TASVX vs. SDMZX
Compare and contrast key facts about PGIM Quant Solutions Small-Cap Value Fund (TASVX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX).
TASVX is managed by PGIM. It was launched on Jan 5, 1993. SDMZX is managed by PGIM. It was launched on Dec 23, 2013.
Performance
TASVX vs. SDMZX - Performance Comparison
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TASVX vs. SDMZX - 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.15% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 7.92% | 0.95% | 3.96% |
Returns By Period
In the year-to-date period, TASVX achieves a 2.58% return, which is significantly higher than SDMZX's -0.15% return. Over the past 10 years, TASVX has outperformed SDMZX with an annualized return of 9.90%, while SDMZX has yielded a comparatively lower 3.14% annualized return.
TASVX
- 1D
- -0.51%
- 1M
- -5.53%
- YTD
- 2.58%
- 6M
- 6.85%
- 1Y
- 27.43%
- 3Y*
- 18.96%
- 5Y*
- 9.82%
- 10Y*
- 9.90%
SDMZX
- 1D
- 0.11%
- 1M
- -0.89%
- YTD
- -0.15%
- 6M
- 1.04%
- 1Y
- 4.37%
- 3Y*
- 5.45%
- 5Y*
- 2.69%
- 10Y*
- 3.14%
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TASVX vs. SDMZX - Expense Ratio Comparison
TASVX has a 0.79% expense ratio, which is higher than SDMZX's 0.46% expense ratio.
Return for Risk
TASVX vs. SDMZX — Risk / Return Rank
TASVX
SDMZX
TASVX vs. SDMZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Small-Cap Value Fund (TASVX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX). 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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 2.11 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.86 | 3.67 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.51 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 3.30 | -1.45 |
Martin ratioReturn relative to average drawdown | 7.00 | 13.37 | -6.38 |
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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.11 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.18 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 1.28 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.22 | -0.73 |
Correlation
The correlation between TASVX and SDMZX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TASVX vs. SDMZX - Dividend Comparison
TASVX's dividend yield for the trailing twelve months is around 1.26%, less than SDMZX's 4.29% 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.29% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
Drawdowns
TASVX vs. SDMZX - Drawdown Comparison
The maximum TASVX drawdown since its inception was -59.79%, which is greater than SDMZX's maximum drawdown of -9.76%. Use the drawdown chart below to compare losses from any high point for TASVX and SDMZX.
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Drawdown Indicators
| TASVX | SDMZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.79% | -9.76% | -50.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -1.44% | -12.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -8.51% | -16.11% |
Max Drawdown (10Y)Largest decline over 10 years | -59.79% | -9.76% | -50.03% |
Current DrawdownCurrent decline from peak | -7.42% | -1.11% | -6.31% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -1.00% | -7.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 0.36% | +3.23% |
Volatility
TASVX vs. SDMZX - Volatility Comparison
PGIM Quant Solutions Small-Cap Value Fund (TASVX) has a higher volatility of 5.64% compared to PGIM Short Duration Multi-Sector Bond Fund (SDMZX) at 0.70%. This indicates that TASVX's price experiences larger fluctuations and is considered to be riskier than SDMZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TASVX | SDMZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 0.70% | +4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 1.41% | +10.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 2.11% | +19.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 2.30% | +20.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.47% | 2.46% | +24.01% |