PortfoliosLab logoPortfoliosLab logo
PPVIX vs. PRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPVIX vs. PRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal SmallCap Value Fund II (PPVIX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PPVIX vs. PRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPVIX
Principal SmallCap Value Fund II
2.19%8.18%16.09%20.00%-9.20%32.00%3.61%23.19%-14.74%6.94%
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, PPVIX achieves a 2.19% return, which is significantly higher than PRVIX's 1.00% return. Both investments have delivered pretty close results over the past 10 years, with PPVIX having a 10.28% annualized return and PRVIX not far ahead at 10.74%.


PPVIX

1D
-0.34%
1M
-6.03%
YTD
2.19%
6M
5.85%
1Y
18.37%
3Y*
14.18%
5Y*
9.16%
10Y*
10.28%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PPVIX vs. PRVIX - Expense Ratio Comparison

PPVIX has a 0.96% expense ratio, which is higher than PRVIX's 0.66% expense ratio.


Return for Risk

PPVIX vs. PRVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PPVIX
PPVIX Risk / Return Rank: 4242
Overall Rank
PPVIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PPVIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PPVIX Omega Ratio Rank: 3939
Omega Ratio Rank
PPVIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
PPVIX Martin Ratio Rank: 4242
Martin Ratio Rank

PRVIX
PRVIX Risk / Return Rank: 7878
Overall Rank
PRVIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PRVIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRVIX Omega Ratio Rank: 7373
Omega Ratio Rank
PRVIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRVIX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPVIX vs. PRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap Value Fund II (PPVIX) 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.


PPVIXPRVIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.30

-0.46

Sortino ratio

Return per unit of downside risk

1.31

2.08

-0.76

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.12

1.93

-0.81

Martin ratio

Return relative to average drawdown

4.32

8.07

-3.76

PPVIX vs. PRVIX - Sharpe Ratio Comparison

The current PPVIX Sharpe Ratio is 0.84, which is lower than the PRVIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PPVIX and PRVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PPVIXPRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.30

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.34

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.51

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.13

Correlation

The correlation between PPVIX and PRVIX is 0.96, 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

PPVIX vs. PRVIX - Dividend Comparison

PPVIX's dividend yield for the trailing twelve months is around 8.69%, less than PRVIX's 22.88% yield.


TTM20252024202320222021202020192018201720162015
PPVIX
Principal SmallCap Value Fund II
8.69%8.88%20.81%3.11%11.81%15.05%0.76%0.88%26.50%6.37%5.98%11.97%
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

PPVIX vs. PRVIX - Drawdown Comparison

The maximum PPVIX drawdown since its inception was -64.79%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for PPVIX and PRVIX.


Loading graphics...

Drawdown Indicators


PPVIXPRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.79%

-40.95%

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-14.06%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

-28.00%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.87%

-40.95%

-4.92%

Current Drawdown

Current decline from peak

-8.03%

-8.14%

+0.11%

Average Drawdown

Average peak-to-trough decline

-9.75%

-8.44%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.65%

+0.10%

Volatility

PPVIX vs. PRVIX - Volatility Comparison

The current volatility for Principal SmallCap Value Fund II (PPVIX) is 4.68%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that PPVIX 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.


Loading graphics...

Volatility by Period


PPVIXPRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

6.11%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

15.98%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

23.85%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

20.43%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

21.29%

+1.36%