NCBVX vs. MVCKX
Compare and contrast key facts about PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and MFS Mid Cap Value Fund Class R6 (MVCKX).
NCBVX is managed by PGIM. It was launched on Aug 19, 1998. MVCKX is an actively managed fund by MFS. It was launched on Feb 1, 2013.
Performance
NCBVX vs. MVCKX - 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 MVCKX's 1.76% return. Over the past 10 years, NCBVX has underperformed MVCKX with an annualized return of 7.05%, while MVCKX has yielded a comparatively higher 9.08% 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%
MVCKX
- 1D
- 0.13%
- 1M
- -4.68%
- YTD
- 1.76%
- 6M
- 2.17%
- 1Y
- 16.20%
- 3Y*
- 9.04%
- 5Y*
- 6.40%
- 10Y*
- 9.08%
NCBVX vs. MVCKX - 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% |
MVCKX MFS Mid Cap Value Fund Class R6 | 1.76% | 6.47% | 6.80% | 12.92% | -8.62% | 30.93% | 4.40% | 31.11% | -11.35% | 13.83% |
Correlation
The correlation between NCBVX and MVCKX 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. MVCKX - Expense Ratio Comparison
NCBVX has a 1.95% expense ratio, which is higher than MVCKX's 0.62% expense ratio.
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Return for Risk
NCBVX vs. MVCKX — Risk / Return Rank
NCBVX
MVCKX
NCBVX vs. MVCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and MFS Mid Cap Value Fund Class R6 (MVCKX). 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 | MVCKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.53 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.87 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.12 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.82 | +0.74 |
Martin ratioReturn relative to average drawdown | 7.29 | 3.17 | +4.11 |
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 | MVCKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.53 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.37 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.47 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
Drawdowns
NCBVX vs. MVCKX - Drawdown Comparison
The maximum NCBVX drawdown since its inception was -60.64%, which is greater than MVCKX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for NCBVX and MVCKX.
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Drawdown Indicators
| NCBVX | MVCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.64% | -42.75% | -17.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -9.36% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.15% | -25.96% | +2.81% |
Max Drawdown (10Y)Largest decline over 10 years | -57.50% | -42.75% | -14.75% |
Current DrawdownCurrent decline from peak | -3.24% | -6.72% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -5.30% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.49% | -0.57% |
Volatility
NCBVX vs. MVCKX - Volatility Comparison
PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and MFS Mid Cap Value Fund Class R6 (MVCKX) have volatilities of 5.04% and 5.15%, 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.
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Volatility by Period
| NCBVX | MVCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 5.15% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 10.19% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 18.66% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 17.53% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 19.38% | +3.29% |
Dividends
NCBVX vs. MVCKX - Dividend Comparison
NCBVX's dividend yield for the trailing twelve months is around 0.65%, less than MVCKX's 8.13% 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% |
MVCKX MFS Mid Cap Value Fund Class R6 | 8.13% | 8.27% | 3.87% | 3.00% | 5.44% | 5.88% | 1.12% | 2.32% | 6.65% | 3.68% | 0.06% | 4.87% |