TRVLX vs. PRWAX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
TRVLX is managed by T. Rowe Price. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
TRVLX vs. PRWAX - Performance Comparison
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TRVLX vs. PRWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 2.49% | 16.37% | 14.98% | 12.16% | -11.37% | 29.86% | 10.48% | 26.20% | -9.44% | 17.35% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -12.37% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
Returns By Period
In the year-to-date period, TRVLX achieves a 2.49% return, which is significantly higher than PRWAX's -12.37% return. Over the past 10 years, TRVLX has underperformed PRWAX with an annualized return of 11.14%, while PRWAX has yielded a comparatively higher 16.95% annualized return.
TRVLX
- 1D
- -0.24%
- 1M
- -7.05%
- YTD
- 2.49%
- 6M
- 8.17%
- 1Y
- 13.36%
- 3Y*
- 15.60%
- 5Y*
- 9.56%
- 10Y*
- 11.14%
PRWAX
- 1D
- -0.24%
- 1M
- -9.15%
- YTD
- -12.37%
- 6M
- -3.78%
- 1Y
- 16.34%
- 3Y*
- 18.79%
- 5Y*
- 10.36%
- 10Y*
- 16.95%
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TRVLX vs. PRWAX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is lower than PRWAX's 0.76% expense ratio.
Return for Risk
TRVLX vs. PRWAX — Risk / Return Rank
TRVLX
PRWAX
TRVLX vs. PRWAX - 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 All-Cap Opportunities Fund (PRWAX). 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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.87 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.42 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.02 | +0.21 |
Martin ratioReturn relative to average drawdown | 5.43 | 3.79 | +1.64 |
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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.87 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.58 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.90 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.59 | +0.01 |
Correlation
The correlation between TRVLX and PRWAX is 0.84, 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.
Dividends
TRVLX vs. PRWAX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 7.97%, less than PRWAX's 19.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 7.97% | 8.17% | 8.50% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 5.89% | 3.06% | 8.77% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 19.01% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
TRVLX vs. PRWAX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than PRWAX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TRVLX and PRWAX.
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Drawdown Indicators
| TRVLX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.22% | -55.06% | -5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -14.05% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -29.38% | +9.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.65% | -30.50% | -8.15% |
Current DrawdownCurrent decline from peak | -7.05% | -14.05% | +7.00% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -9.92% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.79% | -1.21% |
Volatility
TRVLX vs. PRWAX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 3.56%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 4.90%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVLX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.90% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 12.45% | -3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 19.42% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 17.88% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 18.82% | -1.44% |