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PRSVX vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRSVX and VBR is 0.96, 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.


-0.50.00.51.01.0

Performance

PRSVX vs. VBR - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.83%
3.21%
PRSVX
VBR

Key characteristics

Sharpe Ratio

PRSVX:

0.27

VBR:

0.92

Sortino Ratio

PRSVX:

0.48

VBR:

1.39

Omega Ratio

PRSVX:

1.07

VBR:

1.17

Calmar Ratio

PRSVX:

0.18

VBR:

1.49

Martin Ratio

PRSVX:

0.76

VBR:

3.66

Ulcer Index

PRSVX:

6.57%

VBR:

3.94%

Daily Std Dev

PRSVX:

18.95%

VBR:

15.80%

Max Drawdown

PRSVX:

-63.82%

VBR:

-62.01%

Current Drawdown

PRSVX:

-21.49%

VBR:

-6.46%

Returns By Period

In the year-to-date period, PRSVX achieves a 1.86% return, which is significantly lower than VBR's 2.00% return. Over the past 10 years, PRSVX has underperformed VBR with an annualized return of 1.98%, while VBR has yielded a comparatively higher 8.65% annualized return.


PRSVX

YTD

1.86%

1M

-1.77%

6M

-2.04%

1Y

6.13%

5Y*

2.92%

10Y*

1.98%

VBR

YTD

2.00%

1M

-2.70%

6M

5.84%

1Y

14.93%

5Y*

10.46%

10Y*

8.65%

*Annualized

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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.


Expense ratio chart for PRSVX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

PRSVX vs. VBR — Risk-Adjusted Performance Rank

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

PRSVX
The Risk-Adjusted Performance Rank of PRSVX is 1313
Overall Rank
The Sharpe Ratio Rank of PRSVX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSVX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of PRSVX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of PRSVX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of PRSVX is 1313
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 4040
Overall Rank
The Sharpe Ratio Rank of VBR is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PRSVX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.000.270.92
The chart of Sortino ratio for PRSVX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.000.481.39
The chart of Omega ratio for PRSVX, currently valued at 1.07, compared to the broader market1.002.003.004.001.071.17
The chart of Calmar ratio for PRSVX, currently valued at 0.18, compared to the broader market0.005.0010.0015.0020.000.181.49
The chart of Martin ratio for PRSVX, currently valued at 0.76, compared to the broader market0.0020.0040.0060.0080.000.763.66
PRSVX
VBR

The current PRSVX Sharpe Ratio is 0.27, which is lower than the VBR Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PRSVX and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.27
0.92
PRSVX
VBR

Dividends

PRSVX vs. VBR - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 0.89%, less than VBR's 1.94% yield.


TTM20242023202220212020201920182017201620152014
PRSVX
T. Rowe Price Small-Cap Value Fund
0.89%0.91%0.63%0.38%0.34%0.36%0.61%0.43%0.43%0.89%0.94%0.73%
VBR
Vanguard Small-Cap Value ETF
1.94%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

PRSVX vs. VBR - Drawdown Comparison

The maximum PRSVX drawdown since its inception was -63.82%, roughly equal to 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.49%
-6.46%
PRSVX
VBR

Volatility

PRSVX vs. VBR - Volatility Comparison

T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 3.27% compared to Vanguard Small-Cap Value ETF (VBR) at 3.10%. 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.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.27%
3.10%
PRSVX
VBR