PZVSX vs. PRVIX
Compare and contrast key facts about Pzena Small Cap Value Fund (PZVSX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
PZVSX is managed by Pzena. It was launched on Apr 27, 2016. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
PZVSX vs. PRVIX - Performance Comparison
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PZVSX vs. PRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZVSX Pzena Small Cap Value Fund | 2.79% | -4.94% | 1.62% | 25.62% | -5.33% | 27.93% | -0.09% | 24.84% | -15.19% | 2.10% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 3.80% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.56% |
Returns By Period
In the year-to-date period, PZVSX achieves a 2.79% return, which is significantly lower than PRVIX's 3.80% return.
PZVSX
- 1D
- 2.16%
- 1M
- -6.09%
- YTD
- 2.79%
- 6M
- -2.15%
- 1Y
- 10.52%
- 3Y*
- 6.80%
- 5Y*
- 4.27%
- 10Y*
- —
PRVIX
- 1D
- 2.77%
- 1M
- -5.04%
- YTD
- 3.80%
- 6M
- 18.59%
- 1Y
- 33.45%
- 3Y*
- 16.22%
- 5Y*
- 7.09%
- 10Y*
- 11.04%
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PZVSX vs. PRVIX - Expense Ratio Comparison
PZVSX has a 1.52% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
PZVSX vs. PRVIX — Risk / Return Rank
PZVSX
PRVIX
PZVSX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pzena Small Cap Value Fund (PZVSX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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.
| PZVSX | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.45 | -1.07 |
Sortino ratioReturn per unit of downside risk | 0.75 | 2.28 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.31 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 2.06 | -1.46 |
Martin ratioReturn relative to average drawdown | 1.54 | 8.59 | -7.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PZVSX | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.45 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.35 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.51 | -0.32 |
Correlation
The correlation between PZVSX and PRVIX is 0.91, 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.
Dividends
PZVSX vs. PRVIX - Dividend Comparison
PZVSX's dividend yield for the trailing twelve months is around 2.27%, less than PRVIX's 22.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZVSX Pzena Small Cap Value Fund | 2.27% | 2.33% | 7.03% | 0.45% | 17.31% | 1.25% | 1.39% | 0.00% | 4.56% | 7.54% | 0.00% | 0.00% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.27% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
PZVSX vs. PRVIX - Drawdown Comparison
The maximum PZVSX drawdown since its inception was -54.22%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for PZVSX and PRVIX.
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Drawdown Indicators
| PZVSX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -40.95% | -13.27% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -14.06% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.43% | -28.00% | -4.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.95% | — |
Current DrawdownCurrent decline from peak | -11.31% | -5.60% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -8.44% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 3.67% | +3.05% |
Volatility
PZVSX vs. PRVIX - Volatility Comparison
The current volatility for Pzena Small Cap Value Fund (PZVSX) is 6.36%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.73%. This indicates that PZVSX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZVSX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 6.73% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 16.15% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.72% | 23.96% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 20.47% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.59% | 21.30% | +6.29% |