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.
Performance
TRVLX vs. VSGDX - Performance Comparison
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TRVLX vs. VSGDX - 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% | 17.35% |
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 0.15% | 5.94% | 4.26% | 3.92% | -5.22% | -0.58% | 4.46% | 4.21% | 1.37% | 0.80% |
Returns By Period
In the year-to-date period, TRVLX achieves a 4.31% return, which is significantly higher than VSGDX's 0.15% return. Over the past 10 years, TRVLX has outperformed VSGDX with an annualized return of 11.33%, while VSGDX has yielded a comparatively lower 1.89% annualized 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%
VSGDX
- 1D
- 0.10%
- 1M
- -0.68%
- YTD
- 0.15%
- 6M
- 1.23%
- 1Y
- 4.04%
- 3Y*
- 4.31%
- 5Y*
- 1.67%
- 10Y*
- 1.89%
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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.
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.
| TRVLX | VSGDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.83 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.48 | 3.09 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.38 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.30 | -1.89 |
Martin ratioReturn relative to average drawdown | 6.19 | 12.08 | -5.89 |
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 | VSGDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.83 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.64 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.88 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.25 | -0.64 |
Correlation
The correlation between TRVLX and VSGDX is -0.18. 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.
Dividends
TRVLX vs. VSGDX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 7.83%, more than VSGDX's 3.57% 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% |
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.57% | 3.79% | 3.56% | 3.42% | 1.78% | 1.45% | 1.78% | 2.42% | 2.02% | 1.46% | 1.43% | 1.30% |
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.
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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 | -11.39% | -1.35% | -10.04% |
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 | -5.40% | -0.87% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -0.73% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 0.37% | +2.24% |
Volatility
TRVLX vs. VSGDX - Volatility Comparison
T. Rowe Price Value Fund (TRVLX) has a higher volatility of 4.13% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.74%. 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.
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Volatility by Period
| TRVLX | VSGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 0.74% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 1.36% | +7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 2.25% | +13.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 2.64% | +11.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 2.14% | +15.25% |