JSIVX vs. PRVIX
Compare and contrast key facts about Janus Henderson Small Cap Value Fund (JSIVX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
JSIVX is managed by Janus Henderson. It was launched on Feb 14, 1985. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
JSIVX vs. PRVIX - Performance Comparison
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JSIVX vs. PRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSIVX Janus Henderson Small Cap Value Fund | 1.27% | 7.86% | 15.40% | 13.47% | -9.75% | 22.89% | -6.64% | 26.31% | -13.05% | 12.91% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 1.00% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
Returns By Period
In the year-to-date period, JSIVX achieves a 1.27% return, which is significantly higher than PRVIX's 1.00% return. Over the past 10 years, JSIVX has underperformed PRVIX with an annualized return of 8.37%, while PRVIX has yielded a comparatively higher 10.74% annualized return.
JSIVX
- 1D
- -0.32%
- 1M
- -7.28%
- YTD
- 1.27%
- 6M
- 4.27%
- 1Y
- 15.88%
- 3Y*
- 12.38%
- 5Y*
- 6.58%
- 10Y*
- 8.37%
PRVIX
- 1D
- -0.92%
- 1M
- -6.73%
- YTD
- 1.00%
- 6M
- 15.65%
- 1Y
- 29.88%
- 3Y*
- 15.16%
- 5Y*
- 6.86%
- 10Y*
- 10.74%
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JSIVX vs. PRVIX - Expense Ratio Comparison
JSIVX has a 0.81% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
JSIVX vs. PRVIX — Risk / Return Rank
JSIVX
PRVIX
JSIVX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small Cap Value Fund (JSIVX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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.
| JSIVX | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.30 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.08 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.28 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.93 | -0.99 |
Martin ratioReturn relative to average drawdown | 3.52 | 8.07 | -4.55 |
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
| JSIVX | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.30 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.34 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.51 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.50 | -0.11 |
Correlation
The correlation between JSIVX and PRVIX is 0.95, 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
JSIVX vs. PRVIX - Dividend Comparison
JSIVX's dividend yield for the trailing twelve months is around 4.02%, less than PRVIX's 22.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSIVX Janus Henderson Small Cap Value Fund | 4.02% | 4.07% | 20.33% | 5.34% | 4.94% | 1.84% | 1.15% | 1.11% | 8.15% | 8.74% | 3.76% | 14.24% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.88% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
JSIVX vs. PRVIX - Drawdown Comparison
The maximum JSIVX drawdown since its inception was -46.98%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for JSIVX and PRVIX.
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Drawdown Indicators
| JSIVX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -40.95% | -6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -14.06% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -28.00% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.58% | -40.95% | +0.37% |
Current DrawdownCurrent decline from peak | -9.26% | -8.14% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -8.44% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.65% | +0.22% |
Volatility
JSIVX vs. PRVIX - Volatility Comparison
The current volatility for Janus Henderson Small Cap Value Fund (JSIVX) is 5.23%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that JSIVX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSIVX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 6.11% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 15.98% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.08% | 23.85% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 20.43% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 21.29% | -0.21% |