Correlation
The correlation between TRVLX and SPY 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.
TRVLX vs. SPY
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and SPDR S&P 500 ETF (SPY).
TRVLX is managed by T. Rowe Price. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or SPY.
Performance
TRVLX vs. SPY - Performance Comparison
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Key characteristics
TRVLX:
0.56
SPY:
0.67
TRVLX:
0.73
SPY:
1.03
TRVLX:
1.10
SPY:
1.15
TRVLX:
0.54
SPY:
0.69
TRVLX:
1.92
SPY:
2.61
TRVLX:
3.66%
SPY:
4.92%
TRVLX:
15.88%
SPY:
20.44%
TRVLX:
-60.22%
SPY:
-55.19%
TRVLX:
-3.52%
SPY:
-3.44%
Returns By Period
In the year-to-date period, TRVLX achieves a 3.90% return, which is significantly higher than SPY's 0.98% return. Over the past 10 years, TRVLX has underperformed SPY with an annualized return of 9.31%, while SPY has yielded a comparatively higher 12.73% annualized return.
TRVLX
3.90%
2.73%
-3.27%
8.80%
8.79%
14.81%
9.31%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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TRVLX vs. SPY - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
TRVLX vs. SPY — Risk-Adjusted Performance Rank
TRVLX
SPY
TRVLX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
TRVLX vs. SPY - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 8.18%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 8.18% | 8.50% | 2.97% | 10.08% | 10.92% | 2.33% | 1.69% | 11.09% | 7.21% | 3.06% | 8.77% | 10.16% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TRVLX vs. SPY - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TRVLX and SPY.
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Volatility
TRVLX vs. SPY - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 4.11%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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