PEXMX vs. TRVLX
Compare and contrast key facts about T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price Value Fund (TRVLX).
PEXMX is managed by T. Rowe Price. It was launched on Jan 30, 1998. TRVLX is managed by T. Rowe Price.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEXMX or TRVLX.
Key characteristics
| PEXMX | TRVLX | |
|---|---|---|
| YTD Return | 22.21% | 21.29% |
| 1Y Return | 44.35% | 32.74% |
| 3Y Return (Ann) | 1.52% | 6.70% |
| 5Y Return (Ann) | 11.64% | 12.37% |
| 10Y Return (Ann) | 9.95% | 10.12% |
| Sharpe Ratio | 2.42 | 3.19 |
| Sortino Ratio | 3.32 | 4.50 |
| Omega Ratio | 1.42 | 1.59 |
| Calmar Ratio | 1.58 | 3.50 |
| Martin Ratio | 14.10 | 21.00 |
| Ulcer Index | 3.14% | 1.56% |
| Daily Std Dev | 18.33% | 10.29% |
| Max Drawdown | -57.28% | -60.22% |
| Current Drawdown | -1.05% | -0.72% |
Correlation
The correlation between PEXMX and TRVLX is 0.85, 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
PEXMX vs. TRVLX - Performance Comparison
The year-to-date returns for both stocks are quite close, with PEXMX having a 22.21% return and TRVLX slightly lower at 21.29%. Both investments have delivered pretty close results over the past 10 years, with PEXMX having a 9.95% annualized return and TRVLX not far ahead at 10.12%. 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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PEXMX vs. TRVLX - Expense Ratio Comparison
PEXMX has a 0.23% expense ratio, which is lower than TRVLX's 0.65% expense ratio.
Risk-Adjusted Performance
PEXMX vs. TRVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price Value Fund (TRVLX). 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
PEXMX vs. TRVLX - Dividend Comparison
PEXMX's dividend yield for the trailing twelve months is around 0.86%, less than TRVLX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | 0.86% | 1.05% | 1.32% | 0.75% | 0.65% | 1.06% | 1.29% | 1.13% | 1.15% | 0.95% | 1.08% | 0.74% |
TRVLX T. Rowe Price Value Fund | 1.09% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
Drawdowns
PEXMX vs. TRVLX - Drawdown Comparison
The maximum PEXMX drawdown since its inception was -57.28%, roughly equal to the maximum TRVLX drawdown of -60.22%. Use the drawdown chart below to compare losses from any high point for PEXMX and TRVLX. For additional features, visit the drawdowns tool.
Volatility
PEXMX vs. TRVLX - Volatility Comparison
T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a higher volatility of 5.99% compared to T. Rowe Price Value Fund (TRVLX) at 3.54%. This indicates that PEXMX's price experiences larger fluctuations and is considered to be riskier than TRVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.