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TASCX vs. PRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TASCX vs. PRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Third Avenue Small Cap Value Fund (TASCX) 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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TASCX vs. PRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TASCX
Third Avenue Small Cap Value Fund
6.59%14.79%3.04%22.49%-1.87%25.92%-2.96%22.92%-12.55%8.89%
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, TASCX achieves a 6.59% return, which is significantly higher than PRVIX's 1.00% return. Over the past 10 years, TASCX has underperformed PRVIX with an annualized return of 10.22%, while PRVIX has yielded a comparatively higher 10.74% annualized return.


TASCX

1D
0.00%
1M
-3.17%
YTD
6.59%
6M
11.59%
1Y
27.41%
3Y*
14.03%
5Y*
10.00%
10Y*
10.22%

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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TASCX vs. PRVIX - Expense Ratio Comparison

TASCX has a 1.15% expense ratio, which is higher than PRVIX's 0.66% expense ratio.


Return for Risk

TASCX vs. PRVIX — Risk / Return Rank

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

TASCX
TASCX Risk / Return Rank: 8181
Overall Rank
TASCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TASCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TASCX Omega Ratio Rank: 7474
Omega Ratio Rank
TASCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TASCX Martin Ratio Rank: 8686
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.

TASCX vs. PRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue Small Cap Value Fund (TASCX) 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.


TASCXPRVIXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.30

+0.17

Sortino ratio

Return per unit of downside risk

2.15

2.08

+0.07

Omega ratio

Gain probability vs. loss probability

1.28

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

2.09

1.93

+0.16

Martin ratio

Return relative to average drawdown

8.93

8.07

+0.86

TASCX vs. PRVIX - Sharpe Ratio Comparison

The current TASCX Sharpe Ratio is 1.47, which is comparable to the PRVIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TASCX 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


TASCXPRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.30

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.34

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.51

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.50

-0.04

Correlation

The correlation between TASCX and PRVIX is 0.89, 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

TASCX vs. PRVIX - Dividend Comparison

TASCX's dividend yield for the trailing twelve months is around 3.54%, less than PRVIX's 22.88% yield.


TTM20252024202320222021202020192018201720162015
TASCX
Third Avenue Small Cap Value Fund
3.54%3.78%11.87%14.38%5.40%8.55%1.50%7.75%12.67%13.61%9.15%14.70%
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

TASCX vs. PRVIX - Drawdown Comparison

The maximum TASCX drawdown since its inception was -58.55%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for TASCX and PRVIX.


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Drawdown Indicators


TASCXPRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-40.95%

-17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-14.06%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-28.00%

-2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-40.45%

-40.95%

+0.50%

Current Drawdown

Current decline from peak

-4.60%

-8.14%

+3.54%

Average Drawdown

Average peak-to-trough decline

-8.66%

-8.44%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.65%

-0.82%

Volatility

TASCX vs. PRVIX - Volatility Comparison

The current volatility for Third Avenue Small Cap Value Fund (TASCX) is 3.87%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that TASCX 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


TASCXPRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

6.11%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

15.98%

-5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

23.85%

-5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.47%

20.43%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

21.29%

+2.88%