PRSGX vs. TRVLX
PRSGX (T. Rowe Price Spectrum Diversified Equity Fund) and TRVLX (T. Rowe Price Value Fund) are both mutual funds - PRSGX is a Large Cap Blend Equities fund managed by T. Rowe Price, while TRVLX is a Large Cap Value Equities fund managed by T. Rowe Price. Over the past 10 years, PRSGX returned 12.18%/yr vs 12.15%/yr for TRVLX. Their correlation of 0.91 suggests significant overlap in exposure. PRSGX charges 0.73%/yr vs 0.65%/yr for TRVLX.
Performance
PRSGX vs. TRVLX - Performance Comparison
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Returns By Period
In the year-to-date period, PRSGX achieves a 6.70% return, which is significantly lower than TRVLX's 13.86% return. Both investments have delivered pretty close results over the past 10 years, with PRSGX having a 12.18% annualized return and TRVLX not far behind at 12.15%.
PRSGX
- 1D
- 0.18%
- 1M
- -1.24%
- YTD
- 6.70%
- 6M
- 5.33%
- 1Y
- 17.48%
- 3Y*
- 16.47%
- 5Y*
- 8.14%
- 10Y*
- 12.18%
TRVLX
- 1D
- 0.11%
- 1M
- 0.98%
- YTD
- 13.86%
- 6M
- 12.80%
- 1Y
- 22.06%
- 3Y*
- 17.43%
- 5Y*
- 9.76%
- 10Y*
- 12.15%
PRSGX vs. TRVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 6.70% | 14.59% | 17.16% | 20.89% | -18.86% | 20.65% | 18.34% | 27.08% | -8.66% | 24.22% |
TRVLX T. Rowe Price Value Fund | 13.86% | 12.20% | 14.98% | 12.16% | -11.37% | 29.86% | 10.48% | 26.20% | -9.44% | 17.35% |
Correlation
The correlation between PRSGX and TRVLX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 1994 | 0.91 |
The correlation between PRSGX and TRVLX shifts across timeframes, from 0.76 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRSGX vs. TRVLX — Risk / Return Rank
PRSGX
TRVLX
PRSGX vs. TRVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRSGX | TRVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 3.12 | -1.11 |
| Martin ratioReturn relative to average drawdown | 8.77 | 12.27 | -3.50 |
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Drawdowns
PRSGX vs. TRVLX - Drawdown Comparison
The maximum PRSGX drawdown since its inception was -56.47%, smaller than the maximum TRVLX drawdown of -60.22%. Use the drawdown chart below to compare losses from any high point for PRSGX and TRVLX.
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Drawdown Indicators
| PRSGX | TRVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.47% | -60.22% | +3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -7.05% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -17.48% | -13.01% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -20.35% | -6.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -38.65% | +4.13% |
Current DrawdownCurrent decline from peak | -1.88% | -0.75% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -7.49% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.77% | +0.24% |
Volatility
PRSGX vs. TRVLX - Volatility Comparison
T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) has a higher volatility of 4.67% compared to T. Rowe Price Value Fund (TRVLX) at 3.50%. This indicates that PRSGX'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.
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Volatility by Period
| PRSGX | TRVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.50% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 8.50% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 11.07% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.22% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 17.31% | -0.15% |
PRSGX vs. TRVLX - Expense Ratio Comparison
PRSGX has a 0.73% expense ratio, which is higher than TRVLX's 0.65% expense ratio.
Dividends
PRSGX vs. TRVLX - Dividend Comparison
PRSGX's dividend yield for the trailing twelve months is around 14.05%, more than TRVLX's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 14.05% | 14.99% | 6.66% | 4.93% | 10.33% | 6.54% | 13.48% | 9.06% | 11.25% | 6.98% | 6.39% | 11.48% |
TRVLX T. Rowe Price Value Fund | 4.01% | 4.56% | 8.50% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 5.89% | 3.06% | 8.77% |
Frequently Asked Questions
PRSGX and TRVLX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRSGX has higher volatility (4.67%) compared to TRVLX (3.50%). In terms of maximum drawdown, PRSGX dropped -56.47% vs TRVLX's -60.22%.
TRVLX currently has the higher Sharpe Ratio (1.99 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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