TRVLX vs. VSGDX
TRVLX (T. Rowe Price Value Fund) and VSGDX (Vanguard Short-Term Federal Fund Admiral Shares) are both mutual funds - TRVLX is a Large Cap Value Equities fund managed by T. Rowe Price, while VSGDX is a Total Bond Market fund managed by Vanguard. Over the past 10 years, TRVLX returned 11.85%/yr vs 1.87%/yr for VSGDX. At a correlation of -0.17, they often move in opposite directions. TRVLX charges 0.65%/yr vs 0.10%/yr for VSGDX.
Performance
TRVLX vs. VSGDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRVLX achieves a 13.98% return, which is significantly higher than VSGDX's 0.35% return. Over the past 10 years, TRVLX has outperformed VSGDX with an annualized return of 11.85%, while VSGDX has yielded a comparatively lower 1.87% annualized return.
TRVLX
- 1D
- 0.55%
- 1M
- 1.28%
- YTD
- 13.98%
- 6M
- 13.42%
- 1Y
- 22.90%
- 3Y*
- 16.94%
- 5Y*
- 10.46%
- 10Y*
- 11.85%
VSGDX
- 1D
- 0.10%
- 1M
- 0.23%
- YTD
- 0.35%
- 6M
- 0.67%
- 1Y
- 3.61%
- 3Y*
- 4.57%
- 5Y*
- 1.67%
- 10Y*
- 1.87%
TRVLX vs. VSGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 13.98% | 12.20% | 14.98% | 12.16% | -11.37% | 29.86% | 10.48% | 26.20% | -9.44% | 17.35% |
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 0.35% | 5.94% | 4.26% | 3.92% | -5.22% | -0.58% | 4.46% | 4.21% | 1.37% | 0.80% |
Correlation
The correlation between TRVLX and VSGDX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2001 | -0.17 |
The correlation between TRVLX and VSGDX shifts across timeframes, from -0.17 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TRVLX vs. VSGDX — Risk / Return Rank
TRVLX
VSGDX
TRVLX vs. VSGDX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRVLX | VSGDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.69 | +0.66 |
| Martin ratioReturn relative to average drawdown | 13.14 | 9.21 | +3.93 |
Loading charts...
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 -7.29%. Use the drawdown chart below to compare losses from any high point for TRVLX and VSGDX.
Loading charts...
Drawdown Indicators
| TRVLX | VSGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.22% | -7.29% | -52.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -1.35% | -5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -13.01% | -1.35% | -11.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -7.29% | -13.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.65% | -7.29% | -31.36% |
Current DrawdownCurrent decline from peak | -0.64% | -0.67% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -0.73% | -6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 0.39% | +1.39% |
Volatility
TRVLX vs. VSGDX - Volatility Comparison
T. Rowe Price Value Fund (TRVLX) has a higher volatility of 3.49% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.83%. 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.
Loading charts...
Volatility by Period
| TRVLX | VSGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 0.83% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 1.65% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.05% | 2.18% | +8.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 2.69% | +11.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 2.17% | +15.20% |
TRVLX vs. VSGDX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than VSGDX's 0.10% expense ratio.
Dividends
TRVLX vs. VSGDX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 4.00%, more than VSGDX's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 4.00% | 4.56% | 8.50% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 5.89% | 3.06% | 8.77% |
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.96% | 3.79% | 3.56% | 3.42% | 1.78% | 1.45% | 1.78% | 2.42% | 2.02% | 1.46% | 1.43% | 1.30% |
Frequently Asked Questions
TRVLX and VSGDX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRVLX has higher volatility (3.49%) compared to VSGDX (0.83%). In terms of maximum drawdown, TRVLX dropped -60.22% vs VSGDX's -7.29%.
TRVLX currently has the higher Sharpe Ratio (2.13 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TRVLX and VSGDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer