TRVLX vs. PREIX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Equity Index 500 Fund (PREIX).
TRVLX is managed by T. Rowe Price. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or PREIX.
Performance
TRVLX vs. PREIX - Performance Comparison
Returns By Period
In the year-to-date period, TRVLX achieves a 19.86% return, which is significantly lower than PREIX's 24.36% return. Over the past 10 years, TRVLX has underperformed PREIX with an annualized return of 9.87%, while PREIX has yielded a comparatively higher 12.92% annualized return.
TRVLX
19.86%
0.26%
5.90%
28.32%
11.91%
9.87%
PREIX
24.36%
0.56%
11.31%
31.79%
15.11%
12.92%
Key characteristics
| TRVLX | PREIX | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.61 |
| Sortino Ratio | 3.94 | 3.50 |
| Omega Ratio | 1.51 | 1.49 |
| Calmar Ratio | 3.85 | 3.78 |
| Martin Ratio | 18.05 | 17.04 |
| Ulcer Index | 1.57% | 1.88% |
| Daily Std Dev | 10.19% | 12.24% |
| Max Drawdown | -60.22% | -55.32% |
| Current Drawdown | -1.89% | -2.15% |
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TRVLX vs. PREIX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Correlation
The correlation between TRVLX and PREIX is 0.91, 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.
Risk-Adjusted Performance
TRVLX vs. PREIX - 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 Equity Index 500 Fund (PREIX). 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. PREIX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 1.11%, which matches PREIX's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 1.11% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
PREIX T. Rowe Price Equity Index 500 Fund | 1.11% | 1.33% | 1.50% | 1.15% | 1.56% | 1.78% | 1.95% | 1.65% | 1.83% | 2.02% | 1.69% | 1.63% |
Drawdowns
TRVLX vs. PREIX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than PREIX's maximum drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for TRVLX and PREIX. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. PREIX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 3.54%, while T. Rowe Price Equity Index 500 Fund (PREIX) has a volatility of 4.05%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.