TASVX vs. VBR
TASVX (PGIM Quant Solutions Small-Cap Value Fund) and VBR (Vanguard Small-Cap Value ETF) are both Small Cap Value Equities funds. Over the past 10 years, TASVX returned 11.15%/yr vs 10.75%/yr for VBR. Their 0.96 correlation means they have historically moved very closely together. TASVX charges 0.79%/yr vs 0.05%/yr for VBR.
Performance
TASVX vs. VBR - Performance Comparison
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Returns By Period
In the year-to-date period, TASVX achieves a 23.55% return, which is significantly higher than VBR's 16.70% return. Both investments have delivered pretty close results over the past 10 years, with TASVX having a 11.15% annualized return and VBR not far behind at 10.75%.
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%
VBR
- 1D
- -0.20%
- 1M
- 0.58%
- 6M
- 10.78%
- YTD
- 16.70%
- 1Y
- 27.67%
- 3Y*
- 14.39%
- 5Y*
- 9.74%
- 10Y*
- 10.75%
- ALL TIME*
- 9.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $56.96M | $55.85M | $67.93M |
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 | 23.55% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
VBR Vanguard Small-Cap Value ETF | 16.70% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Correlation
The correlation between TASVX and VBR is 0.92, 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. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.96 |
The correlation between TASVX and VBR has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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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.
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 | VBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.31 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 2.93 | +1.90 |
| Martin ratioReturn relative to average drawdown | 17.05 | 10.70 | +6.35 |
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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 | -8.75% | -8.85% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -24.19% | +0.28% |
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 | -0.85% | -1.40% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -8.46% | -8.21% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.42% | +0.06% |
Volatility
TASVX vs. VBR - Volatility Comparison
PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 3.49% and 3.36%, 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 | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.36% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 10.22% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 14.90% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 19.56% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.35% | 21.66% | +4.69% |
TASVX vs. VBR - Expense Ratio Comparison
TASVX has a 0.79% expense ratio, which is higher than VBR's 0.05% expense ratio.
Dividends
TASVX vs. VBR - Dividend Comparison
TASVX's dividend yield for the trailing twelve months is around 1.05%, less than VBR's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 1.77% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
With a correlation of 0.92, TASVX and VBR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TASVX has higher volatility (3.49%) compared to VBR (3.36%). In terms of maximum drawdown, TASVX dropped -59.79% vs VBR's -61.98%.
TASVX currently has the higher Sharpe Ratio (2.52 vs 1.75), 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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