NSMVX vs. PRSVX
NSMVX (North Star Micro Cap Fund) and PRSVX (T. Rowe Price Small-Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, NSMVX returned 9.92%/yr vs 11.16%/yr for PRSVX. Their correlation of 0.84 suggests significant overlap in exposure. NSMVX charges 1.30%/yr vs 0.78%/yr for PRSVX.
Performance
NSMVX vs. PRSVX - Performance Comparison
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Returns By Period
In the year-to-date period, NSMVX achieves a 15.76% return, which is significantly lower than PRSVX's 20.14% return. Over the past 10 years, NSMVX has underperformed PRSVX with an annualized return of 9.92%, while PRSVX has yielded a comparatively higher 11.16% annualized return.
NSMVX
- 1D
- -0.58%
- 1M
- 6.06%
- YTD
- 15.76%
- 6M
- 14.36%
- 1Y
- 22.68%
- 3Y*
- 14.15%
- 5Y*
- 1.88%
- 10Y*
- 9.92%
PRSVX
- 1D
- 0.51%
- 1M
- 4.62%
- YTD
- 20.14%
- 6M
- 18.20%
- 1Y
- 34.42%
- 3Y*
- 17.29%
- 5Y*
- 7.05%
- 10Y*
- 11.16%
NSMVX vs. PRSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSMVX North Star Micro Cap Fund | 15.76% | -0.97% | 15.30% | 22.31% | -24.84% | 14.12% | 37.19% | 19.52% | -13.50% | 4.84% |
PRSVX T. Rowe Price Small-Cap Value Fund | 20.14% | 8.31% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
Correlation
The correlation between NSMVX and PRSVX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 31, 2013 | 0.84 |
The correlation between NSMVX and PRSVX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
NSMVX vs. PRSVX — Risk / Return Rank
NSMVX
PRSVX
NSMVX vs. PRSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Star Micro Cap Fund (NSMVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSMVX | PRSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.15 | -2.30 |
| Martin ratioReturn relative to average drawdown | 5.28 | 15.51 | -10.23 |
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Drawdowns
NSMVX vs. PRSVX - Drawdown Comparison
The maximum NSMVX drawdown since its inception was -41.32%, smaller than the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for NSMVX and PRSVX.
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Drawdown Indicators
| NSMVX | PRSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -55.37% | +14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -8.93% | -4.05% |
Max Drawdown (3Y)Largest decline over 3 years | -22.82% | -24.60% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -39.42% | -28.17% | -11.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -40.97% | -0.35% |
Current DrawdownCurrent decline from peak | -0.58% | 0.00% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -7.48% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 2.37% | +2.17% |
Volatility
NSMVX vs. PRSVX - Volatility Comparison
North Star Micro Cap Fund (NSMVX) and T. Rowe Price Small-Cap Value Fund (PRSVX) have volatilities of 5.17% and 5.19%, 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
| NSMVX | PRSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 5.19% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 12.48% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 17.13% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 19.83% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.16% | 21.07% | -0.91% |
NSMVX vs. PRSVX - Expense Ratio Comparison
NSMVX has a 1.30% expense ratio, which is higher than PRSVX's 0.78% expense ratio.
Dividends
NSMVX vs. PRSVX - Dividend Comparison
NSMVX's dividend yield for the trailing twelve months is around 3.21%, less than PRSVX's 9.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSMVX North Star Micro Cap Fund | 3.21% | 3.72% | 2.98% | 0.72% | 0.26% | 3.30% | 0.01% | 0.94% | 7.51% | 3.22% | 3.34% | 5.11% |
PRSVX T. Rowe Price Small-Cap Value Fund | 9.85% | 11.83% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
Frequently Asked Questions
NSMVX and PRSVX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRSVX has higher volatility (5.19%) compared to NSMVX (5.17%). In terms of maximum drawdown, NSMVX dropped -41.32% vs PRSVX's -55.37%.
PRSVX currently has the higher Sharpe Ratio (2.17 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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