TRVLX vs. PRSNX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX).
TRVLX is managed by T. Rowe Price. PRSNX is managed by T. Rowe Price. It was launched on Dec 14, 2008.
Performance
TRVLX vs. PRSNX - Performance Comparison
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TRVLX vs. PRSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 4.31% | 16.37% | 14.98% | 12.16% | -11.37% | 29.86% | 10.48% | 26.20% | -9.44% | 17.35% |
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | -0.32% | 11.12% | 4.27% | 12.77% | -16.27% | 0.40% | 8.16% | 11.94% | 0.45% | 6.47% |
Returns By Period
In the year-to-date period, TRVLX achieves a 4.31% return, which is significantly higher than PRSNX's -0.32% return. Over the past 10 years, TRVLX has outperformed PRSNX with an annualized return of 11.33%, while PRSNX has yielded a comparatively lower 3.91% annualized return.
TRVLX
- 1D
- 1.77%
- 1M
- -5.28%
- YTD
- 4.31%
- 6M
- 10.57%
- 1Y
- 15.40%
- 3Y*
- 16.28%
- 5Y*
- 9.68%
- 10Y*
- 11.33%
PRSNX
- 1D
- 0.30%
- 1M
- -1.69%
- YTD
- -0.32%
- 6M
- 2.28%
- 1Y
- 8.28%
- 3Y*
- 7.91%
- 5Y*
- 1.94%
- 10Y*
- 3.91%
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TRVLX vs. PRSNX - Expense Ratio Comparison
Both TRVLX and PRSNX have an expense ratio of 0.65%.
Return for Risk
TRVLX vs. PRSNX — Risk / Return Rank
TRVLX
PRSNX
TRVLX vs. PRSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX). 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.
| TRVLX | PRSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 2.54 | -1.54 |
Sortino ratioReturn per unit of downside risk | 1.48 | 4.11 | -2.63 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.57 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.84 | -2.42 |
Martin ratioReturn relative to average drawdown | 6.19 | 14.13 | -7.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRVLX | PRSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.54 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.46 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.96 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.42 | -0.81 |
Correlation
The correlation between TRVLX and PRSNX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TRVLX vs. PRSNX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 7.83%, less than PRSNX's 8.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 7.83% | 8.17% | 8.50% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 5.89% | 3.06% | 8.77% |
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | 8.95% | 9.51% | 5.09% | 5.08% | 3.30% | 3.95% | 3.68% | 6.33% | 4.89% | 3.59% | 3.44% | 3.60% |
Drawdowns
TRVLX vs. PRSNX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than PRSNX's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for TRVLX and PRSNX.
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Drawdown Indicators
| TRVLX | PRSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.22% | -19.70% | -40.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -2.19% | -9.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -19.70% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -38.65% | -19.70% | -18.95% |
Current DrawdownCurrent decline from peak | -5.40% | -1.88% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -2.42% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 0.60% | +2.01% |
Volatility
TRVLX vs. PRSNX - Volatility Comparison
T. Rowe Price Value Fund (TRVLX) has a higher volatility of 4.13% compared to T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) at 1.15%. This indicates that TRVLX's price experiences larger fluctuations and is considered to be riskier than PRSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVLX | PRSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 1.15% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 2.10% | +6.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 3.43% | +12.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 4.27% | +10.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 4.11% | +13.28% |