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.
Key characteristics
| TRVLX | PRFDX | |
|---|---|---|
| YTD Return | 15.88% | 12.61% |
| 1Y Return | 22.39% | 19.67% |
| 3Y Return (Ann) | 6.58% | 8.40% |
| 5Y Return (Ann) | 11.60% | 10.17% |
| 10Y Return (Ann) | 9.63% | 8.64% |
| Sharpe Ratio | 2.22 | 1.86 |
| Daily Std Dev | 10.76% | 11.34% |
| Max Drawdown | -60.22% | -58.12% |
| Current Drawdown | -1.74% | -1.65% |
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.
Performance
TRVLX vs. PRFDX - Performance Comparison
In the year-to-date period, TRVLX achieves a 15.88% return, which is significantly higher than PRFDX's 12.61% return. Over the past 10 years, TRVLX has outperformed PRFDX with an annualized return of 9.63%, while PRFDX has yielded a comparatively lower 8.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRVLX vs. PRFDX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than PRFDX's 0.63% expense ratio.
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 2.56%, less than PRFDX's 5.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 2.56% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 7.21% | 3.06% | 8.77% | 10.16% | 6.99% |
PRFDX T. Rowe Price Equity Income Fund | 5.59% | 6.19% | 6.61% | 8.78% | 3.55% | 7.45% | 11.43% | 9.57% | 7.75% | 7.48% | 7.44% | 4.23% |
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) and T. Rowe Price Equity Income Fund (PRFDX) have volatilities of 3.04% and 3.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.