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PRSVX vs. TRCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSVX vs. TRCSX - 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 Small-Cap Index Fund (TRCSX). The values are adjusted to include any dividend payments, if applicable.

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PRSVX vs. TRCSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRSVX
T. Rowe Price Small-Cap Value Fund
0.96%21.18%10.84%12.34%-18.53%9.82%
TRCSX
T. Rowe Price Small-Cap Index Fund
-2.44%12.72%11.36%16.97%-20.47%4.05%

Returns By Period

In the year-to-date period, PRSVX achieves a 0.96% return, which is significantly higher than TRCSX's -2.44% return.


PRSVX

1D
-0.94%
1M
-6.74%
YTD
0.96%
6M
15.53%
1Y
29.66%
3Y*
15.01%
5Y*
6.72%
10Y*
10.62%

TRCSX

1D
-1.46%
1M
-8.19%
YTD
-2.44%
6M
-0.28%
1Y
21.46%
3Y*
11.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRSVX vs. TRCSX - Expense Ratio Comparison

PRSVX has a 0.78% expense ratio, which is higher than TRCSX's 0.14% expense ratio.


Return for Risk

PRSVX vs. TRCSX — Risk / Return Rank

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

PRSVX
PRSVX Risk / Return Rank: 7777
Overall Rank
PRSVX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PRSVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PRSVX Omega Ratio Rank: 7575
Omega Ratio Rank
PRSVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PRSVX Martin Ratio Rank: 7878
Martin Ratio Rank

TRCSX
TRCSX Risk / Return Rank: 2828
Overall Rank
TRCSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TRCSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TRCSX Omega Ratio Rank: 3535
Omega Ratio Rank
TRCSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRCSX Martin Ratio Rank: 1111
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. TRCSX - Risk-Adjusted Trends Comparison

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


PRSVXTRCSXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.86

+0.44

Sortino ratio

Return per unit of downside risk

2.06

1.36

+0.70

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

1.82

0.27

+1.55

Martin ratio

Return relative to average drawdown

7.58

0.87

+6.71

PRSVX vs. TRCSX - Sharpe Ratio Comparison

The current PRSVX Sharpe Ratio is 1.29, which is higher than the TRCSX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PRSVX and TRCSX, 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


PRSVXTRCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.86

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.16

+0.47

Correlation

The correlation between PRSVX and TRCSX is 0.93, 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. TRCSX - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 22.57%, more than TRCSX's 2.45% yield.


TTM20252024202320222021202020192018201720162015
PRSVX
T. Rowe Price Small-Cap Value Fund
22.57%22.79%9.77%3.27%5.28%6.98%2.03%4.59%9.46%3.79%3.77%22.55%
TRCSX
T. Rowe Price Small-Cap Index Fund
2.45%2.39%3.18%1.27%1.58%1.69%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRSVX vs. TRCSX - Drawdown Comparison

The maximum PRSVX drawdown since its inception was -55.37%, which is greater than TRCSX's maximum drawdown of -31.94%. Use the drawdown chart below to compare losses from any high point for PRSVX and TRCSX.


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Drawdown Indicators


PRSVXTRCSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-31.94%

-23.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-14.23%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

Max Drawdown (10Y)

Largest decline over 10 years

-40.97%

Current Drawdown

Current decline from peak

-8.16%

-10.96%

+2.80%

Average Drawdown

Average peak-to-trough decline

-7.52%

-13.95%

+6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

7.32%

-3.66%

Volatility

PRSVX vs. TRCSX - Volatility Comparison

The current volatility for T. Rowe Price Small-Cap Value Fund (PRSVX) is 6.09%, while T. Rowe Price Small-Cap Index Fund (TRCSX) has a volatility of 6.65%. This indicates that PRSVX experiences smaller price fluctuations and is considered to be less risky than TRCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSVXTRCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

6.65%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.95%

14.43%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

25.77%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

23.20%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

23.20%

-1.94%