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

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.


-0.50.00.51.00.9

Performance

PRSVX vs. VEXRX - 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 Explorer Fund Admiral Shares (VEXRX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.06%
8.06%
PRSVX
VEXRX

Key characteristics

Sharpe Ratio

PRSVX:

0.12

VEXRX:

0.74

Sortino Ratio

PRSVX:

0.29

VEXRX:

1.11

Omega Ratio

PRSVX:

1.04

VEXRX:

1.14

Calmar Ratio

PRSVX:

0.13

VEXRX:

0.39

Martin Ratio

PRSVX:

0.56

VEXRX:

3.92

Ulcer Index

PRSVX:

4.17%

VEXRX:

3.09%

Daily Std Dev

PRSVX:

19.93%

VEXRX:

16.43%

Max Drawdown

PRSVX:

-55.37%

VEXRX:

-61.00%

Current Drawdown

PRSVX:

-15.23%

VEXRX:

-20.55%

Returns By Period

In the year-to-date period, PRSVX achieves a 2.44% return, which is significantly lower than VEXRX's 11.27% return. Over the past 10 years, PRSVX has outperformed VEXRX with an annualized return of 7.38%, while VEXRX has yielded a comparatively lower 3.18% annualized return.


PRSVX

YTD

2.44%

1M

-14.12%

6M

3.06%

1Y

2.34%

5Y*

5.74%

10Y*

7.38%

VEXRX

YTD

11.27%

1M

-5.47%

6M

7.48%

1Y

11.44%

5Y*

3.64%

10Y*

3.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRSVX vs. VEXRX - Expense Ratio Comparison

PRSVX has a 0.78% expense ratio, which is higher than VEXRX's 0.29% expense ratio.


PRSVX
T. Rowe Price Small-Cap Value Fund
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 VEXRX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

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.


Sharpe ratio
The chart of Sharpe ratio for PRSVX, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.000.120.70
The chart of Sortino ratio for PRSVX, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.291.06
The chart of Omega ratio for PRSVX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.13
The chart of Calmar ratio for PRSVX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.0014.000.130.37
The chart of Martin ratio for PRSVX, currently valued at 0.56, compared to the broader market0.0020.0040.0060.000.563.67
PRSVX
VEXRX

The current PRSVX Sharpe Ratio is 0.12, which is lower than the VEXRX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PRSVX and VEXRX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.12
0.70
PRSVX
VEXRX

Dividends

PRSVX vs. VEXRX - Dividend Comparison

Neither PRSVX nor VEXRX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRSVX
T. Rowe Price Small-Cap Value Fund
0.00%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
0.00%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.23%
-20.55%
PRSVX
VEXRX

Volatility

PRSVX vs. VEXRX - Volatility Comparison

T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 10.72% compared to Vanguard Explorer Fund Admiral Shares (VEXRX) at 4.79%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.72%
4.79%
PRSVX
VEXRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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