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PRFDX vs. TRVLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRFDX and TRVLX 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.


-0.50.00.51.00.9

Performance

PRFDX vs. TRVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Value Fund (TRVLX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.75%
-4.65%
PRFDX
TRVLX

Key characteristics

Sharpe Ratio

PRFDX:

1.27

TRVLX:

0.59

Sortino Ratio

PRFDX:

1.82

TRVLX:

0.78

Omega Ratio

PRFDX:

1.23

TRVLX:

1.13

Calmar Ratio

PRFDX:

1.23

TRVLX:

0.51

Martin Ratio

PRFDX:

6.93

TRVLX:

2.69

Ulcer Index

PRFDX:

1.90%

TRVLX:

2.85%

Daily Std Dev

PRFDX:

10.43%

TRVLX:

13.08%

Max Drawdown

PRFDX:

-61.32%

TRVLX:

-60.22%

Current Drawdown

PRFDX:

-6.18%

TRVLX:

-13.85%

Returns By Period

In the year-to-date period, PRFDX achieves a 12.17% return, which is significantly higher than TRVLX's 6.68% return. Over the past 10 years, PRFDX has underperformed TRVLX with an annualized return of 3.30%, while TRVLX has yielded a comparatively higher 8.35% annualized return.


PRFDX

YTD

12.17%

1M

-5.41%

6M

2.75%

1Y

12.84%

5Y*

5.13%

10Y*

3.30%

TRVLX

YTD

6.68%

1M

-12.99%

6M

-4.65%

1Y

7.34%

5Y*

8.80%

10Y*

8.35%

Compare stocks, funds, or ETFs

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


PRFDX vs. TRVLX - Expense Ratio Comparison

PRFDX has a 0.63% expense ratio, which is lower than TRVLX's 0.65% expense ratio.


TRVLX
T. Rowe Price Value Fund
Expense ratio chart for TRVLX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for PRFDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

PRFDX vs. TRVLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) 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.


Sharpe ratio
The chart of Sharpe ratio for PRFDX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.001.270.59
The chart of Sortino ratio for PRFDX, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.001.820.78
The chart of Omega ratio for PRFDX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.13
The chart of Calmar ratio for PRFDX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.230.51
The chart of Martin ratio for PRFDX, currently valued at 6.93, compared to the broader market0.0020.0040.0060.006.932.69
PRFDX
TRVLX

The current PRFDX Sharpe Ratio is 1.27, which is higher than the TRVLX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PRFDX and TRVLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.27
0.59
PRFDX
TRVLX

Dividends

PRFDX vs. TRVLX - Dividend Comparison

PRFDX's dividend yield for the trailing twelve months is around 8.89%, while TRVLX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRFDX
T. Rowe Price Equity Income Fund
8.89%2.09%2.13%1.75%2.18%2.37%2.67%2.01%2.32%2.28%2.01%1.64%
TRVLX
T. Rowe Price Value Fund
0.00%1.33%1.39%0.75%0.68%1.69%1.77%1.31%1.66%2.08%1.24%1.21%

Drawdowns

PRFDX vs. TRVLX - Drawdown Comparison

The maximum PRFDX drawdown since its inception was -61.32%, roughly equal to the maximum TRVLX drawdown of -60.22%. Use the drawdown chart below to compare losses from any high point for PRFDX and TRVLX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.18%
-13.85%
PRFDX
TRVLX

Volatility

PRFDX vs. TRVLX - Volatility Comparison

The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.18%, while T. Rowe Price Value Fund (TRVLX) has a volatility of 8.69%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than TRVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.18%
8.69%
PRFDX
TRVLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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