TRVLX vs. MO
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and Altria Group, Inc. (MO).
TRVLX is managed by T. Rowe Price.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or MO.
Performance
TRVLX vs. MO - Performance Comparison
Returns By Period
In the year-to-date period, TRVLX achieves a 21.77% return, which is significantly lower than MO's 47.95% return. Over the past 10 years, TRVLX has outperformed MO with an annualized return of 9.93%, while MO has yielded a comparatively lower 7.91% annualized return.
TRVLX
21.77%
2.92%
9.47%
28.80%
12.38%
9.93%
MO
47.95%
11.93%
27.92%
48.32%
11.45%
7.91%
Key characteristics
| TRVLX | MO | |
|---|---|---|
| Sharpe Ratio | 2.86 | 2.80 |
| Sortino Ratio | 4.04 | 4.00 |
| Omega Ratio | 1.52 | 1.55 |
| Calmar Ratio | 4.59 | 2.67 |
| Martin Ratio | 18.53 | 15.75 |
| Ulcer Index | 1.58% | 3.17% |
| Daily Std Dev | 10.26% | 17.83% |
| Max Drawdown | -60.22% | -82.48% |
| Current Drawdown | -0.33% | -0.55% |
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Correlation
The correlation between TRVLX and MO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TRVLX vs. MO - Risk-Adjusted Performance Comparison
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.
Dividends
TRVLX vs. MO - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 1.09%, less than MO's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 1.09% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
MO Altria Group, Inc. | 7.07% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
Drawdowns
TRVLX vs. MO - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for TRVLX and MO. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. MO - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 3.65%, while Altria Group, Inc. (MO) has a volatility of 8.15%. 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.