PRFDX vs. TRVLX
Compare and contrast key facts about T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Value Fund (TRVLX).
PRFDX is managed by T. Rowe Price. It was launched on Oct 31, 1985. 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: PRFDX or TRVLX.
Key characteristics
| PRFDX | TRVLX | |
|---|---|---|
| YTD Return | 13.30% | 16.50% |
| 1Y Return | 20.62% | 23.80% |
| 3Y Return (Ann) | 7.68% | 6.08% |
| 5Y Return (Ann) | 11.25% | 12.11% |
| 10Y Return (Ann) | 8.67% | 9.70% |
| Sharpe Ratio | 1.94 | 2.33 |
| Daily Std Dev | 11.20% | 10.60% |
| Max Drawdown | -58.12% | -60.22% |
| Current Drawdown | -0.08% | -0.06% |
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.
Performance
PRFDX vs. TRVLX - Performance Comparison
In the year-to-date period, PRFDX achieves a 13.30% return, which is significantly lower than TRVLX's 16.50% return. Over the past 10 years, PRFDX has underperformed TRVLX with an annualized return of 8.67%, while TRVLX has yielded a comparatively higher 9.70% annualized return. 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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PRFDX vs. TRVLX - Expense Ratio Comparison
PRFDX has a 0.63% expense ratio, which is lower than TRVLX's 0.65% expense ratio.
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.
Dividends
PRFDX vs. TRVLX - Dividend Comparison
PRFDX's dividend yield for the trailing twelve months is around 5.56%, more than TRVLX's 2.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRFDX T. Rowe Price Equity Income Fund | 5.56% | 6.19% | 6.61% | 8.78% | 3.55% | 7.45% | 11.43% | 9.57% | 7.75% | 7.48% | 7.44% | 4.23% |
TRVLX T. Rowe Price Value Fund | 2.55% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 7.21% | 3.06% | 8.77% | 10.16% | 6.99% |
Drawdowns
PRFDX vs. TRVLX - Drawdown Comparison
The maximum PRFDX drawdown since its inception was -58.12%, 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.
Volatility
PRFDX vs. TRVLX - Volatility Comparison
T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Value Fund (TRVLX) have volatilities of 4.48% and 4.29%, 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.