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.
Correlation
The correlation between TRVLX and SPY is 0.89, 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. SPY - Performance Comparison
Key characteristics
TRVLX:
0.73
SPY:
1.75
TRVLX:
0.97
SPY:
2.36
TRVLX:
1.15
SPY:
1.32
TRVLX:
0.63
SPY:
2.66
TRVLX:
1.92
SPY:
11.01
TRVLX:
4.81%
SPY:
2.03%
TRVLX:
12.70%
SPY:
12.77%
TRVLX:
-62.03%
SPY:
-55.19%
TRVLX:
-8.52%
SPY:
-2.12%
Returns By Period
In the year-to-date period, TRVLX achieves a 5.34% return, which is significantly higher than SPY's 2.36% return. Over the past 10 years, TRVLX has underperformed SPY with an annualized return of 4.21%, while SPY has yielded a comparatively higher 12.96% annualized return.
TRVLX
5.34%
0.60%
-2.68%
7.55%
5.20%
4.21%
SPY
2.36%
-1.07%
7.41%
19.73%
14.21%
12.96%
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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.
Dividends
TRVLX vs. SPY - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 1.22%, more than SPY's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 1.22% | 1.29% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% |
SPY SPDR S&P 500 ETF | 1.18% | 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 -62.03%, 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. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. SPY - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 2.92%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.38%. 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.