PRSVX vs. SOXQ
Compare and contrast key facts about T. Rowe Price Small-Cap Value Fund (PRSVX) and Invesco PHLX Semiconductor ETF (SOXQ).
PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSVX or SOXQ.
Performance
PRSVX vs. SOXQ - Performance Comparison
Returns By Period
In the year-to-date period, PRSVX achieves a 15.04% return, which is significantly lower than SOXQ's 16.37% return.
PRSVX
15.04%
1.36%
11.40%
29.24%
9.06%
8.85%
SOXQ
16.37%
-6.26%
-2.73%
30.68%
N/A
N/A
Key characteristics
| PRSVX | SOXQ | |
|---|---|---|
| Sharpe Ratio | 1.49 | 0.89 |
| Sortino Ratio | 2.22 | 1.35 |
| Omega Ratio | 1.27 | 1.17 |
| Calmar Ratio | 1.21 | 1.24 |
| Martin Ratio | 8.74 | 3.26 |
| Ulcer Index | 3.17% | 9.53% |
| Daily Std Dev | 18.61% | 34.78% |
| Max Drawdown | -55.37% | -46.01% |
| Current Drawdown | -3.59% | -18.10% |
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PRSVX vs. SOXQ - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is higher than SOXQ's 0.00% expense ratio.
Correlation
The correlation between PRSVX and SOXQ is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PRSVX vs. SOXQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and Invesco PHLX Semiconductor ETF (SOXQ). 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.
Dividends
PRSVX vs. SOXQ - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 0.55%, less than SOXQ's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 0.55% | 0.63% | 0.38% | 0.34% | 0.36% | 0.61% | 0.43% | 0.43% | 0.89% | 0.94% | 0.73% | 0.26% |
SOXQ Invesco PHLX Semiconductor ETF | 0.72% | 0.87% | 1.36% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRSVX vs. SOXQ - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for PRSVX and SOXQ. For additional features, visit the drawdowns tool.
Volatility
PRSVX vs. SOXQ - Volatility Comparison
The current volatility for T. Rowe Price Small-Cap Value Fund (PRSVX) is 6.60%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 9.12%. This indicates that PRSVX experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.