TASVX vs. NSDVX

Last updated Jun 25, 2026

TASVX (PGIM Quant Solutions Small-Cap Value Fund) and NSDVX (North Star Dividend Fund) are both Small Cap Value Equities funds. Over the past 10 years, TASVX returned 11.49%/yr vs 7.47%/yr for NSDVX. Their correlation of 0.85 suggests significant overlap in exposure. TASVX charges 0.79%/yr vs 1.37%/yr for NSDVX.

Performance

TASVX vs. NSDVX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with TASVX having a 19.18% return and NSDVX slightly higher at 19.26%. Over the past 10 years, TASVX has outperformed NSDVX with an annualized return of 11.49%, while NSDVX has yielded a comparatively lower 7.47% annualized return.

TASVX

• 1D: -0.09%
• 1M: 4.43%
• YTD: 19.18%
• 6M: 16.72%
• 1Y: 41.03%
• 3Y*: 25.21%
• 5Y*: 11.72%
• 10Y*: 11.49%

NSDVX

• 1D: 1.29%
• 1M: 4.29%
• YTD: 19.26%
• 6M: 17.65%
• 1Y: 22.44%
• 3Y*: 12.50%
• 5Y*: 4.69%
• 10Y*: 7.47%

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

TASVX vs. NSDVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TASVX PGIM Quant Solutions Small-Cap Value Fund	19.18%	13.71%	18.76%	16.92%	-11.44%	41.68%	-3.08%	15.56%	-19.00%	6.21%
NSDVX North Star Dividend Fund	19.26%	-1.31%	9.25%	8.06%	-6.36%	16.16%	6.51%	16.13%	-12.35%	8.27%

Correlation

The correlation between TASVX and NSDVX is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since May 31, 2013	0.85

The correlation between TASVX and NSDVX has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

Return for Risk

TASVX vs. NSDVX — Risk / Return Rank

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

TASVX

TASVX Risk / Return Rank: 86
TASVX Sharpe Ratio Rank: 85
TASVX Sortino Ratio Rank: 84
TASVX Omega Ratio Rank: 76
TASVX Calmar Ratio Rank: 94
TASVX Martin Ratio Rank: 92

NSDVX

NSDVX Risk / Return Rank: 35
NSDVX Sharpe Ratio Rank: 35
NSDVX Sortino Ratio Rank: 38
NSDVX Omega Ratio Rank: 32
NSDVX Calmar Ratio Rank: 39
NSDVX Martin Ratio Rank: 31

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. NSDVX - Risk-Adjusted Trends Comparison

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

	TASVX	NSDVX	Difference
Sharpe ratio: Return per unit of total volatility	2.46	1.54	+0.92
Sortino ratio: Return per unit of downside risk	3.51	2.32	+1.19
Omega ratio: Gain probability vs. loss probability	1.43	1.27	+0.16
Calmar ratio: Return relative to maximum drawdown	4.87	2.19	+2.68
Martin ratio: Return relative to average drawdown	16.59	6.41	+10.18

TASVX vs. NSDVX - Sharpe Ratio Comparison

The current TASVX Sharpe Ratio is 2.46, which is higher than the NSDVX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of TASVX and NSDVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TASVX vs. NSDVX - Drawdown Comparison

The maximum TASVX drawdown since its inception was -59.79%, which is greater than NSDVX's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for TASVX and NSDVX.

Drawdown Indicators

	TASVX	NSDVX	Difference
Max Drawdown Largest peak-to-trough decline	-59.79%	-38.64%	-21.15%
Max Drawdown (1Y) Largest decline over 1 year	-8.75%	-10.48%	+1.73%
Max Drawdown (3Y) Largest decline over 3 years	-23.91%	-16.41%	-7.50%
Max Drawdown (5Y) Largest decline over 5 years	-24.62%	-21.27%	-3.35%
Max Drawdown (10Y) Largest decline over 10 years	-59.79%	-38.64%	-21.15%
Current Drawdown Current decline from peak	-0.09%	-0.16%	+0.07%
Average Drawdown Average peak-to-trough decline	-8.48%	-6.52%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	3.57%	-1.00%

Volatility

TASVX vs. NSDVX - Volatility Comparison

PGIM Quant Solutions Small-Cap Value Fund (TASVX) and North Star Dividend Fund (NSDVX) have volatilities of 4.57% and 4.36%, 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	NSDVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	4.36%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	11.88%	9.67%	+2.21%
Volatility (1Y) Calculated over the trailing 1-year period	17.36%	14.95%	+2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.58%	16.07%	+6.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.42%	17.73%	+8.69%

TASVX vs. NSDVX - Expense Ratio Comparison

TASVX has a 0.79% expense ratio, which is lower than NSDVX's 1.37% expense ratio.

Dividends

TASVX vs. NSDVX - Dividend Comparison

TASVX's dividend yield for the trailing twelve months is around 1.08%, less than NSDVX's 2.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NSDVX North Star Dividend Fund	2.80%	3.45%	7.00%	2.52%	6.57%	3.31%	1.52%	2.64%	6.87%	2.48%	4.67%	3.51%
TASVX PGIM Quant Solutions Small-Cap Value Fund	1.08%	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 NSDVX in my portfolio?

TASVX and NSDVX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TASVX or NSDVX?

TASVX has higher volatility (4.57%) compared to NSDVX (4.36%). In terms of maximum drawdown, TASVX dropped -59.79% vs NSDVX's -38.64%.

Which has better risk-adjusted returns?

TASVX currently has the higher Sharpe Ratio (2.46 vs 1.54), 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.