PRSVX vs. DFSVX
Compare and contrast key facts about T. Rowe Price Small-Cap Value Fund (PRSVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSVX or DFSVX.
Performance
PRSVX vs. DFSVX - Performance Comparison
Returns By Period
In the year-to-date period, PRSVX achieves a 17.29% return, which is significantly higher than DFSVX's 16.32% return. Both investments have delivered pretty close results over the past 10 years, with PRSVX having a 8.95% annualized return and DFSVX not far ahead at 9.34%.
PRSVX
17.29%
6.02%
16.55%
30.68%
9.62%
8.95%
DFSVX
16.32%
7.04%
13.50%
30.35%
15.02%
9.34%
Key characteristics
| PRSVX | DFSVX | |
|---|---|---|
| Sharpe Ratio | 1.69 | 1.55 |
| Sortino Ratio | 2.49 | 2.30 |
| Omega Ratio | 1.30 | 1.28 |
| Calmar Ratio | 1.39 | 3.09 |
| Martin Ratio | 9.86 | 8.46 |
| Ulcer Index | 3.19% | 3.66% |
| Daily Std Dev | 18.54% | 19.99% |
| Max Drawdown | -55.37% | -66.70% |
| Current Drawdown | -1.71% | -1.62% |
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PRSVX vs. DFSVX - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Correlation
The correlation between PRSVX and DFSVX 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.
Risk-Adjusted Performance
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.
Dividends
PRSVX vs. DFSVX - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 0.54%, less than DFSVX's 3.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 0.54% | 0.63% | 0.38% | 0.34% | 0.36% | 0.61% | 0.43% | 0.43% | 0.89% | 0.94% | 0.73% | 0.26% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.23% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
PRSVX vs. DFSVX - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, smaller than 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.
Volatility
PRSVX vs. DFSVX - Volatility Comparison
The current volatility for T. Rowe Price Small-Cap Value Fund (PRSVX) is 6.30%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 7.94%. 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.