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TASVX vs. VBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TASVX vs. VBR - Performance Comparison

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

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TASVX vs. VBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

TASVX
TASVX Risk / Return Rank: 7676
Overall Rank
TASVX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TASVX Sortino Ratio Rank: 7676
Sortino Ratio Rank
TASVX Omega Ratio Rank: 6767
Omega Ratio Rank
TASVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
TASVX Martin Ratio Rank: 7878
Martin Ratio Rank

VBR
VBR Risk / Return Rank: 5151
Overall Rank
VBR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VBR Sortino Ratio Rank: 5252
Sortino Ratio Rank
VBR Omega Ratio Rank: 4949
Omega Ratio Rank
VBR Calmar Ratio Rank: 5151
Calmar Ratio Rank
VBR Martin Ratio Rank: 5555
Martin Ratio Rank
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. 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.


TASVXVBRDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.93

+0.49

Sortino ratio

Return per unit of downside risk

2.03

1.43

+0.60

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

2.24

1.37

+0.87

Martin ratio

Return relative to average drawdown

8.45

5.62

+2.83

TASVX vs. VBR - Sharpe Ratio Comparison

The current TASVX Sharpe Ratio is 1.42, which is higher than the VBR Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TASVX and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TASVXVBRDifference

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.


TTM20252024202320222021202020192018201720162015
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


TASVXVBRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.23%

-5.75%

+0.52%

Average Drawdown

Average peak-to-trough decline

-8.53%

-8.32%

-0.21%

Ulcer Index

Depth 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


TASVXVBRDifference

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%