TRVLX vs. PRFDX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Equity Income Fund (PRFDX).
TRVLX is managed by T. Rowe Price. PRFDX is managed by T. Rowe Price. It was launched on Oct 31, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or PRFDX.
Performance
TRVLX vs. PRFDX - Performance Comparison
Returns By Period
In the year-to-date period, TRVLX achieves a 20.43% return, which is significantly higher than PRFDX's 16.84% return. Over the past 10 years, TRVLX has outperformed PRFDX with an annualized return of 9.83%, while PRFDX has yielded a comparatively lower 8.89% annualized return.
TRVLX
20.43%
1.59%
6.99%
27.88%
12.14%
9.83%
PRFDX
16.84%
1.07%
6.68%
25.17%
10.31%
8.89%
Key characteristics
| TRVLX | PRFDX | |
|---|---|---|
| Sharpe Ratio | 2.75 | 2.40 |
| Sortino Ratio | 3.89 | 3.38 |
| Omega Ratio | 1.50 | 1.44 |
| Calmar Ratio | 4.24 | 4.77 |
| Martin Ratio | 17.73 | 16.32 |
| Ulcer Index | 1.58% | 1.54% |
| Daily Std Dev | 10.21% | 10.43% |
| Max Drawdown | -60.22% | -58.12% |
| Current Drawdown | -1.42% | -0.92% |
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TRVLX vs. PRFDX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than PRFDX's 0.63% expense ratio.
Correlation
The correlation between TRVLX and PRFDX is 0.95, 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. PRFDX - 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 Income Fund (PRFDX). 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. PRFDX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 1.10%, less than PRFDX's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 1.10% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
PRFDX T. Rowe Price Equity Income Fund | 1.86% | 2.09% | 2.13% | 1.75% | 2.18% | 2.37% | 2.67% | 2.01% | 2.32% | 2.28% | 2.01% | 1.64% |
Drawdowns
TRVLX vs. PRFDX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, roughly equal to the maximum PRFDX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for TRVLX and PRFDX. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. PRFDX - Volatility Comparison
T. Rowe Price Value Fund (TRVLX) has a higher volatility of 3.51% compared to T. Rowe Price Equity Income Fund (PRFDX) at 3.07%. This indicates that TRVLX's price experiences larger fluctuations and is considered to be riskier than PRFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.