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VVSCX vs. PRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVSCX vs. PRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Small Cap Value Fund (VVSCX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). The values are adjusted to include any dividend payments, if applicable.

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VVSCX vs. PRVIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VVSCX
VALIC Company I Small Cap Value Fund
0.64%4.30%9.10%12.56%-13.72%0.69%
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
1.00%21.38%10.96%12.46%-18.42%4.77%

Returns By Period

In the year-to-date period, VVSCX achieves a 0.64% return, which is significantly lower than PRVIX's 1.00% return.


VVSCX

1D
-0.96%
1M
-7.92%
YTD
0.64%
6M
5.64%
1Y
21.96%
3Y*
9.25%
5Y*
10Y*

PRVIX

1D
-0.92%
1M
-6.73%
YTD
1.00%
6M
15.65%
1Y
29.88%
3Y*
15.16%
5Y*
6.86%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVSCX vs. PRVIX - Expense Ratio Comparison

VVSCX has a 0.76% expense ratio, which is higher than PRVIX's 0.66% expense ratio.


Return for Risk

VVSCX vs. PRVIX — Risk / Return Rank

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

VVSCX
VVSCX Risk / Return Rank: 5252
Overall Rank
VVSCX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VVSCX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VVSCX Omega Ratio Rank: 4646
Omega Ratio Rank
VVSCX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VVSCX Martin Ratio Rank: 5252
Martin Ratio Rank

PRVIX
PRVIX Risk / Return Rank: 7878
Overall Rank
PRVIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PRVIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRVIX Omega Ratio Rank: 7373
Omega Ratio Rank
PRVIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRVIX Martin Ratio Rank: 8181
Martin Ratio Rank
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.

VVSCX vs. PRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Value Fund (VVSCX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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.


VVSCXPRVIXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.30

-0.30

Sortino ratio

Return per unit of downside risk

1.50

2.08

-0.57

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.32

1.93

-0.61

Martin ratio

Return relative to average drawdown

5.15

8.07

-2.92

VVSCX vs. PRVIX - Sharpe Ratio Comparison

The current VVSCX Sharpe Ratio is 1.01, which is comparable to the PRVIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of VVSCX and PRVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VVSCXPRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.30

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.50

-0.39

Correlation

The correlation between VVSCX and PRVIX is 0.96, 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

VVSCX vs. PRVIX - Dividend Comparison

VVSCX's dividend yield for the trailing twelve months is around 19.38%, less than PRVIX's 22.88% yield.


TTM20252024202320222021202020192018201720162015
VVSCX
VALIC Company I Small Cap Value Fund
19.38%0.00%3.55%16.57%9.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
22.88%23.11%9.96%3.40%5.54%7.15%2.12%4.72%9.61%3.79%3.88%22.61%

Drawdowns

VVSCX vs. PRVIX - Drawdown Comparison

The maximum VVSCX drawdown since its inception was -31.33%, smaller than the maximum PRVIX drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for VVSCX and PRVIX.


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Drawdown Indicators


VVSCXPRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.33%

-40.95%

+9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-14.06%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.95%

Current Drawdown

Current decline from peak

-9.47%

-8.14%

-1.33%

Average Drawdown

Average peak-to-trough decline

-10.68%

-8.44%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.65%

+0.04%

Volatility

VVSCX vs. PRVIX - Volatility Comparison

VALIC Company I Small Cap Value Fund (VVSCX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX) have volatilities of 6.02% and 6.11%, 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.


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Volatility by Period


VVSCXPRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

6.11%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

15.98%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

23.85%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

20.43%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

21.29%

+0.63%