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T. Rowe Price Value ETF TVAL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TVAL | Replication |
|---|---|---|
| Annualized growth | 18.2% | 17.2% |
| Annualized volatility | 12.1% | 12.3% |
| Sharpe ratio | 1.44 | 1.35 |
| Maximum drawdown | 13.3% | 12.7% |
| Replication fit (R²) | 0.96 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model TVAL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 62.2% |
| XLF | Sector · Financials | 15.3% |
| VOO | US Large Cap | 9.2% |
| VEA | Intl · Developed | 8.3% |
| IJH | US Mid Cap | 5.0% |