NSDVX vs. TASVX
NSDVX (North Star Dividend Fund) and TASVX (PGIM Quant Solutions Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, NSDVX returned 7.25%/yr vs 11.08%/yr for TASVX. Their correlation of 0.84 means they have usually moved in the same direction. NSDVX charges 1.37%/yr vs 0.79%/yr for TASVX.
Performance
NSDVX vs. TASVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NSDVX achieves a 23.69% return, which is significantly lower than TASVX's 24.97% return. Over the past 10 years, NSDVX has underperformed TASVX with an annualized return of 7.25%, while TASVX has yielded a comparatively higher 11.08% annualized return.
NSDVX
- 1D
- 1.32%
- 1M
- 1.40%
- 6M
- 13.87%
- YTD
- 23.69%
- 1Y
- 27.59%
- 3Y*
- 11.34%
- 5Y*
- 6.60%
- 10Y*
- 7.25%
- ALL TIME*
- 8.15%
TASVX
- 1D
- 1.28%
- 1M
- 3.00%
- 6M
- 15.54%
- YTD
- 24.97%
- 1Y
- 45.20%
- 3Y*
- 21.95%
- 5Y*
- 14.11%
- 10Y*
- 11.08%
- ALL TIME*
- 11.09%
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 |
NSDVX vs. TASVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSDVX North Star Dividend Fund | 23.69% | -1.31% | 9.25% | 8.06% | -6.36% | 16.16% | 6.51% | 16.13% | -12.35% | 8.27% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 24.97% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
Correlation
The correlation between NSDVX and TASVX 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. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 31, 2013 | 0.84 |
The correlation between NSDVX and TASVX has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NSDVX vs. TASVX — Risk / Return Rank
NSDVX
TASVX
NSDVX vs. TASVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Star Dividend Fund (NSDVX) and PGIM Quant Solutions Small-Cap Value Fund (TASVX). 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.
| NSDVX | TASVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.51 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 5.55 | -2.63 |
| Martin ratioReturn relative to average drawdown | 8.72 | 19.61 | -10.89 |
Loading charts...
Drawdowns
NSDVX vs. TASVX - Drawdown Comparison
The maximum NSDVX drawdown since its inception was -38.64%, smaller than the maximum TASVX drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for NSDVX and TASVX.
Loading charts...
Drawdown Indicators
| NSDVX | TASVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.64% | -59.79% | +21.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -8.75% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.41% | -23.91% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.27% | -24.62% | +3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.64% | -59.79% | +21.15% |
Current DrawdownCurrent decline from peak | -0.92% | 0.00% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -8.46% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.47% | +1.03% |
Volatility
NSDVX vs. TASVX - Volatility Comparison
North Star Dividend Fund (NSDVX) has a higher volatility of 3.94% compared to PGIM Quant Solutions Small-Cap Value Fund (TASVX) at 3.66%. This indicates that NSDVX's price experiences larger fluctuations and is considered to be riskier than TASVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NSDVX | TASVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.66% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 11.51% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 16.66% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 22.38% | -6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 26.36% | -8.60% |
NSDVX vs. TASVX - Expense Ratio Comparison
NSDVX has a 1.37% expense ratio, which is higher than TASVX's 0.79% expense ratio.
Dividends
NSDVX vs. TASVX - Dividend Comparison
NSDVX's dividend yield for the trailing twelve months is around 2.72%, more than TASVX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSDVX North Star Dividend Fund | 2.72% | 3.45% | 7.00% | 2.52% | 6.57% | 3.31% | 1.52% | 2.64% | 6.87% | 2.48% | 4.67% | 3.51% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.03% | 1.29% | 26.54% | 3.43% | 22.08% | 1.46% | 1.38% | 2.81% | 10.87% | 13.42% | 1.83% | 45.04% |
Frequently Asked Questions
NSDVX and TASVX 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.
NSDVX has higher volatility (3.94%) compared to TASVX (3.66%). In terms of maximum drawdown, NSDVX dropped -38.64% vs TASVX's -59.79%.
TASVX currently has the higher Sharpe Ratio (2.92 vs 2.09), 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.
Find the right allocation for NSDVX and TASVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer