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TRVLX vs. VALAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRVLX vs. VALAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Value Fund (TRVLX) and Al Frank Fund (VALAX). The values are adjusted to include any dividend payments, if applicable.

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TRVLX vs. VALAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VALAX
Al Frank Fund
1.54%23.57%13.35%14.05%-13.50%24.97%10.22%33.98%-7.87%18.09%

Returns By Period

In the year-to-date period, TRVLX achieves a 2.49% return, which is significantly higher than VALAX's 1.54% return. Over the past 10 years, TRVLX has underperformed VALAX with an annualized return of 11.14%, while VALAX has yielded a comparatively higher 12.38% 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%

VALAX

1D
-0.77%
1M
-6.61%
YTD
1.54%
6M
7.86%
1Y
29.09%
3Y*
17.10%
5Y*
8.94%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRVLX vs. VALAX - Expense Ratio Comparison

TRVLX has a 0.65% expense ratio, which is lower than VALAX's 1.24% expense ratio.


Return for Risk

TRVLX vs. VALAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRVLX
TRVLX Risk / Return Rank: 5252
Overall Rank
TRVLX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TRVLX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TRVLX Omega Ratio Rank: 5252
Omega Ratio Rank
TRVLX Calmar Ratio Rank: 5151
Calmar Ratio Rank
TRVLX Martin Ratio Rank: 5656
Martin Ratio Rank

VALAX
VALAX Risk / Return Rank: 8585
Overall Rank
VALAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VALAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VALAX Omega Ratio Rank: 8484
Omega Ratio Rank
VALAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VALAX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRVLX vs. VALAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and Al Frank Fund (VALAX). 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.


TRVLXVALAXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.63

-0.68

Sortino ratio

Return per unit of downside risk

1.41

2.23

-0.82

Omega ratio

Gain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratio

Return relative to maximum drawdown

1.23

2.13

-0.90

Martin ratio

Return relative to average drawdown

5.43

9.00

-3.57

TRVLX vs. VALAX - Sharpe Ratio Comparison

The current TRVLX Sharpe Ratio is 0.95, which is lower than the VALAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TRVLX and VALAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRVLXVALAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.63

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.51

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.64

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.39

+0.21

Correlation

The correlation between TRVLX and VALAX is 0.92, 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. VALAX - Dividend Comparison

TRVLX's dividend yield for the trailing twelve months is around 7.97%, less than VALAX's 8.52% yield.


TTM20252024202320222021202020192018201720162015
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%
VALAX
Al Frank Fund
8.52%8.65%10.32%5.95%8.62%6.83%7.17%13.51%10.73%10.66%5.32%9.53%

Drawdowns

TRVLX vs. VALAX - Drawdown Comparison

The maximum TRVLX drawdown since its inception was -60.22%, roughly equal to the maximum VALAX drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for TRVLX and VALAX.


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Drawdown Indicators


TRVLXVALAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.22%

-61.26%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-13.03%

+1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.35%

-25.81%

+5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.65%

-38.22%

-0.43%

Current Drawdown

Current decline from peak

-7.05%

-8.56%

+1.51%

Average Drawdown

Average peak-to-trough decline

-7.54%

-10.83%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.08%

-0.50%

Volatility

TRVLX vs. VALAX - Volatility Comparison

The current volatility for T. Rowe Price Value Fund (TRVLX) is 3.56%, while Al Frank Fund (VALAX) has a volatility of 4.61%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than VALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRVLXVALAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

4.61%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

10.48%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

18.57%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

17.70%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

19.29%

-1.91%