TVAL vs. CLCV

Last updated Jun 4, 2026

TVAL (T. Rowe Price Value ETF) and CLCV (Crossmark Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.85 suggests significant overlap in exposure. TVAL charges 0.33%/yr vs 0.50%/yr for CLCV.

Performance

TVAL vs. CLCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Value ETF (TVAL) and Crossmark Large Cap Value ETF (CLCV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TVAL achieves a 15.42% return, which is significantly higher than CLCV's 13.65% return.

TVAL

• 1D: -0.05%
• 1M: 3.86%
• YTD: 15.42%
• 6M: 16.79%
• 1Y: 28.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CLCV

• 1D: -0.54%
• 1M: 8.29%
• YTD: 13.65%
• 6M: 16.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TVAL vs. CLCV - Yearly Performance Comparison

	2026 (YTD)	2025
TVAL T. Rowe Price Value ETF	15.42%	7.30%
CLCV Crossmark Large Cap Value ETF	13.65%	4.88%

Correlation

The correlation between TVAL and CLCV is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.85

Return for Risk

TVAL vs. CLCV — Risk / Return Rank

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

TVAL

TVAL Risk / Return Rank: 82
TVAL Sharpe Ratio Rank: 82
TVAL Sortino Ratio Rank: 84
TVAL Omega Ratio Rank: 81
TVAL Calmar Ratio Rank: 78
TVAL Martin Ratio Rank: 83

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.

TVAL vs. CLCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value ETF (TVAL) and Crossmark Large Cap Value ETF (CLCV). 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.

	TVAL	CLCV	Difference
Sharpe ratio: Return per unit of total volatility	2.69	—	—
Sortino ratio: Return per unit of downside risk	3.78	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	4.00	—	—
Martin ratio: Return relative to average drawdown	16.80	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TVAL	CLCV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.48	1.88	-0.40

Drawdowns

TVAL vs. CLCV - Drawdown Comparison

The maximum TVAL drawdown since its inception was -14.84%, which is greater than CLCV's maximum drawdown of -6.94%. Use the drawdown chart below to compare losses from any high point for TVAL and CLCV.

Drawdown Indicators

	TVAL	CLCV	Difference
Max Drawdown Largest peak-to-trough decline	-14.84%	-6.94%	-7.90%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	—	—
Current Drawdown Current decline from peak	-0.39%	-0.54%	+0.15%
Average Drawdown Average peak-to-trough decline	-2.06%	-1.46%	-0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	—	—

Volatility

Volatility by Period

	TVAL	CLCV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.65%	12.03%	-1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.59%	12.03%	+0.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.59%	12.03%	+0.56%

TVAL vs. CLCV - Expense Ratio Comparison

TVAL has a 0.33% expense ratio, which is lower than CLCV's 0.50% expense ratio.

Dividends

TVAL vs. CLCV - Dividend Comparison

TVAL's dividend yield for the trailing twelve months is around 1.00%, more than CLCV's 0.35% yield.

Position	TTM	2025	2024	2023
CLCV Crossmark Large Cap Value ETF	0.35%	0.40%	0.00%	0.00%
TVAL T. Rowe Price Value ETF	1.00%	1.15%	1.16%	0.64%

Frequently Asked Questions

Can I hold both TVAL and CLCV in my portfolio?

TVAL and CLCV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TVAL or CLCV?

On fees, TVAL is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TVAL or CLCV?

TVAL is cheaper with a 0.33% expense ratio, compared with 0.50% for CLCV.

Which ETF pays a higher dividend yield, TVAL or CLCV?

TVAL has the higher dividend yield at 1.00%, compared with 0.35% for CLCV.

What is the main difference between TVAL and CLCV?

They also come from different issuers: T. Rowe Price and Crossmark. Their fees differ too: 0.33% for TVAL and 0.50% for CLCV.