TVAL vs. PRDGX

In the year-to-date period, TVAL achieves a 2.82% return, which is significantly lower than PRDGX's 4.05% return.

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TVAL has a 0.33% expense ratio, which is lower than PRDGX's 0.62% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value ETF (TVAL) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.

The current TVAL Sharpe Ratio is 0.41, which is comparable to the PRDGX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of TVAL and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TVAL's dividend yield for the trailing twelve months is around 1.13%, less than PRDGX's 4.50% yield.

The maximum TVAL drawdown since its inception was -14.84%, smaller than the maximum PRDGX drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for TVAL and PRDGX. For additional features, visit the drawdowns tool.

T. Rowe Price Value ETF (TVAL) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) have volatilities of 4.95% and 5.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.