NDVIX vs. PRVIX
Compare and contrast key facts about MFS New Discovery Value Fund (NDVIX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
NDVIX is managed by MFS. It was launched on May 26, 2011. 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
NDVIX vs. PRVIX - Performance Comparison
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NDVIX vs. PRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | -1.01% | 2.38% | 9.34% | 11.20% | -10.79% | 33.58% | 3.65% | 33.65% | -11.13% | 14.54% |
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, NDVIX achieves a -1.01% return, which is significantly lower than PRVIX's 1.00% return. Over the past 10 years, NDVIX has underperformed PRVIX with an annualized return of 9.67%, while PRVIX has yielded a comparatively higher 10.74% annualized return.
NDVIX
- 1D
- -1.01%
- 1M
- -8.22%
- YTD
- -1.01%
- 6M
- -0.89%
- 1Y
- 7.23%
- 3Y*
- 6.96%
- 5Y*
- 4.64%
- 10Y*
- 9.67%
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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NDVIX vs. PRVIX - Expense Ratio Comparison
NDVIX has a 0.93% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
NDVIX vs. PRVIX — Risk / Return Rank
NDVIX
PRVIX
NDVIX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS New Discovery Value Fund (NDVIX) 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.
| NDVIX | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 1.30 | -0.95 |
Sortino ratioReturn per unit of downside risk | 0.64 | 2.08 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.28 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.93 | -1.55 |
Martin ratioReturn relative to average drawdown | 1.40 | 8.07 | -6.68 |
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
| NDVIX | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 1.30 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.34 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.51 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.50 | -0.03 |
Correlation
The correlation between NDVIX 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
NDVIX vs. PRVIX - Dividend Comparison
NDVIX's dividend yield for the trailing twelve months is around 10.87%, less than PRVIX's 22.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | 10.87% | 10.76% | 6.57% | 6.24% | 8.27% | 9.36% | 1.93% | 4.80% | 8.09% | 5.14% | 4.40% | 2.70% |
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
NDVIX vs. PRVIX - Drawdown Comparison
The maximum NDVIX drawdown since its inception was -44.03%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for NDVIX and PRVIX.
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Drawdown Indicators
| NDVIX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -40.95% | -3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -14.06% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -28.00% | +2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -44.03% | -40.95% | -3.08% |
Current DrawdownCurrent decline from peak | -10.44% | -8.14% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -8.44% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 3.65% | +0.56% |
Volatility
NDVIX vs. PRVIX - Volatility Comparison
The current volatility for MFS New Discovery Value Fund (NDVIX) is 5.66%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that NDVIX 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
| NDVIX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 6.11% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 15.98% | -4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 23.85% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 20.43% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 21.29% | +0.50% |