TASVX vs. VSIIX
Compare and contrast key facts about PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
TASVX is managed by PGIM. It was launched on Jan 5, 1993. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Performance
TASVX vs. VSIIX - Performance Comparison
Loading graphics...
TASVX vs. VSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TASVX PGIM Quant Solutions Small-Cap Value Fund | 2.58% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 3.11% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, TASVX achieves a 2.58% return, which is significantly lower than VSIIX's 3.11% return. Both investments have delivered pretty close results over the past 10 years, with TASVX having a 9.90% annualized return and VSIIX not far ahead at 10.09%.
TASVX
- 1D
- -0.51%
- 1M
- -5.53%
- YTD
- 2.58%
- 6M
- 6.85%
- 1Y
- 27.43%
- 3Y*
- 18.96%
- 5Y*
- 9.82%
- 10Y*
- 9.90%
VSIIX
- 1D
- 2.29%
- 1M
- -5.20%
- YTD
- 3.11%
- 6M
- 4.83%
- 1Y
- 18.58%
- 3Y*
- 13.37%
- 5Y*
- 7.56%
- 10Y*
- 10.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TASVX vs. VSIIX - Expense Ratio Comparison
TASVX has a 0.79% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Return for Risk
TASVX vs. VSIIX — Risk / Return Rank
TASVX
VSIIX
TASVX vs. VSIIX - 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 Index Fund Institutional Shares (VSIIX). 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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.92 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.42 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.37 | +0.48 |
Martin ratioReturn relative to average drawdown | 7.00 | 5.63 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TASVX | VSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.92 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.38 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.46 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.43 | +0.06 |
Correlation
The correlation between TASVX and VSIIX 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. VSIIX - Dividend Comparison
TASVX's dividend yield for the trailing twelve months is around 1.26%, less than VSIIX's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.26% | 1.29% | 26.54% | 3.43% | 22.08% | 1.46% | 1.38% | 2.81% | 10.87% | 13.42% | 1.83% | 45.04% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.91% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Drawdowns
TASVX vs. VSIIX - Drawdown Comparison
The maximum TASVX drawdown since its inception was -59.79%, roughly equal to the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for TASVX and VSIIX.
Loading graphics...
Drawdown Indicators
| TASVX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.79% | -62.05% | +2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -14.16% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -24.09% | -0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -59.79% | -45.38% | -14.41% |
Current DrawdownCurrent decline from peak | -7.42% | -6.14% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -8.57% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.44% | +0.15% |
Volatility
TASVX vs. VSIIX - Volatility Comparison
PGIM Quant Solutions Small-Cap Value Fund (TASVX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) have volatilities of 5.64% and 5.53%, 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.
Loading graphics...
Volatility by Period
| TASVX | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.53% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 11.24% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 20.68% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 19.85% | +2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.47% | 21.83% | +4.64% |