TRVLX vs. SWLVX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
TRVLX is managed by T. Rowe Price. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
TRVLX vs. SWLVX - Performance Comparison
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TRVLX vs. SWLVX - 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% | -0.29% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.09% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
In the year-to-date period, TRVLX achieves a 4.31% return, which is significantly higher than SWLVX's 2.09% 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%
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
- —
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TRVLX vs. SWLVX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
TRVLX vs. SWLVX — Risk / Return Rank
TRVLX
SWLVX
TRVLX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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 | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.01 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.47 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.44 | -0.02 |
Martin ratioReturn relative to average drawdown | 6.19 | 6.76 | -0.57 |
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 | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.01 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.62 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.50 | +0.11 |
Correlation
The correlation between TRVLX and SWLVX 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.
Dividends
TRVLX vs. SWLVX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 7.83%, more than SWLVX's 1.98% 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% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.98% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRVLX vs. SWLVX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for TRVLX and SWLVX.
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Drawdown Indicators
| TRVLX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.22% | -38.34% | -21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -11.82% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -19.05% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.65% | — | — |
Current DrawdownCurrent decline from peak | -5.40% | -4.82% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -4.93% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.51% | +0.10% |
Volatility
TRVLX vs. SWLVX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 4.13%, while Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a volatility of 4.47%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVLX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.47% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.30% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 15.74% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 14.85% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 18.67% | -1.28% |