LSVVX vs. SUVZX

Last updated Aug 4, 2026

LSVVX (LSV Conservative Value Equity Fund) and SUVZX (PGIM Quant Solutions Large-Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, LSVVX returned 11.26%/yr vs 13.15%/yr for SUVZX. Their 0.98 correlation means they have historically moved very closely together. LSVVX charges 0.35%/yr vs 0.80%/yr for SUVZX.

Performance

LSVVX vs. SUVZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Conservative Value Equity Fund (LSVVX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSVVX achieves a 21.02% return, which is significantly lower than SUVZX's 22.35% return. Over the past 10 years, LSVVX has underperformed SUVZX with an annualized return of 11.26%, while SUVZX has yielded a comparatively higher 13.15% annualized return.

LSVVX

• 1D: 0.35%
• 1M: 3.76%
• 6M: 15.85%
• YTD: 21.02%
• 1Y: 39.58%
• 3Y*: 15.88%
• 5Y*: 11.32%
• 10Y*: 11.26%
• ALL TIME*: 7.19%

SUVZX

• 1D: 0.33%
• 1M: 3.07%
• 6M: 16.41%
• YTD: 22.35%
• 1Y: 38.16%
• 3Y*: 24.37%
• 5Y*: 15.21%
• 10Y*: 13.15%
• ALL TIME*: 8.80%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LSVVX LSV Conservative Value Equity Fund	$0.00	$0.00	$0.00
SUVZX PGIM Quant Solutions Large-Cap Value Fund	$0.00	$0.00	$0.00

LSVVX vs. SUVZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSVVX LSV Conservative Value Equity Fund	21.02%	19.63%	3.97%	12.19%	-4.02%	28.57%	-3.46%	25.29%	-11.10%	16.18%
SUVZX PGIM Quant Solutions Large-Cap Value Fund	22.35%	17.92%	29.20%	9.39%	-6.46%	31.08%	-6.15%	28.63%	-14.99%	15.87%

Correlation

The correlation between LSVVX and SUVZX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Apr 2, 2007	0.98

The correlation between LSVVX and SUVZX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

Return for Risk

LSVVX vs. SUVZX — Risk / Return Rank

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

LSVVX

LSVVX Risk / Return Rank: 98
LSVVX Sharpe Ratio Rank: 99
LSVVX Sortino Ratio Rank: 98
LSVVX Omega Ratio Rank: 96
LSVVX Calmar Ratio Rank: 98
LSVVX Martin Ratio Rank: 98

SUVZX

SUVZX Risk / Return Rank: 98
SUVZX Sharpe Ratio Rank: 98
SUVZX Sortino Ratio Rank: 97
SUVZX Omega Ratio Rank: 96
SUVZX Calmar Ratio Rank: 98
SUVZX Martin Ratio Rank: 98

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.

LSVVX vs. SUVZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Conservative Value Equity Fund (LSVVX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX). 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.

	LSVVX	SUVZX	Difference
Sharpe ratio: Return per unit of total volatility	3.40	3.27	+0.13
Sortino ratio: Return per unit of downside risk	4.81	4.63	+0.19
Omega ratio: Gain probability vs. loss probability	1.62	1.59	+0.03
Calmar ratio: Return relative to maximum drawdown	6.10	6.40	-0.31
Martin ratio: Return relative to average drawdown	24.16	26.62	-2.46

LSVVX vs. SUVZX - Sharpe Ratio Comparison

The current LSVVX Sharpe Ratio is 3.40, which is comparable to the SUVZX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of LSVVX and SUVZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LSVVX vs. SUVZX - Drawdown Comparison

The maximum LSVVX drawdown since its inception was -61.62%, roughly equal to the maximum SUVZX drawdown of -60.47%. Use the drawdown chart below to compare losses from any high point for LSVVX and SUVZX.

Drawdown Indicators

	LSVVX	SUVZX	Difference
Max Drawdown Largest peak-to-trough decline	-61.62%	-60.47%	-1.15%
Max Drawdown (1Y) Largest decline over 1 year	-6.23%	-5.75%	-0.48%
Max Drawdown (3Y) Largest decline over 3 years	-24.61%	-16.29%	-8.32%
Max Drawdown (5Y) Largest decline over 5 years	-24.61%	-21.74%	-2.87%
Max Drawdown (10Y) Largest decline over 10 years	-40.61%	-46.82%	+6.21%
Current Drawdown Current decline from peak	-0.41%	-0.07%	-0.34%
Average Drawdown Average peak-to-trough decline	-12.10%	-9.65%	-2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	1.38%	+0.19%

Volatility

LSVVX vs. SUVZX - Volatility Comparison

LSV Conservative Value Equity Fund (LSVVX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX) have volatilities of 2.67% and 2.60%, 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.

Volatility by Period

	LSVVX	SUVZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	2.60%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	8.53%	-0.39%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	11.29%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	17.81%	-1.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.42%	20.96%	-2.54%

LSVVX vs. SUVZX - Expense Ratio Comparison

LSVVX has a 0.35% expense ratio, which is lower than SUVZX's 0.80% expense ratio.

Dividends

LSVVX vs. SUVZX - Dividend Comparison

LSVVX's dividend yield for the trailing twelve months is around 11.31%, less than SUVZX's 13.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSVVX LSV Conservative Value Equity Fund	11.31%	13.69%	2.45%	6.57%	5.41%	3.67%	2.40%	21.48%	3.91%	1.98%	2.37%	2.38%
SUVZX PGIM Quant Solutions Large-Cap Value Fund	13.61%	16.65%	31.72%	3.81%	10.19%	9.27%	2.09%	10.08%	14.33%	9.58%	4.35%	18.27%

Frequently Asked Questions

Can I hold both LSVVX and SUVZX in my portfolio?

With a correlation of 0.95, LSVVX and SUVZX 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.

Which is riskier, LSVVX or SUVZX?

LSVVX has higher volatility (2.67%) compared to SUVZX (2.60%). In terms of maximum drawdown, LSVVX dropped -61.62% vs SUVZX's -60.47%.

Which has better risk-adjusted returns?

LSVVX currently has the higher Sharpe Ratio (3.40 vs 3.27), 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.