PortfoliosLab logo
T. Rowe Price Value Fund (TRVLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US7795781035

CUSIP

779578103

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

TRVLX has an expense ratio of 0.65%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

T. Rowe Price Value Fund (TRVLX) returned 4.24% year-to-date (YTD) and 7.36% over the past 12 months. Over the past 10 years, TRVLX returned 9.36% annually, underperforming the S&P 500 benchmark at 10.88%.


TRVLX

YTD

4.24%

1M

4.08%

6M

-2.94%

1Y

7.36%

3Y*

8.91%

5Y*

14.92%

10Y*

9.36%

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.18%1.15%-1.12%-3.60%2.79%4.24%
20241.31%4.80%5.28%-2.77%2.92%-1.11%3.45%3.06%0.22%-1.23%6.07%-7.14%14.98%
20232.85%-2.98%-0.23%2.29%-3.29%5.80%3.59%-2.43%-2.91%-2.56%7.37%4.85%12.16%
2022-4.71%-1.14%3.20%-6.46%0.62%-6.79%4.81%-2.74%-8.16%9.20%4.89%-3.10%-11.37%
20210.22%6.61%4.94%5.01%2.32%-1.20%1.97%3.40%-4.65%6.86%-3.90%5.67%29.86%
2020-1.50%-9.42%-16.19%9.63%4.21%1.02%5.56%4.80%-2.43%1.30%12.82%3.78%10.48%
20197.36%3.57%1.15%3.37%-5.01%6.58%0.95%-0.17%1.85%-0.84%2.35%2.94%26.20%
20184.64%-4.30%-2.25%0.00%0.05%-0.11%2.90%0.69%-0.21%-5.09%3.32%-8.70%-9.44%
20171.16%4.17%-0.39%0.62%0.79%1.98%1.53%-0.35%2.14%2.28%3.65%-0.04%18.89%
2016-6.18%0.78%6.36%0.16%1.62%-0.22%3.41%0.45%0.21%-1.29%3.84%1.77%10.93%
2015-3.81%5.43%-0.51%1.06%1.47%-2.18%0.17%-6.49%-3.71%8.09%0.47%-0.88%-1.74%
2014-2.43%4.19%1.95%0.63%2.21%2.44%-2.55%3.87%-2.01%1.56%2.77%0.09%13.16%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TRVLX is 44, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TRVLX is 4444
Overall Rank
The Sharpe Ratio Rank of TRVLX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TRVLX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of TRVLX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of TRVLX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TRVLX is 4949
Martin 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 Value Fund (TRVLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

T. Rowe Price Value Fund Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 0.47
  • 5-Year: 0.97
  • 10-Year: 0.53
  • All Time: 0.56

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of T. Rowe Price Value Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

T. Rowe Price Value Fund provided a 8.15% dividend yield over the last twelve months, with an annual payout of $3.79 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$3.79$3.79$1.24$3.89$5.22$0.96$0.64$3.39$2.69$1.03$2.74$3.52

Dividend yield

8.15%8.50%2.97%10.09%10.92%2.33%1.69%11.09%7.21%3.06%8.77%10.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.79$3.79
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24$1.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.89$3.89
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.22$5.22
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.96
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.39$3.39
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.69$2.69
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03$1.03
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.74$2.74
2014$3.52$3.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price 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 Value Fund was 60.22%, occurring on Mar 9, 2009. Recovery took 903 trading sessions.

The current T. Rowe Price Value Fund drawdown is 3.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.22%Jul 16, 2007415Mar 9, 2009903Oct 5, 20121318
-38.65%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-36.52%May 22, 2001344Oct 9, 2002313Jan 8, 2004657
-21.99%Apr 23, 199893Aug 31, 1998159Apr 9, 1999252
-21.5%Jul 19, 1999165Mar 7, 2000170Nov 7, 2000335
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...