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PRSVX vs. SCHA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSVX vs. SCHA - Performance Comparison

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

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PRSVX vs. SCHA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSVX
T. Rowe Price Small-Cap Value Fund
3.77%21.18%10.84%12.34%-18.53%25.47%12.49%25.82%-11.58%12.84%
SCHA
Schwab U.S. Small-Cap ETF
3.19%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%14.94%

Returns By Period

In the year-to-date period, PRSVX achieves a 3.77% return, which is significantly higher than SCHA's 3.19% return. Over the past 10 years, PRSVX has outperformed SCHA with an annualized return of 10.92%, while SCHA has yielded a comparatively lower 9.94% annualized return.


PRSVX

1D
2.78%
1M
-5.04%
YTD
3.77%
6M
18.45%
1Y
33.24%
3Y*
16.06%
5Y*
6.95%
10Y*
10.92%

SCHA

1D
0.93%
1M
-4.33%
YTD
3.19%
6M
5.66%
1Y
26.55%
3Y*
13.45%
5Y*
4.49%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRSVX vs. SCHA - Expense Ratio Comparison

PRSVX has a 0.78% expense ratio, which is higher than SCHA's 0.04% expense ratio.


Return for Risk

PRSVX vs. SCHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRSVX
PRSVX Risk / Return Rank: 8181
Overall Rank
PRSVX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PRSVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PRSVX Omega Ratio Rank: 7777
Omega Ratio Rank
PRSVX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PRSVX Martin Ratio Rank: 8383
Martin Ratio Rank

SCHA
SCHA Risk / Return Rank: 6767
Overall Rank
SCHA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 6767
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6060
Omega Ratio Rank
SCHA Calmar Ratio Rank: 7171
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRSVX vs. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and Schwab U.S. Small-Cap ETF (SCHA). 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.


PRSVXSCHADifference

Sharpe ratio

Return per unit of total volatility

1.44

1.16

+0.28

Sortino ratio

Return per unit of downside risk

2.26

1.74

+0.52

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

2.08

1.87

+0.21

Martin ratio

Return relative to average drawdown

8.63

7.77

+0.86

PRSVX vs. SCHA - Sharpe Ratio Comparison

The current PRSVX Sharpe Ratio is 1.44, which is comparable to the SCHA Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of PRSVX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRSVXSCHADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.16

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.21

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.44

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.53

+0.10

Correlation

The correlation between PRSVX and SCHA is 0.97, 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. SCHA - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 21.96%, more than SCHA's 1.16% yield.


TTM20252024202320222021202020192018201720162015
PRSVX
T. Rowe Price Small-Cap Value Fund
21.96%22.79%9.77%3.27%5.28%6.98%2.03%4.59%9.46%3.79%3.77%22.55%
SCHA
Schwab U.S. Small-Cap ETF
1.16%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%

Drawdowns

PRSVX vs. SCHA - Drawdown Comparison

The maximum PRSVX drawdown since its inception was -55.37%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for PRSVX and SCHA.


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Drawdown Indicators


PRSVXSCHADifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-42.41%

-12.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-14.35%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

-30.79%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.97%

-42.41%

+1.44%

Current Drawdown

Current decline from peak

-5.61%

-5.41%

-0.20%

Average Drawdown

Average peak-to-trough decline

-7.52%

-7.65%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.45%

+0.23%

Volatility

PRSVX vs. SCHA - Volatility Comparison

The current volatility for T. Rowe Price Small-Cap Value Fund (PRSVX) is 6.72%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 7.31%. This indicates that PRSVX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSVXSCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

7.31%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

13.72%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.88%

22.90%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

21.95%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

22.67%

-1.39%