PPVIX vs. TASVX
PPVIX (Principal SmallCap Value Fund II) and TASVX (PGIM Quant Solutions Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, PPVIX returned 11.05%/yr vs 11.15%/yr for TASVX. Their 0.96 correlation means they have historically moved very closely together. PPVIX charges 0.96%/yr vs 0.79%/yr for TASVX.
Performance
PPVIX vs. TASVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PPVIX achieves a 17.24% return, which is significantly lower than TASVX's 23.55% return. Both investments have delivered pretty close results over the past 10 years, with PPVIX having a 11.05% annualized return and TASVX not far ahead at 11.15%.
PPVIX
- 1D
- 0.07%
- 1M
- 1.28%
- 6M
- 10.38%
- YTD
- 17.24%
- 1Y
- 31.52%
- 3Y*
- 15.45%
- 5Y*
- 11.62%
- 10Y*
- 11.05%
- ALL TIME*
- 9.32%
TASVX
- 1D
- -0.09%
- 1M
- 1.82%
- 6M
- 16.72%
- YTD
- 23.55%
- 1Y
- 46.66%
- 3Y*
- 21.28%
- 5Y*
- 13.51%
- 10Y*
- 11.15%
- ALL TIME*
- 11.06%
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 |
PPVIX vs. TASVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPVIX Principal SmallCap Value Fund II | 17.24% | 8.18% | 16.09% | 20.00% | -9.20% | 32.00% | 3.61% | 23.19% | -14.74% | 6.94% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 23.55% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
Correlation
The correlation between PPVIX and TASVX is 0.95, 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. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2004 | 0.96 |
The correlation between PPVIX and TASVX has been stable across timeframes, ranging from 0.95 to 0.96 - 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
PPVIX vs. TASVX — Risk / Return Rank
PPVIX
TASVX
PPVIX vs. TASVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap Value Fund II (PPVIX) 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.
| PPVIX | TASVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.44 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 4.83 | -1.80 |
| Martin ratioReturn relative to average drawdown | 10.82 | 17.05 | -6.23 |
Loading charts...
Drawdowns
PPVIX vs. TASVX - Drawdown Comparison
The maximum PPVIX drawdown since its inception was -64.79%, which is greater than TASVX's maximum drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for PPVIX and TASVX.
Loading charts...
Drawdown Indicators
| PPVIX | TASVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.79% | -59.79% | -5.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -8.75% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -22.89% | -23.91% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.89% | -24.62% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -45.87% | -59.79% | +13.92% |
Current DrawdownCurrent decline from peak | -0.59% | -0.85% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -9.62% | -8.46% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.48% | +0.11% |
Volatility
PPVIX vs. TASVX - Volatility Comparison
Principal SmallCap Value Fund II (PPVIX) and PGIM Quant Solutions Small-Cap Value Fund (TASVX) have volatilities of 3.40% and 3.49%, 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.
Loading charts...
Volatility by Period
| PPVIX | TASVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.49% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 11.51% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 16.84% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.92% | 22.38% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 26.35% | -3.79% |
PPVIX vs. TASVX - Expense Ratio Comparison
PPVIX has a 0.96% expense ratio, which is higher than TASVX's 0.79% expense ratio.
Dividends
PPVIX vs. TASVX - Dividend Comparison
PPVIX's dividend yield for the trailing twelve months is around 7.58%, more than TASVX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPVIX Principal SmallCap Value Fund II | 7.58% | 8.88% | 20.81% | 3.11% | 11.81% | 15.05% | 0.76% | 0.88% | 26.50% | 6.37% | 5.98% | 11.97% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.05% | 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
With a correlation of 0.95, PPVIX and TASVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TASVX has higher volatility (3.49%) compared to PPVIX (3.40%). In terms of maximum drawdown, PPVIX dropped -64.79% vs TASVX's -59.79%.
TASVX currently has the higher Sharpe Ratio (2.52 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.
Find the right allocation for PPVIX 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