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. It was launched on Mar 2, 1993.
Performance
PRSVX vs. DFSVX - Performance Comparison
Loading graphics...
PRSVX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 0.96% | 21.18% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, PRSVX achieves a 0.96% return, which is significantly lower than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with PRSVX having a 10.62% annualized return and DFSVX not far behind at 10.61%.
PRSVX
- 1D
- -0.94%
- 1M
- -6.74%
- YTD
- 0.96%
- 6M
- 15.53%
- 1Y
- 29.66%
- 3Y*
- 15.01%
- 5Y*
- 6.72%
- 10Y*
- 10.62%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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.
Return for Risk
PRSVX vs. DFSVX — Risk / Return Rank
PRSVX
DFSVX
PRSVX vs. DFSVX - Risk-Adjusted Trends 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.
| PRSVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.03 | +0.26 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.55 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.34 | +0.47 |
Martin ratioReturn relative to average drawdown | 7.58 | 4.99 | +2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRSVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.03 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.44 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.45 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.51 | +0.12 |
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.
Dividends
PRSVX vs. DFSVX - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 22.57%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 22.57% | 22.79% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
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.
Loading graphics...
Drawdown Indicators
| PRSVX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -66.70% | +11.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -15.11% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.17% | -27.69% | -0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -52.12% | +11.15% |
Current DrawdownCurrent decline from peak | -8.16% | -7.77% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -9.51% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 4.14% | -0.48% |
Volatility
PRSVX vs. DFSVX - Volatility Comparison
T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 6.09% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that PRSVX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRSVX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 5.00% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 12.75% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.77% | 23.31% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 21.67% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 23.92% | -2.66% |