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

Correlation

The correlation between PRSVX and PRWCX is 0.74, 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: 0.7

Performance

PRSVX vs. PRWCX - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
617.21%
4,744.91%
PRSVX
PRWCX

Key characteristics

Sharpe Ratio

PRSVX:

-0.30

PRWCX:

0.76

Sortino Ratio

PRSVX:

-0.27

PRWCX:

1.16

Omega Ratio

PRSVX:

0.96

PRWCX:

1.16

Calmar Ratio

PRSVX:

-0.19

PRWCX:

0.90

Martin Ratio

PRSVX:

-0.63

PRWCX:

4.04

Ulcer Index

PRSVX:

11.19%

PRWCX:

2.11%

Daily Std Dev

PRSVX:

23.19%

PRWCX:

11.25%

Max Drawdown

PRSVX:

-63.82%

PRWCX:

-41.77%

Current Drawdown

PRSVX:

-30.41%

PRWCX:

-3.76%

Returns By Period

In the year-to-date period, PRSVX achieves a -9.72% return, which is significantly lower than PRWCX's -0.29% return. Over the past 10 years, PRSVX has underperformed PRWCX with an annualized return of 0.83%, while PRWCX has yielded a comparatively higher 10.20% annualized return.


PRSVX

YTD

-9.72%

1M

-4.30%

6M

-15.82%

1Y

-6.82%

5Y*

6.08%

10Y*

0.83%

PRWCX

YTD

-0.29%

1M

-0.14%

6M

-0.32%

1Y

8.56%

5Y*

11.51%

10Y*

10.20%

*Annualized

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PRSVX vs. PRWCX - Expense Ratio Comparison

PRSVX has a 0.78% expense ratio, which is higher than PRWCX's 0.68% expense ratio.


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 PRWCX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRWCX: 0.68%

Risk-Adjusted Performance

PRSVX vs. PRWCX — 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 1010
Overall Rank
The Sharpe Ratio Rank of PRSVX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSVX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PRSVX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PRSVX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of PRSVX is 1111
Martin Ratio Rank

PRWCX
The Risk-Adjusted Performance Rank of PRWCX is 7575
Overall Rank
The Sharpe Ratio Rank of PRWCX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWCX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PRWCX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PRWCX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PRWCX is 8080
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. PRWCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.


The chart of Sharpe ratio for PRSVX, currently valued at -0.30, compared to the broader market-1.000.001.002.003.00
PRSVX: -0.30
PRWCX: 0.76
The chart of Sortino ratio for PRSVX, currently valued at -0.27, compared to the broader market-2.000.002.004.006.008.00
PRSVX: -0.27
PRWCX: 1.16
The chart of Omega ratio for PRSVX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.00
PRSVX: 0.96
PRWCX: 1.16
The chart of Calmar ratio for PRSVX, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.00
PRSVX: -0.19
PRWCX: 0.90
The chart of Martin ratio for PRSVX, currently valued at -0.63, compared to the broader market0.0010.0020.0030.0040.00
PRSVX: -0.63
PRWCX: 4.04

The current PRSVX Sharpe Ratio is -0.30, which is lower than the PRWCX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PRSVX and PRWCX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.30
0.76
PRSVX
PRWCX

Dividends

PRSVX vs. PRWCX - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 10.82%, more than PRWCX's 2.33% yield.


TTM20242023202220212020201920182017201620152014
PRSVX
T. Rowe Price Small-Cap Value Fund
10.82%9.77%3.27%5.28%6.98%2.03%4.59%9.46%4.22%3.77%22.55%7.46%
PRWCX
T. Rowe Price Capital Appreciation Fund
2.33%2.33%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%

Drawdowns

PRSVX vs. PRWCX - Drawdown Comparison

The maximum PRSVX drawdown since its inception was -63.82%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for PRSVX and PRWCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.41%
-3.76%
PRSVX
PRWCX

Volatility

PRSVX vs. PRWCX - Volatility Comparison

T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 13.51% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 8.14%. This indicates that PRSVX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.51%
8.14%
PRSVX
PRWCX