PRSVX vs. WWSIX
PRSVX (T. Rowe Price Small-Cap Value Fund) and WWSIX (Keeley Small Cap Fund Class Institutional) are both Small Cap Blend Equities funds. Over the past 10 years, PRSVX returned 11.16%/yr vs 15.57%/yr for WWSIX. With a 0.96 correlation, they move nearly in lockstep. PRSVX charges 0.78%/yr vs 1.00%/yr for WWSIX.
Performance
PRSVX vs. WWSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRSVX achieves a 20.14% return, which is significantly lower than WWSIX's 32.94% return. Over the past 10 years, PRSVX has underperformed WWSIX with an annualized return of 11.16%, while WWSIX has yielded a comparatively higher 15.57% annualized return.
PRSVX
- 1D
- 0.51%
- 1M
- 4.62%
- YTD
- 20.14%
- 6M
- 18.20%
- 1Y
- 34.42%
- 3Y*
- 17.29%
- 5Y*
- 7.05%
- 10Y*
- 11.16%
WWSIX
- 1D
- 0.27%
- 1M
- 6.42%
- YTD
- 32.94%
- 6M
- 30.43%
- 1Y
- 66.90%
- 3Y*
- 26.23%
- 5Y*
- 13.25%
- 10Y*
- 15.57%
PRSVX vs. WWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 20.14% | 8.31% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
WWSIX Keeley Small Cap Fund Class Institutional | 32.94% | 17.55% | 15.79% | 12.87% | -12.30% | 30.04% | 11.27% | 28.74% | -13.49% | 16.07% |
Correlation
The correlation between PRSVX and WWSIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2008 | 0.96 |
The correlation between PRSVX and WWSIX has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRSVX vs. WWSIX — Risk / Return Rank
PRSVX
WWSIX
PRSVX vs. WWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund (PRSVX) and Keeley Small Cap Fund Class Institutional (WWSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRSVX | WWSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.56 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 6.83 | -2.68 |
| Martin ratioReturn relative to average drawdown | 15.51 | 25.00 | -9.49 |
Loading charts...
Drawdowns
PRSVX vs. WWSIX - Drawdown Comparison
The maximum PRSVX drawdown since its inception was -55.37%, smaller than the maximum WWSIX drawdown of -59.71%. Use the drawdown chart below to compare losses from any high point for PRSVX and WWSIX.
Loading charts...
Drawdown Indicators
| PRSVX | WWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -59.71% | +4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -10.17% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -24.60% | -26.17% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -28.17% | -26.17% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -45.11% | +4.14% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -8.94% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.77% | -0.40% |
Volatility
PRSVX vs. WWSIX - Volatility Comparison
The current volatility for T. Rowe Price Small-Cap Value Fund (PRSVX) is 5.19%, while Keeley Small Cap Fund Class Institutional (WWSIX) has a volatility of 6.33%. This indicates that PRSVX experiences smaller price fluctuations and is considered to be less risky than WWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRSVX | WWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 6.33% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 14.50% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 21.13% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 21.71% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 23.76% | -2.69% |
PRSVX vs. WWSIX - Expense Ratio Comparison
PRSVX has a 0.78% expense ratio, which is lower than WWSIX's 1.00% expense ratio.
Dividends
PRSVX vs. WWSIX - Dividend Comparison
PRSVX's dividend yield for the trailing twelve months is around 9.85%, more than WWSIX's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSVX T. Rowe Price Small-Cap Value Fund | 9.85% | 11.83% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
WWSIX Keeley Small Cap Fund Class Institutional | 5.81% | 7.72% | 28.12% | 3.00% | 1.85% | 5.58% | 0.20% | 4.70% | 14.34% | 8.83% | 9.05% | 18.47% |
Frequently Asked Questions
PRSVX and WWSIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWSIX has higher volatility (6.33%) compared to PRSVX (5.19%). In terms of maximum drawdown, PRSVX dropped -55.37% vs WWSIX's -59.71%.
WWSIX currently has the higher Sharpe Ratio (3.29 vs 2.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for PRSVX and WWSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer