BIGRX vs. PRSVX
Compare and contrast key facts about American Century Disciplined Core Value Fund (BIGRX) and T. Rowe Price Small-Cap Value Fund (PRSVX).
BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990. PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGRX or PRSVX.
Key characteristics
| BIGRX | PRSVX | |
|---|---|---|
| YTD Return | 4.58% | -2.00% |
| 1Y Return | 16.74% | 14.30% |
| 3Y Return (Ann) | 2.49% | -1.13% |
| 5Y Return (Ann) | 8.21% | 5.88% |
| 10Y Return (Ann) | 8.46% | 7.12% |
| Sharpe Ratio | 1.38 | 0.63 |
| Daily Std Dev | 10.87% | 18.57% |
| Max Drawdown | -58.04% | -55.37% |
| Current Drawdown | -5.38% | -15.07% |
Correlation
The correlation between BIGRX and PRSVX is 0.78, 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.
Performance
BIGRX vs. PRSVX - Performance Comparison
In the year-to-date period, BIGRX achieves a 4.58% return, which is significantly higher than PRSVX's -2.00% return. Over the past 10 years, BIGRX has outperformed PRSVX with an annualized return of 8.46%, while PRSVX has yielded a comparatively lower 7.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIGRX vs. PRSVX - Expense Ratio Comparison
BIGRX has a 0.65% expense ratio, which is lower than PRSVX's 0.78% expense ratio.
Risk-Adjusted Performance
BIGRX vs. PRSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Disciplined Core Value Fund (BIGRX) and T. Rowe Price Small-Cap Value Fund (PRSVX). 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.
Dividends
BIGRX vs. PRSVX - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 1.48%, less than PRSVX's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 1.48% | 1.55% | 2.22% | 28.04% | 16.19% | 3.90% | 12.86% | 9.32% | 3.91% | 9.22% | 7.48% | 2.02% |
PRSVX T. Rowe Price Small-Cap Value Fund | 3.34% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 4.22% | 3.77% | 22.55% | 7.46% | 3.10% |
Drawdowns
BIGRX vs. PRSVX - Drawdown Comparison
The maximum BIGRX drawdown since its inception was -58.04%, roughly equal to the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for BIGRX and PRSVX. For additional features, visit the drawdowns tool.
Volatility
BIGRX vs. PRSVX - Volatility Comparison
The current volatility for American Century Disciplined Core Value Fund (BIGRX) is 3.32%, while T. Rowe Price Small-Cap Value Fund (PRSVX) has a volatility of 4.56%. This indicates that BIGRX experiences smaller price fluctuations and is considered to be less risky than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.