RYMMX vs. TASVX
RYMMX (Rydex S&P MidCap 400 Pure Value Fund) and TASVX (PGIM Quant Solutions Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, RYMMX returned 9.83%/yr vs 11.15%/yr for TASVX. Their correlation of 0.93 means they have usually moved in the same direction. RYMMX charges 2.26%/yr vs 0.79%/yr for TASVX.
Performance
RYMMX vs. TASVX - Performance Comparison
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Returns By Period
In the year-to-date period, RYMMX achieves a 17.49% return, which is significantly lower than TASVX's 23.55% return. Over the past 10 years, RYMMX has underperformed TASVX with an annualized return of 9.83%, while TASVX has yielded a comparatively higher 11.15% annualized return.
RYMMX
- 1D
- 0.53%
- 1M
- 5.59%
- 6M
- 12.45%
- YTD
- 17.49%
- 1Y
- 25.59%
- 3Y*
- 10.78%
- 5Y*
- 9.75%
- 10Y*
- 9.83%
- ALL TIME*
- 7.16%
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 |
RYMMX vs. TASVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMMX Rydex S&P MidCap 400 Pure Value Fund | 17.49% | 5.11% | 3.49% | 26.78% | -6.06% | 30.05% | 5.74% | 20.83% | -19.66% | 12.28% |
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 RYMMX and TASVX is 0.81, 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. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.93 |
The correlation between RYMMX and TASVX shifts across timeframes, from 0.81 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYMMX vs. TASVX — Risk / Return Rank
RYMMX
TASVX
RYMMX vs. TASVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P MidCap 400 Pure Value Fund (RYMMX) 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.
| RYMMX | TASVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.44 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 4.83 | -3.21 |
| Martin ratioReturn relative to average drawdown | 5.02 | 17.05 | -12.03 |
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Drawdowns
RYMMX vs. TASVX - Drawdown Comparison
The maximum RYMMX drawdown since its inception was -73.49%, which is greater than TASVX's maximum drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for RYMMX and TASVX.
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Drawdown Indicators
| RYMMX | TASVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -59.79% | -13.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -8.75% | -3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -25.11% | -23.91% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -24.62% | -0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -54.43% | -59.79% | +5.36% |
Current DrawdownCurrent decline from peak | 0.00% | -0.85% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -8.46% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 2.48% | +1.61% |
Volatility
RYMMX vs. TASVX - Volatility Comparison
The current volatility for Rydex S&P MidCap 400 Pure Value Fund (RYMMX) is 3.11%, while PGIM Quant Solutions Small-Cap Value Fund (TASVX) has a volatility of 3.49%. This indicates that RYMMX experiences smaller price fluctuations and is considered to be less risky than TASVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMMX | TASVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.49% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 11.51% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 16.84% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.65% | 22.38% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.86% | 26.35% | -1.49% |
RYMMX vs. TASVX - Expense Ratio Comparison
RYMMX has a 2.26% expense ratio, which is higher than TASVX's 0.79% expense ratio.
Dividends
RYMMX vs. TASVX - Dividend Comparison
RYMMX's dividend yield for the trailing twelve months is around 0.16%, less than TASVX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYMMX Rydex S&P MidCap 400 Pure Value Fund | 0.16% | 0.18% | 8.21% | 0.48% | 17.90% | 6.82% | 0.05% | 0.00% | 3.84% | 1.94% | 0.22% | 0.30% |
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
RYMMX and TASVX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TASVX has higher volatility (3.49%) compared to RYMMX (3.11%). In terms of maximum drawdown, RYMMX dropped -73.49% vs TASVX's -59.79%.
TASVX currently has the higher Sharpe Ratio (2.52 vs 1.20), 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.
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