GVEQX vs. PRWAX
Compare and contrast key facts about Government Street Equity Fund (GVEQX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
GVEQX is managed by Leavell. It was launched on Jun 18, 1991. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
GVEQX vs. PRWAX - Performance Comparison
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GVEQX vs. PRWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GVEQX Government Street Equity Fund | -2.89% | 19.40% | 30.96% | 20.83% | -17.25% | 29.20% | 22.30% | 35.61% | -8.59% | 22.41% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -9.59% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
Returns By Period
In the year-to-date period, GVEQX achieves a -2.89% return, which is significantly higher than PRWAX's -9.59% return. Over the past 10 years, GVEQX has underperformed PRWAX with an annualized return of 14.38%, while PRWAX has yielded a comparatively higher 17.31% annualized return.
GVEQX
- 1D
- 3.20%
- 1M
- -5.87%
- YTD
- -2.89%
- 6M
- -1.72%
- 1Y
- 21.48%
- 3Y*
- 20.17%
- 5Y*
- 12.95%
- 10Y*
- 14.38%
PRWAX
- 1D
- 3.16%
- 1M
- -6.00%
- YTD
- -9.59%
- 6M
- -0.70%
- 1Y
- 19.69%
- 3Y*
- 20.03%
- 5Y*
- 10.67%
- 10Y*
- 17.31%
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GVEQX vs. PRWAX - Expense Ratio Comparison
GVEQX has a 0.85% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Return for Risk
GVEQX vs. PRWAX — Risk / Return Rank
GVEQX
PRWAX
GVEQX vs. PRWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Government Street Equity Fund (GVEQX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.
| GVEQX | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.03 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.66 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.28 | +0.67 |
Martin ratioReturn relative to average drawdown | 8.00 | 4.75 | +3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GVEQX | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.03 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.60 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.92 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.60 | -0.08 |
Correlation
The correlation between GVEQX and PRWAX is 0.90, 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
GVEQX vs. PRWAX - Dividend Comparison
GVEQX's dividend yield for the trailing twelve months is around 2.87%, less than PRWAX's 18.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVEQX Government Street Equity Fund | 2.87% | 2.81% | 3.40% | 5.49% | 3.26% | 10.31% | 6.92% | 7.61% | 4.77% | 3.03% | 3.31% | 3.14% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 18.43% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
GVEQX vs. PRWAX - Drawdown Comparison
The maximum GVEQX drawdown since its inception was -54.53%, roughly equal to the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for GVEQX and PRWAX.
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Drawdown Indicators
| GVEQX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.53% | -55.06% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -14.05% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.25% | -29.38% | +5.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.85% | -30.50% | -2.35% |
Current DrawdownCurrent decline from peak | -7.36% | -11.33% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -8.69% | -9.92% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.79% | -0.97% |
Volatility
GVEQX vs. PRWAX - Volatility Comparison
Government Street Equity Fund (GVEQX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX) have volatilities of 6.12% and 6.07%, 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
| GVEQX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 6.07% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 12.83% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.08% | 19.62% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 17.93% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 18.84% | -1.04% |