PRSVX vs. SSLCX

Last updated Jun 4, 2026

PRSVX (T. Rowe Price Small-Cap Value Fund) and SSLCX (DWS Small Cap Core Fund) are both Small Cap Blend Equities funds. Over the past 10 years, PRSVX returned 10.63%/yr vs 10.93%/yr for SSLCX. Their correlation of 0.95 suggests significant overlap in exposure. PRSVX charges 0.78%/yr vs 0.95%/yr for SSLCX.

Performance

PRSVX vs. SSLCX - Performance Comparison

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

Returns By Period

In the year-to-date period, PRSVX achieves a 17.21% return, which is significantly higher than SSLCX's 12.74% return. Both investments have delivered pretty close results over the past 10 years, with PRSVX having a 10.63% annualized return and SSLCX not far ahead at 10.93%.

PRSVX

• 1D: 1.18%
• 1M: 3.66%
• YTD: 17.21%
• 6M: 16.14%
• 1Y: 32.70%
• 3Y*: 16.27%
• 5Y*: 6.45%
• 10Y*: 10.63%

SSLCX

• 1D: 1.08%
• 1M: 1.97%
• YTD: 12.74%
• 6M: 12.70%
• 1Y: 18.16%
• 3Y*: 13.71%
• 5Y*: 6.36%
• 10Y*: 10.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRSVX vs. SSLCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRSVX T. Rowe Price Small-Cap Value Fund	17.21%	8.31%	10.84%	12.34%	-18.53%	25.47%	12.49%	25.82%	-11.58%	12.84%
SSLCX DWS Small Cap Core Fund	12.74%	4.99%	9.85%	13.09%	-13.53%	41.16%	14.65%	21.72%	-14.28%	11.63%

Correlation

The correlation between PRSVX and SSLCX is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.95

The correlation between PRSVX and SSLCX has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

Return for Risk

PRSVX vs. SSLCX — Risk / Return Rank

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

PRSVX

PRSVX Risk / Return Rank: 63
PRSVX Sharpe Ratio Rank: 52
PRSVX Sortino Ratio Rank: 52
PRSVX Omega Ratio Rank: 47
PRSVX Calmar Ratio Rank: 85
PRSVX Martin Ratio Rank: 79

SSLCX

SSLCX Risk / Return Rank: 24
SSLCX Sharpe Ratio Rank: 21
SSLCX Sortino Ratio Rank: 20
SSLCX Omega Ratio Rank: 20
SSLCX Calmar Ratio Rank: 32
SSLCX Martin Ratio Rank: 28

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. SSLCX - Risk-Adjusted Trends Comparison

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

	PRSVX	SSLCX	Difference
Sharpe ratio: Return per unit of total volatility	2.13	1.30	+0.83
Sortino ratio: Return per unit of downside risk	3.05	1.87	+1.18
Omega ratio: Gain probability vs. loss probability	1.37	1.23	+0.14
Calmar ratio: Return relative to maximum drawdown	3.98	2.12	+1.87
Martin ratio: Return relative to average drawdown	14.83	6.69	+8.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRSVX vs. SSLCX - Sharpe Ratio Comparison

The current PRSVX Sharpe Ratio is 2.13, which is higher than the SSLCX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PRSVX and SSLCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRSVX	SSLCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	1.30	+0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.37	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.52	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.39	+0.25

Drawdowns

PRSVX vs. SSLCX - Drawdown Comparison

The maximum PRSVX drawdown since its inception was -55.37%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for PRSVX and SSLCX.

Drawdown Indicators

	PRSVX	SSLCX	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-63.14%	+7.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-8.78%	-0.15%
Max Drawdown (3Y) Largest decline over 3 years	-24.60%	-17.34%	-7.26%
Max Drawdown (5Y) Largest decline over 5 years	-28.17%	-22.57%	-5.60%
Max Drawdown (10Y) Largest decline over 10 years	-40.97%	-48.07%	+7.10%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.49%	-11.31%	+3.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	2.77%	-0.40%

Volatility

PRSVX vs. SSLCX - Volatility Comparison

T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 4.49% compared to DWS Small Cap Core Fund (SSLCX) at 4.08%. This indicates that PRSVX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRSVX	SSLCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	4.08%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	12.31%	10.00%	+2.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.70%	14.28%	+2.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	17.37%	+2.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	21.05%	-0.02%

PRSVX vs. SSLCX - Expense Ratio Comparison

PRSVX has a 0.78% expense ratio, which is lower than SSLCX's 0.95% expense ratio.

Dividends

PRSVX vs. SSLCX - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 10.09%, more than SSLCX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRSVX T. Rowe Price Small-Cap Value Fund	10.09%	11.83%	9.77%	3.27%	5.28%	6.98%	2.03%	4.59%	9.46%	3.79%	3.77%	22.55%
SSLCX DWS Small Cap Core Fund	1.07%	1.21%	1.52%	0.68%	1.07%	1.67%	0.35%	0.16%	5.99%	5.78%	0.60%	8.42%

Frequently Asked Questions

Can I hold both PRSVX and SSLCX in my portfolio?

PRSVX and SSLCX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRSVX or SSLCX?

PRSVX has higher volatility (4.49%) compared to SSLCX (4.08%). In terms of maximum drawdown, PRSVX dropped -55.37% vs SSLCX's -63.14%.

Which has better risk-adjusted returns?

PRSVX currently has the higher Sharpe Ratio (2.13 vs 1.30), 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.