TRVLX vs. VTV
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and Vanguard Value ETF (VTV).
TRVLX is managed by T. Rowe Price. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Performance
TRVLX vs. VTV - Performance Comparison
Loading graphics...
TRVLX vs. VTV - 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% |
VTV Vanguard Value ETF | 3.54% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, TRVLX achieves a 4.31% return, which is significantly higher than VTV's 3.54% return. Both investments have delivered pretty close results over the past 10 years, with TRVLX having a 11.33% annualized return and VTV not far ahead at 11.83%.
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%
VTV
- 1D
- 0.24%
- 1M
- -4.38%
- YTD
- 3.54%
- 6M
- 6.37%
- 1Y
- 16.56%
- 3Y*
- 15.18%
- 5Y*
- 10.91%
- 10Y*
- 11.83%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRVLX vs. VTV - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than VTV's 0.04% expense ratio.
Return for Risk
TRVLX vs. VTV — Risk / Return Rank
TRVLX
VTV
TRVLX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.12 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.61 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.44 | -0.02 |
Martin ratioReturn relative to average drawdown | 6.19 | 6.48 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TRVLX | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.12 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.79 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.71 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.49 | +0.11 |
Correlation
The correlation between TRVLX and VTV 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. VTV - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 7.83%, more than VTV's 2.02% 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% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
TRVLX vs. VTV - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TRVLX and VTV.
Loading graphics...
Drawdown Indicators
| TRVLX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.22% | -59.27% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -11.32% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -17.04% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.65% | -36.78% | -1.87% |
Current DrawdownCurrent decline from peak | -5.40% | -4.58% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -7.92% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.51% | +0.10% |
Volatility
TRVLX vs. VTV - Volatility Comparison
T. Rowe Price Value Fund (TRVLX) has a higher volatility of 4.13% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that TRVLX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TRVLX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.65% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.71% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 14.89% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 13.88% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 16.67% | +0.72% |