NCBVX vs. HOMPX
Compare and contrast key facts about PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and HW Opportunities MP Fund (HOMPX).
NCBVX is managed by PGIM. It was launched on Aug 19, 1998. HOMPX is managed by Hotchkis & Wiley. It was launched on Jan 27, 2021.
Performance
NCBVX vs. HOMPX - Performance Comparison
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Returns By Period
In the year-to-date period, NCBVX achieves a 4.82% return, which is significantly lower than HOMPX's 6.32% 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%
HOMPX
- 1D
- -0.43%
- 1M
- 0.81%
- YTD
- 6.32%
- 6M
- 5.49%
- 1Y
- 25.32%
- 3Y*
- 13.82%
- 5Y*
- 10.77%
- 10Y*
- —
NCBVX vs. HOMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 4.82% | 11.86% | 10.49% | 10.40% | -10.18% | 28.48% |
HOMPX HW Opportunities MP Fund | 6.32% | 11.44% | 3.87% | 29.55% | -5.23% | 29.85% |
Correlation
The correlation between NCBVX and HOMPX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
NCBVX vs. HOMPX - Expense Ratio Comparison
NCBVX has a 1.95% expense ratio, which is higher than HOMPX's 0.00% expense ratio.
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Return for Risk
NCBVX vs. HOMPX — Risk / Return Rank
NCBVX
HOMPX
NCBVX vs. HOMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and HW Opportunities MP Fund (HOMPX). 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 | HOMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.87 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.31 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.30 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.29 | 5.15 | +2.14 |
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 | HOMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.87 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.56 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.73 | -0.33 |
Drawdowns
NCBVX vs. HOMPX - Drawdown Comparison
The maximum NCBVX drawdown since its inception was -60.64%, which is greater than HOMPX's maximum drawdown of -23.25%. Use the drawdown chart below to compare losses from any high point for NCBVX and HOMPX.
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Drawdown Indicators
| NCBVX | HOMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.64% | -23.25% | -37.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -9.67% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.15% | -23.25% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -57.50% | — | — |
Current DrawdownCurrent decline from peak | -3.24% | -0.98% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -4.55% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.57% | -0.65% |
Volatility
NCBVX vs. HOMPX - Volatility Comparison
PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) has a higher volatility of 5.04% compared to HW Opportunities MP Fund (HOMPX) at 4.35%. This indicates that NCBVX's price experiences larger fluctuations and is considered to be riskier than HOMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCBVX | HOMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 4.35% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 11.17% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 19.96% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 19.17% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 19.16% | +3.51% |
Dividends
NCBVX vs. HOMPX - Dividend Comparison
NCBVX's dividend yield for the trailing twelve months is around 0.65%, less than HOMPX's 3.40% 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% |
HOMPX HW Opportunities MP Fund | 3.40% | 3.61% | 9.48% | 6.79% | 1.89% | 1.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |