TASVX vs. TASCX
TASVX (PGIM Quant Solutions Small-Cap Value Fund) and TASCX (Third Avenue Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, TASVX returned 11.15%/yr vs 10.94%/yr for TASCX. Their correlation of 0.89 means they have usually moved in the same direction. TASVX charges 0.79%/yr vs 1.15%/yr for TASCX.
Performance
TASVX vs. TASCX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TASVX having a 23.55% return and TASCX slightly lower at 22.73%. Both investments have delivered pretty close results over the past 10 years, with TASVX having a 11.15% annualized return and TASCX not far behind at 10.94%.
TASVX
- 1D
- -0.09%
- 1M
- 1.82%
- 6M
- 16.72%
- YTD
- 23.55%
- 1Y
- 46.66%
- 3Y*
- 21.28%
- 5Y*
- 13.51%
- 10Y*
- 11.15%
- ALL TIME*
- 11.06%
TASCX
- 1D
- -0.16%
- 1M
- 0.92%
- 6M
- 17.49%
- YTD
- 22.73%
- 1Y
- 37.93%
- 3Y*
- 15.38%
- 5Y*
- 13.00%
- 10Y*
- 10.94%
- ALL TIME*
- 9.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TASVX vs. TASCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TASVX PGIM Quant Solutions Small-Cap Value Fund | 23.55% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
TASCX Third Avenue Small Cap Value Fund | 22.73% | 14.79% | 3.04% | 22.49% | -1.87% | 25.92% | -2.96% | 22.92% | -12.55% | 8.89% |
Correlation
The correlation between TASVX and TASCX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 1997 | 0.89 |
The correlation between TASVX and TASCX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
TASVX vs. TASCX — Risk / Return Rank
TASVX
TASCX
TASVX vs. TASCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Third Avenue Small Cap Value Fund (TASCX). 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 | TASCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.46 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 5.69 | -0.86 |
| Martin ratioReturn relative to average drawdown | 17.05 | 18.55 | -1.50 |
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Drawdowns
TASVX vs. TASCX - Drawdown Comparison
The maximum TASVX drawdown since its inception was -59.79%, roughly equal to the maximum TASCX drawdown of -58.55%. Use the drawdown chart below to compare losses from any high point for TASVX and TASCX.
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Drawdown Indicators
| TASVX | TASCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.79% | -58.55% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.29% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -30.26% | +6.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -30.26% | +5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -59.79% | -40.45% | -19.34% |
Current DrawdownCurrent decline from peak | -0.85% | -2.28% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -8.46% | -8.57% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.93% | +0.55% |
Volatility
TASVX vs. TASCX - Volatility Comparison
PGIM Quant Solutions Small-Cap Value Fund (TASVX) has a higher volatility of 3.49% compared to Third Avenue Small Cap Value Fund (TASCX) at 2.88%. This indicates that TASVX's price experiences larger fluctuations and is considered to be riskier than TASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TASVX | TASCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.88% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 8.80% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 14.05% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 25.26% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.35% | 24.05% | +2.30% |
TASVX vs. TASCX - Expense Ratio Comparison
TASVX has a 0.79% expense ratio, which is lower than TASCX's 1.15% expense ratio.
Dividends
TASVX vs. TASCX - Dividend Comparison
TASVX's dividend yield for the trailing twelve months is around 1.05%, less than TASCX's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TASCX Third Avenue Small Cap Value Fund | 3.08% | 3.78% | 11.87% | 14.38% | 5.40% | 8.55% | 1.50% | 7.75% | 12.67% | 13.61% | 9.15% | 14.70% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.05% | 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
TASVX and TASCX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TASVX has higher volatility (3.49%) compared to TASCX (2.88%). In terms of maximum drawdown, TASVX dropped -59.79% vs TASCX's -58.55%.
TASCX currently has the higher Sharpe Ratio (2.56 vs 2.52), 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.
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