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

Correlation

The correlation between PRSVX and VEXRX is 0.84, 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.


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.

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Key characteristics

Sharpe Ratio

PRSVX:

-0.17

VEXRX:

-0.20

Sortino Ratio

PRSVX:

-0.05

VEXRX:

-0.11

Omega Ratio

PRSVX:

0.99

VEXRX:

0.99

Calmar Ratio

PRSVX:

-0.10

VEXRX:

-0.11

Martin Ratio

PRSVX:

-0.29

VEXRX:

-0.41

Ulcer Index

PRSVX:

12.32%

VEXRX:

11.14%

Daily Std Dev

PRSVX:

23.42%

VEXRX:

23.60%

Max Drawdown

PRSVX:

-63.82%

VEXRX:

-61.00%

Current Drawdown

PRSVX:

-25.36%

VEXRX:

-28.25%

Returns By Period

In the year-to-date period, PRSVX achieves a -3.16% return, which is significantly higher than VEXRX's -3.42% return. Over the past 10 years, PRSVX has underperformed VEXRX with an annualized return of 1.36%, while VEXRX has yielded a comparatively higher 1.52% annualized return.


PRSVX

YTD

-3.16%

1M

10.48%

6M

-13.86%

1Y

-4.04%

5Y*

7.79%

10Y*

1.36%

VEXRX

YTD

-3.42%

1M

13.05%

6M

-10.80%

1Y

-4.79%

5Y*

4.11%

10Y*

1.52%

*Annualized

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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.


Risk-Adjusted Performance

PRSVX vs. VEXRX — 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 1010
Overall Rank
The Sharpe Ratio Rank of PRSVX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSVX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PRSVX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PRSVX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of PRSVX is 1010
Martin Ratio Rank

VEXRX
The Risk-Adjusted Performance Rank of VEXRX is 99
Overall Rank
The Sharpe Ratio Rank of VEXRX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXRX is 99
Sortino Ratio Rank
The Omega Ratio Rank of VEXRX is 99
Omega Ratio Rank
The Calmar Ratio Rank of VEXRX is 99
Calmar Ratio Rank
The Martin Ratio Rank of VEXRX is 88
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. 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.


The current PRSVX Sharpe Ratio is -0.17, which is comparable to the VEXRX Sharpe Ratio of -0.20. 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.


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Dividends

PRSVX vs. VEXRX - Dividend Comparison

PRSVX's dividend yield for the trailing twelve months is around 10.09%, more than VEXRX's 0.57% yield.


TTM20242023202220212020201920182017201620152014
PRSVX
T. Rowe Price Small-Cap Value Fund
10.09%9.77%3.27%5.28%6.98%2.03%4.59%9.46%4.22%3.77%22.55%7.46%
VEXRX
Vanguard Explorer Fund Admiral Shares
0.57%0.55%0.62%0.51%0.36%0.23%0.39%0.51%0.50%0.50%0.51%0.37%

Drawdowns

PRSVX vs. VEXRX - Drawdown Comparison

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


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Volatility

PRSVX vs. VEXRX - Volatility Comparison

The current volatility for T. Rowe Price Small-Cap Value Fund (PRSVX) is 5.81%, while Vanguard Explorer Fund Admiral Shares (VEXRX) has a volatility of 6.41%. This indicates that PRSVX experiences smaller price fluctuations and is considered to be less risky than VEXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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