NCBVX vs. AMDVX

Last updated Aug 4, 2026

NCBVX (PGIM Quant Solutions Mid-Cap Value Fund) and AMDVX (American Century Mid Cap Value R6) are both Mid Cap Value Equities funds. Over the past 10 years, NCBVX returned 8.33%/yr vs 9.92%/yr for AMDVX. Their correlation of 0.93 means they have usually moved in the same direction. NCBVX charges 1.95%/yr vs 0.63%/yr for AMDVX.

Performance

NCBVX vs. AMDVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and American Century Mid Cap Value R6 (AMDVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NCBVX achieves a 22.32% return, which is significantly higher than AMDVX's 15.53% return. Over the past 10 years, NCBVX has underperformed AMDVX with an annualized return of 8.33%, while AMDVX has yielded a comparatively higher 9.92% annualized return.

NCBVX

• 1D: -0.26%
• 1M: 2.76%
• 6M: 16.30%
• YTD: 22.32%
• 1Y: 34.74%
• 3Y*: 15.65%
• 5Y*: 9.84%
• 10Y*: 8.33%
• ALL TIME*: 8.72%

AMDVX

• 1D: -0.24%
• 1M: 2.11%
• 6M: 10.45%
• YTD: 15.53%
• 1Y: 21.41%
• 3Y*: 11.69%
• 5Y*: 9.10%
• 10Y*: 9.92%
• ALL TIME*: 10.12%

*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)
AMDVX American Century Mid Cap Value R6	$0.00	$0.00	$0.00
NCBVX PGIM Quant Solutions Mid-Cap Value Fund	$0.00	$0.00	$0.00

NCBVX vs. AMDVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NCBVX PGIM Quant Solutions Mid-Cap Value Fund	22.32%	11.86%	10.49%	10.40%	-10.18%	33.13%	-7.31%	18.78%	-20.51%	11.63%
AMDVX American Century Mid Cap Value R6	15.53%	9.21%	8.87%	6.54%	-0.35%	23.83%	1.99%	29.32%	-12.18%	11.95%

Correlation

The correlation between NCBVX and AMDVX is 0.83, 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.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.88
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (10Y) Provides a long-term view across more market conditions.	0.93
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.93

The correlation between NCBVX and AMDVX shifts across timeframes, from 0.83 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

Return for Risk

NCBVX vs. AMDVX — Risk / Return Rank

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

NCBVX

NCBVX Risk / Return Rank: 94
NCBVX Sharpe Ratio Rank: 94
NCBVX Sortino Ratio Rank: 93
NCBVX Omega Ratio Rank: 88
NCBVX Calmar Ratio Rank: 97
NCBVX Martin Ratio Rank: 97

AMDVX

AMDVX Risk / Return Rank: 68
AMDVX Sharpe Ratio Rank: 72
AMDVX Sortino Ratio Rank: 75
AMDVX Omega Ratio Rank: 66
AMDVX Calmar Ratio Rank: 71
AMDVX Martin Ratio Rank: 56

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.

NCBVX vs. AMDVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and American Century Mid Cap Value R6 (AMDVX). 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.

	NCBVX	AMDVX	Difference
Sharpe ratio: Return per unit of total volatility	2.53	1.74	+0.79
Sortino ratio: Return per unit of downside risk	3.64	2.64	+1.01
Omega ratio: Gain probability vs. loss probability	1.45	1.31	+0.14
Calmar ratio: Return relative to maximum drawdown	5.28	2.43	+2.84
Martin ratio: Return relative to average drawdown	19.86	7.99	+11.86

NCBVX vs. AMDVX - Sharpe Ratio Comparison

The current NCBVX Sharpe Ratio is 2.53, which is higher than the AMDVX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of NCBVX and AMDVX, 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

NCBVX vs. AMDVX - Drawdown Comparison

The maximum NCBVX drawdown since its inception was -60.64%, which is greater than AMDVX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for NCBVX and AMDVX.

Drawdown Indicators

	NCBVX	AMDVX	Difference
Max Drawdown Largest peak-to-trough decline	-60.64%	-39.21%	-21.43%
Max Drawdown (1Y) Largest decline over 1 year	-6.31%	-8.47%	+2.16%
Max Drawdown (3Y) Largest decline over 3 years	-21.27%	-14.50%	-6.77%
Max Drawdown (5Y) Largest decline over 5 years	-23.15%	-16.96%	-6.19%
Max Drawdown (10Y) Largest decline over 10 years	-57.50%	-39.21%	-18.29%
Current Drawdown Current decline from peak	-0.98%	-1.34%	+0.36%
Average Drawdown Average peak-to-trough decline	-9.05%	-3.94%	-5.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	2.57%	-0.89%

Volatility

NCBVX vs. AMDVX - Volatility Comparison

The current volatility for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) is 2.95%, while American Century Mid Cap Value R6 (AMDVX) has a volatility of 3.44%. This indicates that NCBVX experiences smaller price fluctuations and is considered to be less risky than AMDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NCBVX	AMDVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	3.44%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	8.64%	+1.08%
Volatility (1Y) Calculated over the trailing 1-year period	13.15%	11.83%	+1.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.65%	14.57%	+4.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.56%	17.39%	+5.17%

NCBVX vs. AMDVX - Expense Ratio Comparison

NCBVX has a 1.95% expense ratio, which is higher than AMDVX's 0.63% expense ratio.

Dividends

NCBVX vs. AMDVX - Dividend Comparison

NCBVX's dividend yield for the trailing twelve months is around 0.56%, less than AMDVX's 13.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMDVX American Century Mid Cap Value R6	13.02%	14.83%	9.13%	5.59%	15.97%	16.32%	2.14%	1.79%	15.04%	9.85%	4.38%	11.43%
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

Can I hold both NCBVX and AMDVX in my portfolio?

NCBVX and AMDVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NCBVX or AMDVX?

AMDVX has higher volatility (3.44%) compared to NCBVX (2.95%). In terms of maximum drawdown, NCBVX dropped -60.64% vs AMDVX's -39.21%.

Which has better risk-adjusted returns?

NCBVX currently has the higher Sharpe Ratio (2.53 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.