 |
The correlation between JASCX and TASVX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
JASCX vs. TASVX — Risk / Return Rank
JASCX
TASVX
JASCX vs. TASVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Small Cap Fund (JASCX) 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.
| JASCX | TASVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 4.83 | -1.77 |
| Martin ratioReturn relative to average drawdown | 9.33 | 17.05 | -7.72 |
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Drawdowns
JASCX vs. TASVX - Drawdown Comparison
The maximum JASCX drawdown since its inception was -59.21%, roughly equal to the maximum TASVX drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for JASCX and TASVX.
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Drawdown Indicators
| JASCX | TASVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.21% | -59.79% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -8.75% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -23.91% | +4.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.24% | -24.62% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -52.56% | -59.79% | +7.23% |
Current DrawdownCurrent decline from peak | -0.87% | -0.85% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -8.46% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.48% | +0.50% |
Volatility
JASCX vs. TASVX - Volatility Comparison
James Small Cap Fund (JASCX) has a higher volatility of 4.18% compared to PGIM Quant Solutions Small-Cap Value Fund (TASVX) at 3.49%. This indicates that JASCX'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.
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Volatility by Period
| JASCX | TASVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.49% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 11.51% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 16.84% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 22.38% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 26.35% | -5.21% |
JASCX vs. TASVX - Expense Ratio Comparison
JASCX has a 1.56% expense ratio, which is higher than TASVX's 0.79% expense ratio.
Dividends
JASCX vs. TASVX - Dividend Comparison
JASCX's dividend yield for the trailing twelve months is around 2.82%, more than TASVX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JASCX James Small Cap Fund | 2.82% | 3.39% | 6.62% | 0.58% | 6.51% | 0.28% | 0.52% | 0.00% | 10.24% | 24.98% | 0.48% | 4.40% |
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
JASCX and TASVX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JASCX has higher volatility (4.18%) compared to TASVX (3.49%). In terms of maximum drawdown, JASCX dropped -59.21% vs TASVX's -59.79%.
TASVX currently has the higher Sharpe Ratio (2.52 vs 1.74), 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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