TASVX vs. SSCVX
Compare and contrast key facts about PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Columbia Select Small Cap Value Fund (SSCVX).
TASVX is managed by PGIM. It was launched on Jan 5, 1993. SSCVX is managed by Columbia. It was launched on Apr 25, 1997.
Performance
TASVX vs. SSCVX - Performance Comparison
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TASVX vs. SSCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TASVX PGIM Quant Solutions Small-Cap Value Fund | 5.01% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
SSCVX Columbia Select Small Cap Value Fund | 8.57% | 5.46% | 12.33% | 12.47% | -15.35% | 31.25% | 9.61% | 18.76% | -13.70% | 12.65% |
Returns By Period
In the year-to-date period, TASVX achieves a 5.01% return, which is significantly lower than SSCVX's 8.57% return. Over the past 10 years, TASVX has outperformed SSCVX with an annualized return of 10.16%, while SSCVX has yielded a comparatively lower 8.60% annualized return.
TASVX
- 1D
- 2.36%
- 1M
- -3.81%
- YTD
- 5.01%
- 6M
- 9.31%
- 1Y
- 29.85%
- 3Y*
- 19.89%
- 5Y*
- 10.04%
- 10Y*
- 10.16%
SSCVX
- 1D
- 2.61%
- 1M
- -5.48%
- YTD
- 8.57%
- 6M
- 8.91%
- 1Y
- 25.62%
- 3Y*
- 12.15%
- 5Y*
- 5.98%
- 10Y*
- 8.60%
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TASVX vs. SSCVX - Expense Ratio Comparison
TASVX has a 0.79% expense ratio, which is lower than SSCVX's 1.28% expense ratio.
Return for Risk
TASVX vs. SSCVX — Risk / Return Rank
TASVX
SSCVX
TASVX vs. SSCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Columbia Select Small Cap Value Fund (SSCVX). 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 | SSCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.13 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.68 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.68 | +0.56 |
Martin ratioReturn relative to average drawdown | 8.45 | 6.89 | +1.56 |
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 | SSCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.13 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.28 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.37 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.32 | +0.18 |
Correlation
The correlation between TASVX and SSCVX is 0.91, 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. SSCVX - Dividend Comparison
TASVX's dividend yield for the trailing twelve months is around 1.23%, less than SSCVX's 10.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.23% | 1.29% | 26.54% | 3.43% | 22.08% | 1.46% | 1.38% | 2.81% | 10.87% | 13.42% | 1.83% | 45.04% |
SSCVX Columbia Select Small Cap Value Fund | 10.10% | 10.96% | 20.45% | 6.56% | 4.62% | 6.64% | 6.45% | 0.12% | 7.59% | 13.50% | 6.18% | 12.44% |
Drawdowns
TASVX vs. SSCVX - Drawdown Comparison
The maximum TASVX drawdown since its inception was -59.79%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for TASVX and SSCVX.
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Drawdown Indicators
| TASVX | SSCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.79% | -65.34% | +5.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -15.41% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -29.22% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -59.79% | -48.87% | -10.92% |
Current DrawdownCurrent decline from peak | -5.23% | -5.48% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -11.91% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.75% | -0.15% |
Volatility
TASVX vs. SSCVX - Volatility Comparison
PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Columbia Select Small Cap Value Fund (SSCVX) have volatilities of 6.17% and 6.40%, 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
| TASVX | SSCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 6.40% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 12.75% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 22.93% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 21.21% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.48% | 23.45% | +3.03% |