TRVLX vs. MO

In the year-to-date period, TRVLX achieves a 4.40% return, which is significantly lower than MO's 10.87% return. Over the past 10 years, TRVLX has underperformed MO with an annualized return of 3.99%, while MO has yielded a comparatively higher 7.52% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and Altria Group, Inc. (MO). 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.

The current TRVLX Sharpe Ratio is 0.01, which is lower than the MO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of TRVLX and MO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TRVLX's dividend yield for the trailing twelve months is around 1.23%, less than MO's 7.09% yield.

The maximum TRVLX drawdown since its inception was -62.03%, which is greater than MO's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for TRVLX and MO. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Value Fund (TRVLX) is 5.03%, while Altria Group, Inc. (MO) has a volatility of 6.04%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.