PortfoliosLab logoPortfoliosLab logo
PRDSX vs. VLEOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRDSX vs. VLEOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Value Line Small Cap Opportunities Fund (VLEOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRDSX vs. VLEOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
-4.64%17.44%12.97%21.15%-22.49%11.15%23.85%32.75%-6.91%22.12%
VLEOX
Value Line Small Cap Opportunities Fund
-1.31%6.27%14.23%22.01%-19.12%15.16%26.65%25.32%-4.97%17.66%

Returns By Period

In the year-to-date period, PRDSX achieves a -4.64% return, which is significantly lower than VLEOX's -1.31% return. Both investments have delivered pretty close results over the past 10 years, with PRDSX having a 10.82% annualized return and VLEOX not far behind at 10.66%.


PRDSX

1D
-2.18%
1M
-10.24%
YTD
-4.64%
6M
3.04%
1Y
21.87%
3Y*
12.67%
5Y*
4.85%
10Y*
10.82%

VLEOX

1D
-1.31%
1M
-9.46%
YTD
-1.31%
6M
0.46%
1Y
13.46%
3Y*
10.24%
5Y*
5.21%
10Y*
10.66%
*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.


PRDSX vs. VLEOX - Expense Ratio Comparison

PRDSX has a 0.78% expense ratio, which is lower than VLEOX's 1.16% expense ratio.


Return for Risk

PRDSX vs. VLEOX — Risk / Return Rank

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

PRDSX
PRDSX Risk / Return Rank: 5555
Overall Rank
PRDSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRDSX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PRDSX Omega Ratio Rank: 4747
Omega Ratio Rank
PRDSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PRDSX Martin Ratio Rank: 5858
Martin Ratio Rank

VLEOX
VLEOX Risk / Return Rank: 3333
Overall Rank
VLEOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VLEOX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VLEOX Omega Ratio Rank: 2626
Omega Ratio Rank
VLEOX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VLEOX Martin Ratio Rank: 3636
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.

PRDSX vs. VLEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Value Line Small Cap Opportunities Fund (VLEOX). 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.


PRDSXVLEOXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.69

+0.24

Sortino ratio

Return per unit of downside risk

1.48

1.16

+0.32

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.44

1.04

+0.39

Martin ratio

Return relative to average drawdown

5.56

3.84

+1.72

PRDSX vs. VLEOX - Sharpe Ratio Comparison

The current PRDSX Sharpe Ratio is 0.93, which is higher than the VLEOX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PRDSX and VLEOX, 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


PRDSXVLEOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.69

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.27

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.54

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.53

-0.17

Correlation

The correlation between PRDSX and VLEOX 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

PRDSX vs. VLEOX - Dividend Comparison

PRDSX's dividend yield for the trailing twelve months is around 13.31%, more than VLEOX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
PRDSX
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund
13.31%12.70%7.96%2.43%3.72%13.97%2.91%4.12%4.53%0.10%0.02%1.83%
VLEOX
Value Line Small Cap Opportunities Fund
6.48%6.40%0.09%0.82%2.76%6.00%8.02%23.60%15.87%3.64%5.40%14.55%

Drawdowns

PRDSX vs. VLEOX - Drawdown Comparison

The maximum PRDSX drawdown since its inception was -58.95%, which is greater than VLEOX's maximum drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for PRDSX and VLEOX.


Loading graphics...

Drawdown Indicators


PRDSXVLEOXDifference

Max Drawdown

Largest peak-to-trough decline

-58.95%

-55.86%

-3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-10.86%

-2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-30.68%

-2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

-35.30%

-2.31%

Current Drawdown

Current decline from peak

-12.08%

-10.58%

-1.50%

Average Drawdown

Average peak-to-trough decline

-14.23%

-9.52%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.96%

+0.46%

Volatility

PRDSX vs. VLEOX - Volatility Comparison

T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a higher volatility of 7.45% compared to Value Line Small Cap Opportunities Fund (VLEOX) at 6.26%. This indicates that PRDSX's price experiences larger fluctuations and is considered to be riskier than VLEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRDSXVLEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

6.26%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

11.83%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

19.58%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.36%

19.24%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

19.93%

+1.53%