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PRSVX vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSVX vs. TSCSX - Performance Comparison

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

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PRSVX vs. TSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSVX
T. Rowe Price Small-Cap Value Fund
0.96%21.18%10.84%12.34%-18.53%25.47%12.49%25.82%-11.58%12.84%
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%

Returns By Period

In the year-to-date period, PRSVX achieves a 0.96% return, which is significantly higher than TSCSX's -3.28% return. Over the past 10 years, PRSVX has underperformed TSCSX with an annualized return of 10.62%, while TSCSX has yielded a comparatively higher 11.51% annualized 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%

TSCSX

1D
-1.17%
1M
-9.54%
YTD
-3.28%
6M
-1.94%
1Y
10.06%
3Y*
6.13%
5Y*
4.01%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRSVX vs. TSCSX - Expense Ratio Comparison

PRSVX has a 0.78% expense ratio, which is lower than TSCSX's 0.80% expense ratio.


Return for Risk

PRSVX vs. TSCSX — 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

TSCSX
TSCSX Risk / Return Rank: 1919
Overall Rank
TSCSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TSCSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TSCSX Omega Ratio Rank: 1818
Omega Ratio Rank
TSCSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TSCSX Martin Ratio Rank: 2020
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. TSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and Thrivent Small Cap Stock Fund Class S (TSCSX). 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.


PRSVXTSCSXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.46

+0.83

Sortino ratio

Return per unit of downside risk

2.06

0.81

+1.25

Omega ratio

Gain probability vs. loss probability

1.28

1.11

+0.17

Calmar ratio

Return relative to maximum drawdown

1.82

0.56

+1.26

Martin ratio

Return relative to average drawdown

7.58

2.01

+5.56

PRSVX vs. TSCSX - Sharpe Ratio Comparison

The current PRSVX Sharpe Ratio is 1.29, which is higher than the TSCSX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PRSVX and TSCSX, 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


PRSVXTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.46

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.19

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.39

+0.24

Correlation

The correlation between PRSVX and TSCSX is 0.94, 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. TSCSX - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 22.57%, more than TSCSX's 2.44% 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%
TSCSX
Thrivent Small Cap Stock Fund Class S
2.44%2.36%3.18%0.46%9.60%11.33%1.60%8.72%15.00%6.68%4.19%8.34%

Drawdowns

PRSVX vs. TSCSX - Drawdown Comparison

The maximum PRSVX drawdown since its inception was -55.37%, roughly equal to the maximum TSCSX drawdown of -56.66%. Use the drawdown chart below to compare losses from any high point for PRSVX and TSCSX.


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Drawdown Indicators


PRSVXTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-56.66%

+1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-14.31%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

-27.04%

-1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-40.97%

-41.63%

+0.66%

Current Drawdown

Current decline from peak

-8.16%

-11.36%

+3.20%

Average Drawdown

Average peak-to-trough decline

-7.52%

-10.29%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.96%

-0.30%

Volatility

PRSVX vs. TSCSX - Volatility Comparison

T. Rowe Price Small-Cap Value Fund (PRSVX) and Thrivent Small Cap Stock Fund Class S (TSCSX) have volatilities of 6.09% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSVXTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

6.31%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.95%

12.48%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

22.16%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

21.65%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

22.08%

-0.82%