PRSVX vs. GSSMX
PRSVX (T. Rowe Price Small-Cap Value Fund) and GSSMX (Goldman Sachs Small Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, PRSVX returned 11.16%/yr vs 12.17%/yr for GSSMX. Their correlation of 0.92 suggests significant overlap in exposure. PRSVX charges 0.78%/yr vs 1.28%/yr for GSSMX.
Performance
PRSVX vs. GSSMX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PRSVX having a 20.14% return and GSSMX slightly higher at 20.89%. Over the past 10 years, PRSVX has underperformed GSSMX with an annualized return of 11.16%, while GSSMX has yielded a comparatively higher 12.17% annualized return.
PRSVX
- 1D
- 0.51%
- 1M
- 4.62%
- YTD
- 20.14%
- 6M
- 18.20%
- 1Y
- 34.42%
- 3Y*
- 17.29%
- 5Y*
- 7.05%
- 10Y*
- 11.16%
GSSMX
- 1D
- 1.11%
- 1M
- 6.38%
- YTD
- 20.89%
- 6M
- 18.73%
- 1Y
- 37.59%
- 3Y*
- 27.66%
- 5Y*
- 12.61%
- 10Y*
- 12.17%
PRSVX vs. GSSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 20.14% | 8.31% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
GSSMX Goldman Sachs Small Cap Value Fund | 20.89% | 10.65% | 36.03% | 11.18% | -15.00% | 26.15% | 1.65% | 22.75% | -14.37% | 11.85% |
Correlation
The correlation between PRSVX and GSSMX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1993 | 0.92 |
The correlation between PRSVX and GSSMX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
PRSVX vs. GSSMX — Risk / Return Rank
PRSVX
GSSMX
PRSVX vs. GSSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and Goldman Sachs Small Cap Value Fund (GSSMX). 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.
| PRSVX | GSSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 3.71 | +0.44 |
| Martin ratioReturn relative to average drawdown | 15.51 | 13.00 | +2.51 |
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Drawdowns
PRSVX vs. GSSMX - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, roughly equal to the maximum GSSMX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for PRSVX and GSSMX.
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Drawdown Indicators
| PRSVX | GSSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -54.94% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -10.73% | +1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -24.60% | -36.28% | +11.68% |
Max Drawdown (5Y)Largest decline over 5 years | -28.17% | -36.28% | +8.11% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -46.16% | +5.19% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -10.01% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.05% | -0.68% |
Volatility
PRSVX vs. GSSMX - Volatility Comparison
T. Rowe Price Small-Cap Value Fund (PRSVX) and Goldman Sachs Small Cap Value Fund (GSSMX) have volatilities of 5.19% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRSVX | GSSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.32% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 13.01% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 18.27% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 32.69% | -12.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 28.88% | -7.81% |
PRSVX vs. GSSMX - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is lower than GSSMX's 1.28% expense ratio.
Dividends
PRSVX vs. GSSMX - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 9.85%, less than GSSMX's 18.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSMX Goldman Sachs Small Cap Value Fund | 18.59% | 22.47% | 47.63% | 4.49% | 20.33% | 22.93% | 0.19% | 4.63% | 13.73% | 11.34% | 3.52% | 5.49% |
PRSVX T. Rowe Price Small-Cap Value Fund | 9.85% | 11.83% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
Frequently Asked Questions
With a correlation of 0.94, PRSVX and GSSMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GSSMX has higher volatility (5.32%) compared to PRSVX (5.19%). In terms of maximum drawdown, PRSVX dropped -55.37% vs GSSMX's -54.94%.
GSSMX currently has the higher Sharpe Ratio (2.19 vs 2.17), 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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