TRVLX vs. PEXMX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Extended Equity Market Index Fund (PEXMX).
TRVLX is managed by T. Rowe Price. PEXMX is managed by T. Rowe Price. It was launched on Jan 30, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or PEXMX.
Key characteristics
| TRVLX | PEXMX | |
|---|---|---|
| YTD Return | 16.74% | 9.83% |
| 1Y Return | 24.14% | 23.42% |
| 3Y Return (Ann) | 6.99% | -0.14% |
| 5Y Return (Ann) | 11.60% | 9.74% |
| 10Y Return (Ann) | 9.67% | 8.90% |
| Sharpe Ratio | 2.28 | 1.22 |
| Daily Std Dev | 10.68% | 18.67% |
| Max Drawdown | -60.22% | -57.28% |
| Current Drawdown | -1.01% | -6.70% |
Correlation
The correlation between TRVLX and PEXMX is 0.85, 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.
Performance
TRVLX vs. PEXMX - Performance Comparison
In the year-to-date period, TRVLX achieves a 16.74% return, which is significantly higher than PEXMX's 9.83% return. Over the past 10 years, TRVLX has outperformed PEXMX with an annualized return of 9.67%, while PEXMX has yielded a comparatively lower 8.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRVLX vs. PEXMX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than PEXMX's 0.23% expense ratio.
Risk-Adjusted Performance
TRVLX vs. PEXMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Extended Equity Market Index Fund (PEXMX). 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. PEXMX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 2.54%, less than PEXMX's 3.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 2.54% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 7.21% | 3.06% | 8.77% | 10.16% | 6.99% |
PEXMX T. Rowe Price Extended Equity Market Index Fund | 3.31% | 3.64% | 7.53% | 14.87% | 2.99% | 4.62% | 6.67% | 5.64% | 5.90% | 4.81% | 4.88% | 3.07% |
Drawdowns
TRVLX vs. PEXMX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than PEXMX's maximum drawdown of -57.28%. Use the drawdown chart below to compare losses from any high point for TRVLX and PEXMX. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. PEXMX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 2.92%, while T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a volatility of 5.60%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than PEXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.