PRSVX vs. VBR
Compare and contrast key facts about T. Rowe Price Small-Cap Value Fund (PRSVX) and Vanguard Small-Cap Value ETF (VBR).
PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSVX or VBR.
Performance
PRSVX vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, PRSVX achieves a 15.33% return, which is significantly lower than VBR's 17.04% return. Over the past 10 years, PRSVX has underperformed VBR with an annualized return of 8.87%, while VBR has yielded a comparatively higher 9.32% annualized return.
PRSVX
15.33%
2.04%
11.62%
28.23%
9.18%
8.87%
VBR
17.04%
1.19%
10.39%
29.74%
11.65%
9.32%
Key characteristics
| PRSVX | VBR | |
|---|---|---|
| Sharpe Ratio | 1.59 | 1.87 |
| Sortino Ratio | 2.35 | 2.66 |
| Omega Ratio | 1.29 | 1.33 |
| Calmar Ratio | 1.31 | 3.57 |
| Martin Ratio | 9.32 | 10.48 |
| Ulcer Index | 3.17% | 2.97% |
| Daily Std Dev | 18.57% | 16.63% |
| Max Drawdown | -55.37% | -62.01% |
| Current Drawdown | -3.35% | -2.98% |
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PRSVX vs. VBR - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is higher than VBR's 0.07% expense ratio.
Correlation
The correlation between PRSVX and VBR 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.
Risk-Adjusted Performance
PRSVX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 0.55%, less than VBR's 1.92% 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% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
PRSVX vs. VBR - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for PRSVX and VBR. For additional features, visit the drawdowns tool.
Volatility
PRSVX vs. VBR - Volatility Comparison
T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 6.57% compared to Vanguard Small-Cap Value ETF (VBR) at 5.86%. This indicates that PRSVX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.