NCBVX vs. FVLKX
Compare and contrast key facts about PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and Fidelity Value Fund Class K (FVLKX).
NCBVX is managed by PGIM. It was launched on Aug 19, 1998. FVLKX is managed by Fidelity. It was launched on May 9, 2008.
Performance
NCBVX vs. FVLKX - Performance Comparison
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Returns By Period
In the year-to-date period, NCBVX achieves a 4.82% return, which is significantly higher than FVLKX's 3.83% return. Over the past 10 years, NCBVX has underperformed FVLKX with an annualized return of 7.05%, while FVLKX has yielded a comparatively higher 11.70% annualized return.
NCBVX
- 1D
- 0.17%
- 1M
- -1.85%
- YTD
- 4.82%
- 6M
- 7.27%
- 1Y
- 26.75%
- 3Y*
- 13.21%
- 5Y*
- 7.05%
- 10Y*
- 7.05%
FVLKX
- 1D
- 0.00%
- 1M
- -4.52%
- YTD
- 3.83%
- 6M
- 7.08%
- 1Y
- 27.93%
- 3Y*
- 15.95%
- 5Y*
- 10.26%
- 10Y*
- 11.70%
NCBVX vs. FVLKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 4.82% | 11.86% | 10.49% | 10.40% | -10.18% | 33.13% | -7.31% | 18.78% | -20.51% | 11.63% |
FVLKX Fidelity Value Fund Class K | 3.83% | 11.37% | 14.64% | 19.65% | -8.91% | 35.38% | 9.41% | 31.92% | -17.56% | 14.09% |
Correlation
The correlation between NCBVX and FVLKX is 0.96 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.
NCBVX vs. FVLKX - Expense Ratio Comparison
NCBVX has a 1.95% expense ratio, which is higher than FVLKX's 0.71% expense ratio.
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Return for Risk
NCBVX vs. FVLKX — Risk / Return Rank
NCBVX
FVLKX
NCBVX vs. FVLKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and Fidelity Value Fund Class K (FVLKX). 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.
| NCBVX | FVLKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.93 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.44 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.48 | +0.08 |
Martin ratioReturn relative to average drawdown | 7.29 | 5.98 | +1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NCBVX | FVLKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.93 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.45 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.04 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.04 | +0.35 |
Drawdowns
NCBVX vs. FVLKX - Drawdown Comparison
The maximum NCBVX drawdown since its inception was -60.64%, smaller than the maximum FVLKX drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for NCBVX and FVLKX.
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Drawdown Indicators
| NCBVX | FVLKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.64% | -90.17% | +29.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -9.86% | +3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.15% | -31.39% | +8.24% |
Max Drawdown (10Y)Largest decline over 10 years | -57.50% | -90.17% | +32.67% |
Current DrawdownCurrent decline from peak | -3.24% | -6.81% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -9.51% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.71% | -0.79% |
Volatility
NCBVX vs. FVLKX - Volatility Comparison
The current volatility for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) is 5.04%, while Fidelity Value Fund Class K (FVLKX) has a volatility of 6.10%. This indicates that NCBVX experiences smaller price fluctuations and is considered to be less risky than FVLKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCBVX | FVLKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 6.10% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 12.04% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 21.75% | -3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 23.03% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 288.87% | -266.20% |
Dividends
NCBVX vs. FVLKX - Dividend Comparison
NCBVX's dividend yield for the trailing twelve months is around 0.65%, less than FVLKX's 9.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 0.65% | 0.68% | 1.03% | 1.59% | 1.17% | 0.74% | 1.60% | 1.93% | 13.70% | 6.69% | 2.83% | 7.89% |
FVLKX Fidelity Value Fund Class K | 9.66% | 10.03% | 20.95% | 3.80% | 7.16% | 9.87% | 1.06% | 3.43% | 16.38% | 3.37% | 1.36% | 11.10% |