PRSVX vs. BIGRX
Compare and contrast key facts about T. Rowe Price Small-Cap Value Fund (PRSVX) and American Century Disciplined Core Value Fund (BIGRX).
PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988. BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSVX or BIGRX.
Key characteristics
| PRSVX | BIGRX | |
|---|---|---|
| YTD Return | 13.02% | 16.42% |
| 1Y Return | 32.19% | 29.58% |
| 3Y Return (Ann) | 1.41% | 4.22% |
| 5Y Return (Ann) | 9.22% | 10.45% |
| 10Y Return (Ann) | 9.10% | 9.21% |
| Sharpe Ratio | 1.63 | 2.49 |
| Sortino Ratio | 2.40 | 3.46 |
| Omega Ratio | 1.29 | 1.43 |
| Calmar Ratio | 1.09 | 1.58 |
| Martin Ratio | 9.71 | 13.89 |
| Ulcer Index | 3.16% | 2.04% |
| Daily Std Dev | 18.82% | 11.32% |
| Max Drawdown | -55.37% | -58.04% |
| Current Drawdown | -2.05% | -0.89% |
Correlation
The correlation between PRSVX and BIGRX is 0.79, 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
PRSVX vs. BIGRX - Performance Comparison
In the year-to-date period, PRSVX achieves a 13.02% return, which is significantly lower than BIGRX's 16.42% return. Both investments have delivered pretty close results over the past 10 years, with PRSVX having a 9.10% annualized return and BIGRX not far ahead at 9.21%. 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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PRSVX vs. BIGRX - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is higher than BIGRX's 0.65% expense ratio.
Risk-Adjusted Performance
PRSVX vs. BIGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and American Century Disciplined Core Value Fund (BIGRX). 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
PRSVX vs. BIGRX - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 2.89%, more than BIGRX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 2.89% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 4.22% | 3.77% | 22.55% | 7.46% | 3.10% |
BIGRX American Century Disciplined Core Value Fund | 1.27% | 1.55% | 2.22% | 28.04% | 16.19% | 3.90% | 12.86% | 9.32% | 3.91% | 9.22% | 7.48% | 2.02% |
Drawdowns
PRSVX vs. BIGRX - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, roughly equal to the maximum BIGRX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for PRSVX and BIGRX. For additional features, visit the drawdowns tool.
Volatility
PRSVX vs. BIGRX - Volatility Comparison
T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 3.49% compared to American Century Disciplined Core Value Fund (BIGRX) at 2.71%. This indicates that PRSVX's price experiences larger fluctuations and is considered to be riskier than BIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.