PRSVX vs. IPSIX
PRSVX (T. Rowe Price Small-Cap Value Fund) and IPSIX (Voya Index Plus SmallCap Portfolio) are both Small Cap Blend Equities funds. Over the past 10 years, PRSVX returned 11.16%/yr vs 10.86%/yr for IPSIX. Their correlation of 0.95 suggests significant overlap in exposure. PRSVX charges 0.78%/yr vs 0.60%/yr for IPSIX.
Performance
PRSVX vs. IPSIX - Performance Comparison
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Returns By Period
In the year-to-date period, PRSVX achieves a 20.14% return, which is significantly lower than IPSIX's 21.58% return. Both investments have delivered pretty close results over the past 10 years, with PRSVX having a 11.16% annualized return and IPSIX not far behind at 10.86%.
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%
IPSIX
- 1D
- 0.31%
- 1M
- 5.08%
- YTD
- 21.58%
- 6M
- 19.11%
- 1Y
- 39.31%
- 3Y*
- 17.98%
- 5Y*
- 8.88%
- 10Y*
- 10.86%
PRSVX vs. IPSIX - 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% |
IPSIX Voya Index Plus SmallCap Portfolio | 21.58% | 8.46% | 8.64% | 18.17% | -13.82% | 28.42% | 5.25% | 21.07% | -12.34% | 9.94% |
Correlation
The correlation between PRSVX and IPSIX is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1997 | 0.95 |
The correlation between PRSVX and IPSIX shifts across timeframes, from 0.81 (1 year) to 0.95 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PRSVX vs. IPSIX — Risk / Return Rank
PRSVX
IPSIX
PRSVX vs. IPSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and Voya Index Plus SmallCap Portfolio (IPSIX). 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 | IPSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 6.04 | -1.89 |
| Martin ratioReturn relative to average drawdown | 15.51 | 20.08 | -4.57 |
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Drawdowns
PRSVX vs. IPSIX - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, roughly equal to the maximum IPSIX drawdown of -58.01%. Use the drawdown chart below to compare losses from any high point for PRSVX and IPSIX.
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Drawdown Indicators
| PRSVX | IPSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -58.01% | +2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -7.63% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.60% | -26.60% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -28.17% | -26.60% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -47.92% | +6.95% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -9.69% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.26% | +0.11% |
Volatility
PRSVX vs. IPSIX - Volatility Comparison
T. Rowe Price Small-Cap Value Fund (PRSVX) and Voya Index Plus SmallCap Portfolio (IPSIX) have volatilities of 5.19% and 5.06%, 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 | IPSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.06% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 11.93% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 17.68% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 22.02% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 23.77% | -2.70% |
PRSVX vs. IPSIX - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is higher than IPSIX's 0.60% expense ratio.
Dividends
PRSVX vs. IPSIX - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 9.85%, more than IPSIX's 8.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPSIX Voya Index Plus SmallCap Portfolio | 8.99% | 5.72% | 4.44% | 4.20% | 19.88% | 0.65% | 1.98% | 16.87% | 18.12% | 9.69% | 3.19% | 0.93% |
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
PRSVX and IPSIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRSVX has higher volatility (5.19%) compared to IPSIX (5.06%). In terms of maximum drawdown, PRSVX dropped -55.37% vs IPSIX's -58.01%.
IPSIX currently has the higher Sharpe Ratio (2.61 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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