TASVX vs. FSCCX

Last updated Jun 4, 2026

TASVX (PGIM Quant Solutions Small-Cap Value Fund) and FSCCX (Nuveen Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, TASVX returned 10.68%/yr vs 7.54%/yr for FSCCX. Their correlation of 0.94 suggests significant overlap in exposure. TASVX charges 0.79%/yr vs 0.95%/yr for FSCCX.

Performance

TASVX vs. FSCCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Nuveen Small Cap Value Fund (FSCCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TASVX achieves a 15.17% return, which is significantly higher than FSCCX's 13.50% return. Over the past 10 years, TASVX has outperformed FSCCX with an annualized return of 10.68%, while FSCCX has yielded a comparatively lower 7.54% annualized return.

TASVX

• 1D: 0.74%
• 1M: 1.72%
• YTD: 15.17%
• 6M: 15.28%
• 1Y: 39.38%
• 3Y*: 23.72%
• 5Y*: 10.67%
• 10Y*: 10.68%

FSCCX

• 1D: 0.53%
• 1M: 2.55%
• YTD: 13.50%
• 6M: 11.87%
• 1Y: 23.94%
• 3Y*: 14.98%
• 5Y*: 6.72%
• 10Y*: 7.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TASVX vs. FSCCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TASVX PGIM Quant Solutions Small-Cap Value Fund	15.17%	13.71%	18.76%	16.92%	-11.44%	41.68%	-3.08%	15.56%	-19.00%	6.21%
FSCCX Nuveen Small Cap Value Fund	13.50%	3.21%	14.82%	11.86%	-12.42%	35.38%	-4.21%	17.28%	-20.65%	6.35%

Correlation

The correlation between TASVX and FSCCX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Aug 1, 1994	0.94

The correlation between TASVX and FSCCX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

TASVX vs. FSCCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TASVX

TASVX Risk / Return Rank: 73
TASVX Sharpe Ratio Rank: 67
TASVX Sortino Ratio Rank: 66
TASVX Omega Ratio Rank: 56
TASVX Calmar Ratio Rank: 90
TASVX Martin Ratio Rank: 85

FSCCX

FSCCX Risk / Return Rank: 32
FSCCX Sharpe Ratio Rank: 28
FSCCX Sortino Ratio Rank: 29
FSCCX Omega Ratio Rank: 26
FSCCX Calmar Ratio Rank: 42
FSCCX Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TASVX vs. FSCCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Nuveen Small Cap Value Fund (FSCCX). 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.

	TASVX	FSCCX	Difference
Sharpe ratio Return per unit of total volatility	2.40	1.51	+0.89
Sortino ratio Return per unit of downside risk	3.41	2.25	+1.16
Omega ratio Gain probability vs. loss probability	1.42	1.27	+0.15
Calmar ratio Return relative to maximum drawdown	4.72	2.47	+2.25
Martin ratio Return relative to average drawdown	16.02	7.42	+8.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TASVX vs. FSCCX - Sharpe Ratio Comparison

The current TASVX Sharpe Ratio is 2.40, which is higher than the FSCCX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of TASVX and FSCCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TASVX	FSCCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	1.51	+0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.33	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.32	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.34	+0.17

Drawdowns

TASVX vs. FSCCX - Drawdown Comparison

The maximum TASVX drawdown since its inception was -59.79%, smaller than the maximum FSCCX drawdown of -65.90%. Use the drawdown chart below to compare losses from any high point for TASVX and FSCCX.

Drawdown Indicators

	TASVX	FSCCX	Difference
Max Drawdown Largest peak-to-trough decline	-59.79%	-65.90%	+6.11%
Max Drawdown (1Y) Largest decline over 1 year	-8.75%	-10.36%	+1.61%
Max Drawdown (3Y) Largest decline over 3 years	-23.91%	-24.81%	+0.90%
Max Drawdown (5Y) Largest decline over 5 years	-24.62%	-24.81%	+0.19%
Max Drawdown (10Y) Largest decline over 10 years	-59.79%	-53.80%	-5.99%
Current Drawdown Current decline from peak	-0.50%	-0.55%	+0.05%
Average Drawdown Average peak-to-trough decline	-8.50%	-13.38%	+4.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	3.43%	-0.86%

Volatility

TASVX vs. FSCCX - Volatility Comparison

PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Nuveen Small Cap Value Fund (FSCCX) have volatilities of 4.25% and 4.21%, 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.

Volatility by Period

	TASVX	FSCCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	4.21%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	11.51%	11.10%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	17.21%	16.88%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.61%	20.73%	+1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.46%	23.41%	+3.05%

TASVX vs. FSCCX - Expense Ratio Comparison

TASVX has a 0.79% expense ratio, which is lower than FSCCX's 0.95% expense ratio.

Dividends

TASVX vs. FSCCX - Dividend Comparison

TASVX's dividend yield for the trailing twelve months is around 1.12%, more than FSCCX's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSCCX Nuveen Small Cap Value Fund	0.96%	1.09%	1.52%	1.02%	1.24%	0.52%	0.54%	1.16%	4.21%	1.03%	2.63%	1.80%
TASVX PGIM Quant Solutions Small-Cap Value Fund	1.12%	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

Can I hold both TASVX and FSCCX in my portfolio?

With a correlation of 0.94, TASVX and FSCCX 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.

Which is riskier, TASVX or FSCCX?

TASVX has higher volatility (4.25%) compared to FSCCX (4.21%). In terms of maximum drawdown, TASVX dropped -59.79% vs FSCCX's -65.90%.

Which has better risk-adjusted returns?

TASVX currently has the higher Sharpe Ratio (2.40 vs 1.51), 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.