MARFX vs. NCBVX
MARFX (BlackRock Mid-Cap Value Fund) and NCBVX (PGIM Quant Solutions Mid-Cap Value Fund) are both Mid Cap Value Equities funds. Over the past 10 years, MARFX returned 11.28%/yr vs 8.21%/yr for NCBVX. Their correlation of 0.93 means they have usually moved in the same direction. MARFX charges 0.74%/yr vs 1.95%/yr for NCBVX.
Performance
MARFX vs. NCBVX - Performance Comparison
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Returns By Period
In the year-to-date period, MARFX achieves a 16.41% return, which is significantly lower than NCBVX's 22.64% return. Over the past 10 years, MARFX has outperformed NCBVX with an annualized return of 11.28%, while NCBVX has yielded a comparatively lower 8.21% annualized return.
MARFX
- 1D
- -0.34%
- 1M
- 2.02%
- 6M
- 12.75%
- YTD
- 16.41%
- 1Y
- 26.06%
- 3Y*
- 13.00%
- 5Y*
- 9.86%
- 10Y*
- 11.28%
- ALL TIME*
- 9.58%
NCBVX
- 1D
- -0.26%
- 1M
- 3.02%
- 6M
- 17.86%
- YTD
- 22.64%
- 1Y
- 35.08%
- 3Y*
- 15.64%
- 5Y*
- 9.90%
- 10Y*
- 8.21%
- ALL TIME*
- 8.74%
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 |
MARFX vs. NCBVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MARFX BlackRock Mid-Cap Value Fund | 16.41% | 13.68% | 6.71% | 12.58% | -4.06% | 26.43% | 7.21% | 29.57% | -9.55% | 8.79% |
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 22.64% | 11.86% | 10.49% | 10.40% | -10.18% | 33.13% | -7.31% | 18.78% | -20.51% | 11.63% |
Correlation
The correlation between MARFX and NCBVX is 0.92, 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. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 1998 | 0.93 |
The correlation between MARFX and NCBVX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
MARFX vs. NCBVX — Risk / Return Rank
MARFX
NCBVX
MARFX vs. NCBVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Value Fund (MARFX) and PGIM Quant Solutions Mid-Cap Value Fund (NCBVX). 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.
| MARFX | NCBVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.45 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 5.25 | -2.71 |
| Martin ratioReturn relative to average drawdown | 9.83 | 19.75 | -9.91 |
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Drawdowns
MARFX vs. NCBVX - Drawdown Comparison
The maximum MARFX drawdown since its inception was -55.39%, smaller than the maximum NCBVX drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for MARFX and NCBVX.
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Drawdown Indicators
| MARFX | NCBVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -60.64% | +5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -6.31% | -3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -21.27% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.07% | -23.15% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -57.50% | +15.41% |
Current DrawdownCurrent decline from peak | -0.76% | -0.73% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -9.05% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.68% | +0.77% |
Volatility
MARFX vs. NCBVX - Volatility Comparison
BlackRock Mid-Cap Value Fund (MARFX) has a higher volatility of 3.26% compared to PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) at 2.92%. This indicates that MARFX's price experiences larger fluctuations and is considered to be riskier than NCBVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MARFX | NCBVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 2.92% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 9.72% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 13.18% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 18.66% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 22.57% | -3.68% |
MARFX vs. NCBVX - Expense Ratio Comparison
MARFX has a 0.74% expense ratio, which is lower than NCBVX's 1.95% expense ratio.
Dividends
MARFX vs. NCBVX - Dividend Comparison
MARFX's dividend yield for the trailing twelve months is around 9.17%, more than NCBVX's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MARFX BlackRock Mid-Cap Value Fund | 9.17% | 11.33% | 7.46% | 3.70% | 4.50% | 11.16% | 2.13% | 3.95% | 8.41% | 22.19% | 5.43% | 15.72% |
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 0.56% | 0.68% | 1.03% | 1.59% | 1.17% | 0.74% | 1.60% | 1.93% | 13.70% | 6.69% | 2.83% | 7.89% |
Frequently Asked Questions
With a correlation of 0.92, MARFX and NCBVX 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.
MARFX has higher volatility (3.26%) compared to NCBVX (2.92%). In terms of maximum drawdown, MARFX dropped -55.39% vs NCBVX's -60.64%.
NCBVX currently has the higher Sharpe Ratio (2.52 vs 1.83), 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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