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T. Rowe Price Small-Cap Value Fund (PRSVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS77957Q1031
CUSIP77957Q103
IssuerT. Rowe Price
Inception DateJun 30, 1988
CategorySmall Cap Blend Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

PRSVX features an expense ratio of 0.78%, falling within the medium range.


Expense ratio chart for PRSVX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


T. Rowe Price Small-Cap Value Fund

Popular comparisons: PRSVX vs. VBR, PRSVX vs. DFSVX, PRSVX vs. BIGRX, PRSVX vs. VEXRX, PRSVX vs. SWSSX, PRSVX vs. VSMAX, PRSVX vs. SCHA, PRSVX vs. VOO, PRSVX vs. PRWCX, PRSVX vs. SOXQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Small-Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%FebruaryMarchAprilMayJuneJuly
2,546.19%
1,958.48%
PRSVX (T. Rowe Price Small-Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

T. Rowe Price Small-Cap Value Fund had a return of 6.89% year-to-date (YTD) and 10.74% in the last 12 months. Over the past 10 years, T. Rowe Price Small-Cap Value Fund had an annualized return of 7.88%, while the S&P 500 had an annualized return of 10.77%, indicating that T. Rowe Price Small-Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.89%15.41%
1 month7.76%0.33%
6 months10.11%13.74%
1 year10.74%21.39%
5 years (annualized)8.18%13.11%
10 years (annualized)7.88%10.77%

Monthly Returns

The table below presents the monthly returns of PRSVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.52%3.05%4.51%-6.03%4.14%-1.19%6.89%
20239.56%-1.35%-7.34%-1.29%-2.79%8.02%6.17%-4.81%-5.45%-5.09%7.56%10.95%12.34%
2022-7.75%0.88%-0.31%-7.34%1.32%-7.82%9.13%-2.42%-8.90%9.06%3.05%-6.92%-18.53%
20210.08%9.45%2.70%3.52%1.15%0.42%-0.86%3.13%-0.78%5.05%-3.53%3.19%25.47%
2020-3.17%-8.82%-21.99%12.12%4.41%3.42%4.83%3.39%-2.89%3.88%13.69%8.53%12.49%
20199.71%4.96%-2.07%4.90%-6.60%6.68%1.32%-4.01%3.13%1.10%2.41%2.78%25.82%
20180.98%-4.24%1.75%1.08%4.06%0.79%2.48%3.58%-1.45%-9.86%1.33%-11.28%-11.58%
2017-0.31%1.58%0.04%1.25%-1.38%2.45%0.81%-0.95%6.06%1.37%3.09%-1.19%13.32%
2016-5.64%1.20%8.04%1.20%1.95%0.98%4.79%2.00%-0.41%-2.33%11.04%3.88%28.91%
2015-4.06%4.03%1.33%-2.05%0.56%0.90%-1.47%-4.10%-2.79%6.62%2.67%-5.84%-4.83%
2014-3.95%4.53%0.55%-2.40%0.18%3.82%-6.04%3.15%-5.66%5.53%-1.00%2.20%0.05%
20136.00%0.84%3.77%-0.62%2.69%-0.99%5.56%-3.52%5.97%3.88%3.78%1.80%32.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PRSVX is 20, indicating that it is in the bottom 20% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PRSVX is 2020
PRSVX (T. Rowe Price Small-Cap Value Fund)
The Sharpe Ratio Rank of PRSVX is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of PRSVX is 1919Sortino Ratio Rank
The Omega Ratio Rank of PRSVX is 1818Omega Ratio Rank
The Calmar Ratio Rank of PRSVX is 2727Calmar Ratio Rank
The Martin Ratio Rank of PRSVX is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PRSVX
Sharpe ratio
The chart of Sharpe ratio for PRSVX, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.000.58
Sortino ratio
The chart of Sortino ratio for PRSVX, currently valued at 1.00, compared to the broader market0.005.0010.001.00
Omega ratio
The chart of Omega ratio for PRSVX, currently valued at 1.11, compared to the broader market1.002.003.004.001.11
Calmar ratio
The chart of Calmar ratio for PRSVX, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.000.37
Martin ratio
The chart of Martin ratio for PRSVX, currently valued at 1.68, compared to the broader market0.0020.0040.0060.0080.00100.001.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current T. Rowe Price Small-Cap Value Fund Sharpe ratio is 0.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of T. Rowe Price Small-Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.58
1.82
PRSVX (T. Rowe Price Small-Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

T. Rowe Price Small-Cap Value Fund granted a 3.06% dividend yield in the last twelve months. The annual payout for that period amounted to $1.70 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.70$1.70$2.53$4.31$1.07$2.20$3.77$2.07$1.70$8.19$3.49$1.56

Dividend yield

3.06%3.27%5.28%6.98%2.03%4.59%9.46%4.22%3.77%22.55%7.46%3.10%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Small-Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.70$1.70
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.53$2.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.31$4.31
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.20$2.20
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.77$3.77
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.07$2.07
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.70$1.70
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.19$8.19
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.49$3.49
2013$1.56$1.56

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-7.37%
-2.86%
PRSVX (T. Rowe Price Small-Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Small-Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price Small-Cap Value Fund was 55.37%, occurring on Mar 9, 2009. Recovery took 444 trading sessions.

The current T. Rowe Price Small-Cap Value Fund drawdown is 7.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.37%Jul 16, 2007415Mar 9, 2009444Dec 9, 2010859
-40.97%Jan 17, 202045Mar 23, 2020162Nov 10, 2020207
-33.99%Apr 23, 1998240Mar 24, 1999695Dec 21, 2001935
-30.01%Oct 10, 1989276Oct 30, 1990312Jan 9, 1992588
-28.17%Nov 9, 2021495Oct 27, 2023

Volatility

Volatility Chart

The current T. Rowe Price Small-Cap Value Fund volatility is 5.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
5.35%
2.76%
PRSVX (T. Rowe Price Small-Cap Value Fund)
Benchmark (^GSPC)