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RYVFX vs. PRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYVFX vs. PRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Small-Cap Value Fund (RYVFX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). The values are adjusted to include any dividend payments, if applicable.

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RYVFX vs. PRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYVFX
Royce Small-Cap Value Fund
2.26%6.77%3.20%26.40%-10.18%28.15%-6.47%18.26%-7.37%4.93%
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
1.00%21.38%10.96%12.46%-18.42%25.60%12.58%25.95%-11.49%12.86%

Returns By Period

In the year-to-date period, RYVFX achieves a 2.26% return, which is significantly higher than PRVIX's 1.00% return. Over the past 10 years, RYVFX has underperformed PRVIX with an annualized return of 6.93%, while PRVIX has yielded a comparatively higher 10.74% annualized return.


RYVFX

1D
-0.30%
1M
-4.42%
YTD
2.26%
6M
3.20%
1Y
22.39%
3Y*
11.43%
5Y*
6.31%
10Y*
6.93%

PRVIX

1D
-0.92%
1M
-6.73%
YTD
1.00%
6M
15.65%
1Y
29.88%
3Y*
15.16%
5Y*
6.86%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYVFX vs. PRVIX - Expense Ratio Comparison

RYVFX has a 1.49% expense ratio, which is higher than PRVIX's 0.66% expense ratio.


Return for Risk

RYVFX vs. PRVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYVFX
RYVFX Risk / Return Rank: 5454
Overall Rank
RYVFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RYVFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
RYVFX Omega Ratio Rank: 5050
Omega Ratio Rank
RYVFX Calmar Ratio Rank: 6363
Calmar Ratio Rank
RYVFX Martin Ratio Rank: 4747
Martin Ratio Rank

PRVIX
PRVIX Risk / Return Rank: 7878
Overall Rank
PRVIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PRVIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRVIX Omega Ratio Rank: 7373
Omega Ratio Rank
PRVIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRVIX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYVFX vs. PRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Small-Cap Value Fund (RYVFX) 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.


RYVFXPRVIXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.30

-0.29

Sortino ratio

Return per unit of downside risk

1.55

2.08

-0.53

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.48

1.93

-0.45

Martin ratio

Return relative to average drawdown

4.80

8.07

-3.28

RYVFX vs. PRVIX - Sharpe Ratio Comparison

The current RYVFX Sharpe Ratio is 1.01, which is comparable to the PRVIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of RYVFX and PRVIX, 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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Sharpe Ratios by Period


RYVFXPRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.30

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.34

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.51

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.50

-0.15

Correlation

The correlation between RYVFX and PRVIX is 0.92, 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

RYVFX vs. PRVIX - Dividend Comparison

RYVFX's dividend yield for the trailing twelve months is around 9.94%, less than PRVIX's 22.88% yield.


TTM20252024202320222021202020192018201720162015
RYVFX
Royce Small-Cap Value Fund
9.94%10.17%6.03%8.20%6.02%5.77%3.92%3.19%13.14%3.45%5.59%19.64%
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
22.88%23.11%9.96%3.40%5.54%7.15%2.12%4.72%9.61%3.79%3.88%22.61%

Drawdowns

RYVFX vs. PRVIX - Drawdown Comparison

The maximum RYVFX drawdown since its inception was -57.72%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for RYVFX and PRVIX.


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Drawdown Indicators


RYVFXPRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.72%

-40.95%

-16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

-14.06%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.20%

-28.00%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-48.56%

-40.95%

-7.61%

Current Drawdown

Current decline from peak

-7.01%

-8.14%

+1.13%

Average Drawdown

Average peak-to-trough decline

-9.86%

-8.44%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

3.65%

+0.57%

Volatility

RYVFX vs. PRVIX - Volatility Comparison

The current volatility for Royce Small-Cap Value Fund (RYVFX) is 4.79%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that RYVFX 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


RYVFXPRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

6.11%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

15.98%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

22.57%

23.85%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

20.43%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.48%

21.29%

+1.19%