SCRZX vs. PRSVX

Last updated Jun 25, 2026

SCRZX (AB Small Cap Core Portfolio) and PRSVX (T. Rowe Price Small-Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, SCRZX returned 10.34%/yr vs 11.10%/yr for PRSVX. With a 0.96 correlation, they move nearly in lockstep. SCRZX charges 0.87%/yr vs 0.78%/yr for PRSVX.

Performance

SCRZX vs. PRSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Small Cap Core Portfolio (SCRZX) and T. Rowe Price Small-Cap Value Fund (PRSVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SCRZX having a 18.68% return and PRSVX slightly higher at 19.53%. Over the past 10 years, SCRZX has underperformed PRSVX with an annualized return of 10.34%, while PRSVX has yielded a comparatively higher 11.10% annualized return.

SCRZX

• 1D: -1.14%
• 1M: 4.37%
• YTD: 18.68%
• 6M: 15.61%
• 1Y: 31.28%
• 3Y*: 16.34%
• 5Y*: 7.15%
• 10Y*: 10.34%

PRSVX

• 1D: -0.50%
• 1M: 4.10%
• YTD: 19.53%
• 6M: 17.24%
• 1Y: 32.63%
• 3Y*: 17.09%
• 5Y*: 6.74%
• 10Y*: 11.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCRZX vs. PRSVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCRZX AB Small Cap Core Portfolio	18.68%	7.75%	7.72%	20.91%	-18.89%	23.27%	12.41%	24.28%	-13.25%	7.40%
PRSVX T. Rowe Price Small-Cap Value Fund	19.53%	8.31%	10.84%	12.34%	-18.53%	25.47%	12.49%	25.82%	-11.58%	12.84%

Correlation

The correlation between SCRZX and PRSVX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.96

The correlation between SCRZX and PRSVX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

Return for Risk

SCRZX vs. PRSVX — Risk / Return Rank

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

SCRZX

SCRZX Risk / Return Rank: 60
SCRZX Sharpe Ratio Rank: 49
SCRZX Sortino Ratio Rank: 51
SCRZX Omega Ratio Rank: 41
SCRZX Calmar Ratio Rank: 84
SCRZX Martin Ratio Rank: 73

PRSVX

PRSVX Risk / Return Rank: 68
PRSVX Sharpe Ratio Rank: 58
PRSVX Sortino Ratio Rank: 60
PRSVX Omega Ratio Rank: 51
PRSVX Calmar Ratio Rank: 86
PRSVX Martin Ratio Rank: 84

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.

SCRZX vs. PRSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Core Portfolio (SCRZX) and T. Rowe Price Small-Cap Value Fund (PRSVX). 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.

	SCRZX	PRSVX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.04	-0.27
Sortino ratio: Return per unit of downside risk	2.55	2.94	-0.39
Omega ratio: Gain probability vs. loss probability	1.30	1.35	-0.06
Calmar ratio: Return relative to maximum drawdown	3.54	3.90	-0.37
Martin ratio: Return relative to average drawdown	12.11	14.58	-2.47

SCRZX vs. PRSVX - Sharpe Ratio Comparison

The current SCRZX Sharpe Ratio is 1.77, which is comparable to the PRSVX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SCRZX and PRSVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCRZX vs. PRSVX - Drawdown Comparison

The maximum SCRZX drawdown since its inception was -44.82%, smaller than the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for SCRZX and PRSVX.

Drawdown Indicators

	SCRZX	PRSVX	Difference
Max Drawdown Largest peak-to-trough decline	-44.82%	-55.37%	+10.55%
Max Drawdown (1Y) Largest decline over 1 year	-9.37%	-8.93%	-0.44%
Max Drawdown (3Y) Largest decline over 3 years	-28.46%	-24.60%	-3.86%
Max Drawdown (5Y) Largest decline over 5 years	-29.24%	-28.17%	-1.07%
Max Drawdown (10Y) Largest decline over 10 years	-44.82%	-40.97%	-3.85%
Current Drawdown Current decline from peak	-1.14%	-0.50%	-0.64%
Average Drawdown Average peak-to-trough decline	-8.61%	-7.48%	-1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.37%	+0.36%

Volatility

SCRZX vs. PRSVX - Volatility Comparison

AB Small Cap Core Portfolio (SCRZX) has a higher volatility of 5.55% compared to T. Rowe Price Small-Cap Value Fund (PRSVX) at 5.25%. This indicates that SCRZX's price experiences larger fluctuations and is considered to be riskier than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCRZX	PRSVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.55%	5.25%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	13.32%	12.40%	+0.92%
Volatility (1Y) Calculated over the trailing 1-year period	18.75%	17.11%	+1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.07%	19.83%	+2.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.24%	21.04%	+2.20%

SCRZX vs. PRSVX - Expense Ratio Comparison

SCRZX has a 0.87% expense ratio, which is higher than PRSVX's 0.78% expense ratio.

Dividends

SCRZX vs. PRSVX - Dividend Comparison

SCRZX's dividend yield for the trailing twelve months is around 9.05%, less than PRSVX's 9.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRSVX T. Rowe Price Small-Cap Value Fund	9.90%	11.83%	9.77%	3.27%	5.28%	6.98%	2.03%	4.59%	9.46%	3.79%	3.77%	22.55%
SCRZX AB Small Cap Core Portfolio	9.05%	10.74%	15.00%	8.51%	8.47%	5.95%	0.51%	0.47%	8.63%	6.37%	0.28%	0.00%

Frequently Asked Questions

Can I hold both SCRZX and PRSVX in my portfolio?

With a correlation of 0.90, SCRZX and PRSVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SCRZX or PRSVX?

SCRZX has higher volatility (5.55%) compared to PRSVX (5.25%). In terms of maximum drawdown, SCRZX dropped -44.82% vs PRSVX's -55.37%.

Which has better risk-adjusted returns?

PRSVX currently has the higher Sharpe Ratio (2.04 vs 1.77), 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.