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PRSVX vs. DFSVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRSVX and DFSVX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

PRSVX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Small-Cap Value Fund (PRSVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
338.78%
2,352.47%
PRSVX
DFSVX

Key characteristics

Sharpe Ratio

PRSVX:

-0.66

DFSVX:

-0.58

Sortino Ratio

PRSVX:

-0.77

DFSVX:

-0.68

Omega Ratio

PRSVX:

0.89

DFSVX:

0.91

Calmar Ratio

PRSVX:

-0.41

DFSVX:

-0.51

Martin Ratio

PRSVX:

-1.49

DFSVX:

-1.80

Ulcer Index

PRSVX:

9.38%

DFSVX:

7.04%

Daily Std Dev

PRSVX:

21.01%

DFSVX:

21.83%

Max Drawdown

PRSVX:

-63.82%

DFSVX:

-66.70%

Current Drawdown

PRSVX:

-34.15%

DFSVX:

-25.03%

Returns By Period

In the year-to-date period, PRSVX achieves a -14.57% return, which is significantly higher than DFSVX's -17.78% return. Over the past 10 years, PRSVX has underperformed DFSVX with an annualized return of 0.09%, while DFSVX has yielded a comparatively higher 6.26% annualized return.


PRSVX

YTD

-14.57%

1M

-11.81%

6M

-20.60%

1Y

-13.55%

5Y*

8.76%

10Y*

0.09%

DFSVX

YTD

-17.78%

1M

-12.46%

6M

-16.94%

1Y

-11.80%

5Y*

21.66%

10Y*

6.26%

*Annualized

Compare stocks, funds, or ETFs

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


PRSVX vs. DFSVX - Expense Ratio Comparison

PRSVX has a 0.78% expense ratio, which is higher than DFSVX's 0.30% expense ratio.


PRSVX
T. Rowe Price Small-Cap Value Fund
Expense ratio chart for PRSVX: current value is 0.78%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRSVX: 0.78%
Expense ratio chart for DFSVX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFSVX: 0.30%

Risk-Adjusted Performance

PRSVX vs. DFSVX — Risk-Adjusted Performance Rank

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

PRSVX
The Risk-Adjusted Performance Rank of PRSVX is 1717
Overall Rank
The Sharpe Ratio Rank of PRSVX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSVX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PRSVX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of PRSVX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of PRSVX is 2424
Martin Ratio Rank

DFSVX
The Risk-Adjusted Performance Rank of DFSVX is 77
Overall Rank
The Sharpe Ratio Rank of DFSVX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSVX is 88
Sortino Ratio Rank
The Omega Ratio Rank of DFSVX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of DFSVX is 55
Calmar Ratio Rank
The Martin Ratio Rank of DFSVX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRSVX vs. DFSVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 PRSVX, currently valued at -0.66, compared to the broader market-1.000.001.002.003.00
PRSVX: -0.66
DFSVX: -0.58
The chart of Sortino ratio for PRSVX, currently valued at -0.77, compared to the broader market-2.000.002.004.006.008.0010.00
PRSVX: -0.77
DFSVX: -0.68
The chart of Omega ratio for PRSVX, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.003.50
PRSVX: 0.89
DFSVX: 0.91
The chart of Calmar ratio for PRSVX, currently valued at -0.41, compared to the broader market0.005.0010.0015.00
PRSVX: -0.41
DFSVX: -0.51
The chart of Martin ratio for PRSVX, currently valued at -1.49, compared to the broader market0.0020.0040.0060.00
PRSVX: -1.49
DFSVX: -1.80

The current PRSVX Sharpe Ratio is -0.66, which is comparable to the DFSVX Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of PRSVX and DFSVX, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.66
-0.58
PRSVX
DFSVX

Dividends

PRSVX vs. DFSVX - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 1.06%, less than DFSVX's 1.85% yield.


TTM20242023202220212020201920182017201620152014
PRSVX
T. Rowe Price Small-Cap Value Fund
1.06%0.91%0.63%0.38%0.34%0.36%0.61%0.43%0.43%0.89%0.94%0.73%
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.85%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%

Drawdowns

PRSVX vs. DFSVX - Drawdown Comparison

The maximum PRSVX drawdown since its inception was -63.82%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for PRSVX and DFSVX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.15%
-25.03%
PRSVX
DFSVX

Volatility

PRSVX vs. DFSVX - Volatility Comparison

The current volatility for T. Rowe Price Small-Cap Value Fund (PRSVX) is 9.55%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 10.97%. This indicates that PRSVX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.55%
10.97%
PRSVX
DFSVX
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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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