TRVLX vs. VSGDX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX).
TRVLX is managed by T. Rowe Price. VSGDX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or VSGDX.
Performance
TRVLX vs. VSGDX - Performance Comparison
Returns By Period
In the year-to-date period, TRVLX achieves a 19.91% return, which is significantly higher than VSGDX's 3.55% return. Over the past 10 years, TRVLX has outperformed VSGDX with an annualized return of 9.78%, while VSGDX has yielded a comparatively lower 1.23% annualized return.
TRVLX
19.91%
0.44%
6.16%
27.48%
12.09%
9.78%
VSGDX
3.55%
-0.40%
3.02%
5.84%
0.98%
1.23%
Key characteristics
| TRVLX | VSGDX | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.25 |
| Sortino Ratio | 3.87 | 3.59 |
| Omega Ratio | 1.50 | 1.47 |
| Calmar Ratio | 4.15 | 1.08 |
| Martin Ratio | 17.66 | 11.31 |
| Ulcer Index | 1.58% | 0.52% |
| Daily Std Dev | 10.21% | 2.60% |
| Max Drawdown | -60.22% | -8.19% |
| Current Drawdown | -1.85% | -1.08% |
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TRVLX vs. VSGDX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than VSGDX's 0.10% expense ratio.
Correlation
The correlation between TRVLX and VSGDX is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
TRVLX vs. VSGDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX). 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. VSGDX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 1.11%, less than VSGDX's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 1.11% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.56% | 3.42% | 1.77% | 0.58% | 1.40% | 2.41% | 2.02% | 1.41% | 1.18% | 0.97% | 0.71% | 0.64% |
Drawdowns
TRVLX vs. VSGDX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than VSGDX's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for TRVLX and VSGDX. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. VSGDX - Volatility Comparison
T. Rowe Price Value Fund (TRVLX) has a higher volatility of 3.51% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.65%. This indicates that TRVLX's price experiences larger fluctuations and is considered to be riskier than VSGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.