PRSVX vs. VEXRX
Compare and contrast key facts about T. Rowe Price Small-Cap Value Fund (PRSVX) and Vanguard Explorer Fund Admiral Shares (VEXRX).
PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988. VEXRX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSVX or VEXRX.
Performance
PRSVX vs. VEXRX - Performance Comparison
Returns By Period
In the year-to-date period, PRSVX achieves a 19.29% return, which is significantly higher than VEXRX's 17.71% return. Over the past 10 years, PRSVX has outperformed VEXRX with an annualized return of 9.15%, while VEXRX has yielded a comparatively lower 2.43% annualized return.
PRSVX
19.29%
8.20%
17.62%
32.91%
9.98%
9.15%
VEXRX
17.71%
7.24%
12.11%
30.78%
4.80%
2.43%
Key characteristics
| PRSVX | VEXRX | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.86 |
| Sortino Ratio | 2.58 | 2.60 |
| Omega Ratio | 1.32 | 1.32 |
| Calmar Ratio | 1.46 | 0.86 |
| Martin Ratio | 10.33 | 10.53 |
| Ulcer Index | 3.19% | 2.92% |
| Daily Std Dev | 18.61% | 16.55% |
| Max Drawdown | -55.37% | -61.00% |
| Current Drawdown | -0.03% | -15.95% |
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PRSVX vs. VEXRX - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is higher than VEXRX's 0.29% expense ratio.
Correlation
The correlation between PRSVX and VEXRX 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.
Risk-Adjusted Performance
PRSVX vs. VEXRX - 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 Explorer Fund Admiral Shares (VEXRX). 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. VEXRX - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 0.53%, which matches VEXRX's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 0.53% | 0.63% | 0.38% | 0.34% | 0.36% | 0.61% | 0.43% | 0.43% | 0.89% | 0.94% | 0.73% | 0.26% |
VEXRX Vanguard Explorer Fund Admiral Shares | 0.53% | 0.62% | 0.51% | 0.36% | 0.23% | 0.39% | 0.51% | 0.50% | 0.50% | 0.51% | 0.37% | 0.22% |
Drawdowns
PRSVX vs. VEXRX - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, smaller than the maximum VEXRX drawdown of -61.00%. Use the drawdown chart below to compare losses from any high point for PRSVX and VEXRX. For additional features, visit the drawdowns tool.
Volatility
PRSVX vs. VEXRX - Volatility Comparison
T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 6.45% compared to Vanguard Explorer Fund Admiral Shares (VEXRX) at 5.77%. This indicates that PRSVX's price experiences larger fluctuations and is considered to be riskier than VEXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.