PRVIX vs. ARSMX
PRVIX (T. Rowe Price Small-Cap Value Fund Class I) and ARSMX (AMG River Road Small-Mid Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, PRVIX returned 10.46%/yr vs 10.18%/yr for ARSMX. Their correlation of 0.90 means they have usually moved in the same direction. PRVIX charges 0.66%/yr vs 1.27%/yr for ARSMX.
Performance
PRVIX vs. ARSMX - Performance Comparison
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Returns By Period
In the year-to-date period, PRVIX achieves a 20.02% return, which is significantly higher than ARSMX's 10.49% return. Both investments have delivered pretty close results over the past 10 years, with PRVIX having a 10.46% annualized return and ARSMX not far behind at 10.18%.
PRVIX
- 1D
- 0.38%
- 1M
- -1.64%
- 6M
- 11.97%
- YTD
- 20.02%
- 1Y
- 34.71%
- 3Y*
- 13.78%
- 5Y*
- 7.24%
- 10Y*
- 10.46%
- ALL TIME*
- 10.74%
ARSMX
- 1D
- -1.31%
- 1M
- 2.53%
- 6M
- 8.11%
- YTD
- 10.49%
- 1Y
- 9.57%
- 3Y*
- 9.29%
- 5Y*
- 6.50%
- 10Y*
- 10.18%
- ALL TIME*
- 7.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRVIX vs. ARSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 20.02% | 8.44% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
ARSMX AMG River Road Small-Mid Cap Value Fund | 10.49% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
Correlation
The correlation between PRVIX and ARSMX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2015 | 0.90 |
The correlation between PRVIX and ARSMX shifts across timeframes, from 0.76 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRVIX vs. ARSMX — Risk / Return Rank
PRVIX
ARSMX
PRVIX vs. ARSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund Class I (PRVIX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.
| PRVIX | ARSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.10 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 0.71 | +2.95 |
| Martin ratioReturn relative to average drawdown | 13.95 | 1.64 | +12.32 |
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Drawdowns
PRVIX vs. ARSMX - Drawdown Comparison
The maximum PRVIX drawdown since its inception was -40.95%, smaller than the maximum ARSMX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for PRVIX and ARSMX.
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Drawdown Indicators
| PRVIX | ARSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.95% | -51.75% | +10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -10.37% | +1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -19.34% | -5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -19.34% | -8.66% |
Max Drawdown (10Y)Largest decline over 10 years | -40.95% | -42.96% | +2.01% |
Current DrawdownCurrent decline from peak | -2.45% | -1.59% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -8.06% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 4.47% | -2.08% |
Volatility
PRVIX vs. ARSMX - Volatility Comparison
The current volatility for T. Rowe Price Small-Cap Value Fund Class I (PRVIX) is 3.27%, while AMG River Road Small-Mid Cap Value Fund (ARSMX) has a volatility of 4.05%. This indicates that PRVIX experiences smaller price fluctuations and is considered to be less risky than ARSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRVIX | ARSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 4.05% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 9.15% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 14.41% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 17.71% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 19.51% | +1.52% |
PRVIX vs. ARSMX - Expense Ratio Comparison
PRVIX has a 0.66% expense ratio, which is lower than ARSMX's 1.27% expense ratio.
Dividends
PRVIX vs. ARSMX - Dividend Comparison
PRVIX's dividend yield for the trailing twelve months is around 10.09%, while ARSMX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 10.09% | 12.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Frequently Asked Questions
PRVIX and ARSMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARSMX has higher volatility (4.05%) compared to PRVIX (3.27%). In terms of maximum drawdown, PRVIX dropped -40.95% vs ARSMX's -51.75%.
PRVIX currently has the higher Sharpe Ratio (1.94 vs 0.51), 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.
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