TASVX vs. VBR
Compare and contrast key facts about PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Vanguard Small-Cap Value ETF (VBR).
TASVX is managed by PGIM. It was launched on Jan 5, 1993. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
TASVX vs. VBR - Performance Comparison
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TASVX vs. VBR - 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% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, TASVX achieves a 5.01% return, which is significantly higher than VBR's 3.59% return. Both investments have delivered pretty close results over the past 10 years, with TASVX having a 10.16% annualized return and VBR not far behind at 10.14%.
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%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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TASVX vs. VBR - Expense Ratio Comparison
TASVX has a 0.79% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
TASVX vs. VBR — Risk / Return Rank
TASVX
VBR
TASVX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Vanguard Small-Cap Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.93 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.43 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.37 | +0.87 |
Martin ratioReturn relative to average drawdown | 8.45 | 5.62 | +2.83 |
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 | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.93 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.39 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.47 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.09 |
Correlation
The correlation between TASVX and VBR is 0.96, 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. VBR - Dividend Comparison
TASVX's dividend yield for the trailing twelve months is around 1.23%, less than VBR's 1.90% 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
TASVX vs. VBR - Drawdown Comparison
The maximum TASVX drawdown since its inception was -59.79%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for TASVX and VBR.
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Drawdown Indicators
| TASVX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.79% | -61.98% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -14.18% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -24.19% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -59.79% | -45.28% | -14.51% |
Current DrawdownCurrent decline from peak | -5.23% | -5.75% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -8.32% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.46% | +0.14% |
Volatility
TASVX vs. VBR - Volatility Comparison
PGIM Quant Solutions Small-Cap Value Fund (TASVX) has a higher volatility of 6.17% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that TASVX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TASVX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 5.40% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 11.29% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 20.64% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 19.85% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.48% | 21.73% | +4.75% |