TASVX vs. HWSAX
Compare and contrast key facts about PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
TASVX is managed by PGIM. It was launched on Jan 5, 1993. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
TASVX vs. HWSAX - Performance Comparison
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TASVX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TASVX PGIM Quant Solutions Small-Cap Value Fund | 2.58% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 7.13% | 1.38% | 4.77% | 18.56% | 2.81% | 35.32% | -0.50% | 20.26% | -15.23% | 7.39% |
Returns By Period
In the year-to-date period, TASVX achieves a 2.58% return, which is significantly lower than HWSAX's 7.13% return. Both investments have delivered pretty close results over the past 10 years, with TASVX having a 9.90% annualized return and HWSAX not far behind at 9.77%.
TASVX
- 1D
- -0.51%
- 1M
- -6.03%
- YTD
- 2.58%
- 6M
- 6.79%
- 1Y
- 26.86%
- 3Y*
- 18.96%
- 5Y*
- 9.82%
- 10Y*
- 9.90%
HWSAX
- 1D
- -0.30%
- 1M
- -0.14%
- YTD
- 7.13%
- 6M
- 5.59%
- 1Y
- 16.59%
- 3Y*
- 9.52%
- 5Y*
- 9.01%
- 10Y*
- 9.77%
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TASVX vs. HWSAX - Expense Ratio Comparison
TASVX has a 0.79% expense ratio, which is lower than HWSAX's 1.21% expense ratio.
Return for Risk
TASVX vs. HWSAX — Risk / Return Rank
TASVX
HWSAX
TASVX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). 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 | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.72 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.15 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 0.91 | +0.94 |
Martin ratioReturn relative to average drawdown | 7.00 | 3.37 | +3.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TASVX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.72 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.42 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.40 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.02 |
Correlation
The correlation between TASVX and HWSAX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TASVX vs. HWSAX - Dividend Comparison
TASVX's dividend yield for the trailing twelve months is around 1.26%, more than HWSAX's 0.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.26% | 1.29% | 26.54% | 3.43% | 22.08% | 1.46% | 1.38% | 2.81% | 10.87% | 13.42% | 1.83% | 45.04% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 0.65% | 0.69% | 8.19% | 1.79% | 13.39% | 0.22% | 0.63% | 4.62% | 9.45% | 4.80% | 0.00% | 11.67% |
Drawdowns
TASVX vs. HWSAX - Drawdown Comparison
The maximum TASVX drawdown since its inception was -59.79%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for TASVX and HWSAX.
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Drawdown Indicators
| TASVX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.79% | -72.14% | +12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -16.44% | +2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -26.98% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -59.79% | -53.82% | -5.97% |
Current DrawdownCurrent decline from peak | -7.42% | -2.78% | -4.64% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -11.03% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 4.43% | -0.84% |
Volatility
TASVX vs. HWSAX - Volatility Comparison
PGIM Quant Solutions Small-Cap Value Fund (TASVX) has a higher volatility of 5.64% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.15%. This indicates that TASVX's price experiences larger fluctuations and is considered to be riskier than HWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TASVX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 4.15% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 12.90% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 23.98% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 21.70% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.47% | 24.64% | +1.83% |