PRSVX vs. VOO
Compare and contrast key facts about T. Rowe Price Small-Cap Value Fund (PRSVX) and Vanguard S&P 500 ETF (VOO).
PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSVX or VOO.
Key characteristics
| PRSVX | VOO | |
|---|---|---|
| YTD Return | 13.02% | 24.24% |
| 1Y Return | 32.19% | 39.06% |
| 3Y Return (Ann) | 1.41% | 10.77% |
| 5Y Return (Ann) | 9.22% | 16.30% |
| 10Y Return (Ann) | 9.10% | 13.75% |
| Sharpe Ratio | 1.63 | 3.06 |
| Sortino Ratio | 2.40 | 4.07 |
| Omega Ratio | 1.29 | 1.56 |
| Calmar Ratio | 1.09 | 3.26 |
| Martin Ratio | 9.71 | 20.25 |
| Ulcer Index | 3.16% | 1.87% |
| Daily Std Dev | 18.82% | 12.36% |
| Max Drawdown | -55.37% | -33.99% |
| Current Drawdown | -2.05% | 0.00% |
Correlation
The correlation between PRSVX and VOO is 0.83, 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. VOO - Performance Comparison
In the year-to-date period, PRSVX achieves a 13.02% return, which is significantly lower than VOO's 24.24% return. Over the past 10 years, PRSVX has underperformed VOO with an annualized return of 9.10%, while VOO has yielded a comparatively higher 13.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRSVX vs. VOO - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
PRSVX vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 2.89%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 2.89% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 4.22% | 3.77% | 22.55% | 7.46% | 3.10% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PRSVX vs. VOO - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRSVX and VOO. For additional features, visit the drawdowns tool.
Volatility
PRSVX vs. VOO - Volatility Comparison
T. Rowe Price Small-Cap Value Fund (PRSVX) has a higher volatility of 3.63% compared to Vanguard S&P 500 ETF (VOO) at 2.54%. This indicates that PRSVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.