SUVZX vs. SVAIX
SUVZX (PGIM Quant Solutions Large-Cap Value Fund) and SVAIX (Federated Hermes Strategic Value Dividend Fund) are both Large Cap Value Equities funds. Over the past 10 years, SUVZX returned 12.80%/yr vs 8.07%/yr for SVAIX. A 0.78 correlation means they provide meaningful diversification when combined. SUVZX charges 0.80%/yr vs 0.81%/yr for SVAIX.
Performance
SUVZX vs. SVAIX - Performance Comparison
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Returns By Period
In the year-to-date period, SUVZX achieves a 16.36% return, which is significantly higher than SVAIX's 8.76% return. Over the past 10 years, SUVZX has outperformed SVAIX with an annualized return of 12.80%, while SVAIX has yielded a comparatively lower 8.07% annualized return.
SUVZX
- 1D
- 0.56%
- 1M
- 3.08%
- YTD
- 16.36%
- 6M
- 15.24%
- 1Y
- 33.06%
- 3Y*
- 23.96%
- 5Y*
- 14.51%
- 10Y*
- 12.80%
SVAIX
- 1D
- -0.58%
- 1M
- -2.42%
- YTD
- 8.76%
- 6M
- 8.76%
- 1Y
- 19.98%
- 3Y*
- 14.42%
- 5Y*
- 10.82%
- 10Y*
- 8.07%
SUVZX vs. SVAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUVZX PGIM Quant Solutions Large-Cap Value Fund | 16.36% | 17.92% | 29.20% | 9.39% | -6.46% | 31.08% | -6.15% | 28.63% | -14.99% | 15.87% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 8.76% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 15.10% |
Correlation
The correlation between SUVZX and SVAIX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2005 | 0.78 |
Over the past year, the correlation between SUVZX and SVAIX has dropped to 0.46 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
SUVZX vs. SVAIX — Risk / Return Rank
SUVZX
SVAIX
SUVZX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Large-Cap Value Fund (SUVZX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.
| SUVZX | SVAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.39 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.81 | 5.36 | +0.45 |
| Martin ratioReturn relative to average drawdown | 22.91 | 14.47 | +8.43 |
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Drawdowns
SUVZX vs. SVAIX - Drawdown Comparison
The maximum SUVZX drawdown since its inception was -60.47%, which is greater than SVAIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for SUVZX and SVAIX.
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Drawdown Indicators
| SUVZX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.47% | -50.62% | -9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.75% | -4.66% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -12.64% | -3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -16.13% | -5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -46.82% | -36.53% | -10.29% |
Current DrawdownCurrent decline from peak | -0.83% | -3.52% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -9.69% | -7.69% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.66% | -0.20% |
Volatility
SUVZX vs. SVAIX - Volatility Comparison
PGIM Quant Solutions Large-Cap Value Fund (SUVZX) and Federated Hermes Strategic Value Dividend Fund (SVAIX) have volatilities of 3.95% and 4.00%, 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
| SUVZX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.00% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 7.85% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 10.75% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.91% | 13.68% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 15.47% | +5.60% |
SUVZX vs. SVAIX - Expense Ratio Comparison
SUVZX has a 0.80% expense ratio, which is lower than SVAIX's 0.81% expense ratio.
Dividends
SUVZX vs. SVAIX - Dividend Comparison
SUVZX's dividend yield for the trailing twelve months is around 14.31%, more than SVAIX's 6.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUVZX PGIM Quant Solutions Large-Cap Value Fund | 14.31% | 16.65% | 31.72% | 3.81% | 10.19% | 9.27% | 2.09% | 10.08% | 14.33% | 9.58% | 4.35% | 18.27% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 6.05% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
Frequently Asked Questions
SUVZX and SVAIX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVAIX has higher volatility (4.00%) compared to SUVZX (3.95%). In terms of maximum drawdown, SUVZX dropped -60.47% vs SVAIX's -50.62%.
SUVZX currently has the higher Sharpe Ratio (2.97 vs 2.32), 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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