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T. Rowe Price International Equity Index Fund (PIE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US77958A1079

CUSIP

77958A107

Issuer

T. Rowe Price

Inception Date

Nov 30, 2000

Min. Investment

$2,500

Asset Class

Equity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PIEQX vs. PSILX PIEQX vs. PRSIX PIEQX vs. POMIX PIEQX vs. PRSNX PIEQX vs. SWISX PIEQX vs. VTIAX PIEQX vs. PREIX PIEQX vs. FSPSX PIEQX vs. PRDGX
Popular comparisons:
PIEQX vs. PSILX PIEQX vs. PRSIX PIEQX vs. POMIX PIEQX vs. PRSNX PIEQX vs. SWISX PIEQX vs. VTIAX PIEQX vs. PREIX PIEQX vs. FSPSX PIEQX vs. PRDGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price International Equity Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.34%
11.50%
PIEQX (T. Rowe Price International Equity Index Fund)
Benchmark (^GSPC)

Returns By Period

T. Rowe Price International Equity Index Fund had a return of 4.62% year-to-date (YTD) and 10.75% in the last 12 months. Over the past 10 years, T. Rowe Price International Equity Index Fund had an annualized return of 5.03%, while the S&P 500 had an annualized return of 11.14%, indicating that T. Rowe Price International Equity Index Fund did not perform as well as the benchmark.


PIEQX

YTD

4.62%

1M

-5.39%

6M

-3.20%

1Y

10.75%

5Y (annualized)

5.89%

10Y (annualized)

5.03%

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

The table below presents the monthly returns of PIEQX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.45%2.90%3.25%-3.21%5.20%-2.08%2.86%3.43%0.69%-5.51%4.62%
20238.59%-2.98%3.14%2.77%-3.94%4.45%2.75%-4.02%-3.59%-3.10%8.54%5.38%18.07%
2022-3.79%-3.05%-0.13%-6.50%1.97%-9.02%5.15%-5.98%-9.42%5.92%13.65%-1.88%-14.54%
2021-1.45%2.47%2.34%2.93%3.71%-1.43%0.85%1.50%-3.31%3.06%-4.51%4.81%11.02%
2020-2.97%-7.50%-14.56%6.81%5.52%3.43%2.21%4.79%-1.84%-3.76%14.91%5.06%9.21%
20196.73%2.10%0.61%2.81%-5.31%6.00%-2.28%-1.96%3.14%3.49%1.08%3.42%20.95%
20185.12%-5.14%-0.49%1.53%-2.20%-1.62%2.50%-2.09%0.92%-8.46%0.39%-5.02%-14.29%
20173.58%1.23%3.09%2.60%3.77%0.22%2.74%-0.00%2.37%1.97%0.90%1.34%26.48%
2016-5.63%-3.38%7.28%1.80%-0.17%-2.37%4.33%0.58%1.32%-2.12%-1.91%2.38%1.44%
20150.97%5.87%-1.29%4.16%-0.37%-2.82%1.22%-7.24%-4.06%6.70%-0.87%-2.05%-0.70%
2014-4.36%5.72%-0.51%1.32%1.67%1.07%-2.26%0.14%-4.04%-0.53%0.08%-3.93%-5.92%
20133.90%-1.00%0.59%4.78%-2.96%-2.72%5.25%-1.45%7.43%3.12%0.74%1.34%20.06%

Expense Ratio

PIEQX features an expense ratio of 0.29%, falling within the medium range.


Expense ratio chart for PIEQX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PIEQX is 20, indicating that it is in the bottom 20% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PIEQX is 2020
Combined Rank
The Sharpe Ratio Rank of PIEQX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PIEQX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of PIEQX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PIEQX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of PIEQX is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for T. Rowe Price International Equity Index Fund (PIEQX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PIEQX, currently valued at 0.82, compared to the broader market0.002.004.000.822.54
The chart of Sortino ratio for PIEQX, currently valued at 1.25, compared to the broader market0.005.0010.001.253.40
The chart of Omega ratio for PIEQX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.47
The chart of Calmar ratio for PIEQX, currently valued at 1.25, compared to the broader market0.005.0010.0015.0020.0025.001.253.66
The chart of Martin ratio for PIEQX, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.00100.003.9316.28
PIEQX
^GSPC

The current T. Rowe Price International Equity Index Fund Sharpe ratio is 0.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of T. Rowe Price International Equity Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.82
2.54
PIEQX (T. Rowe Price International Equity Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

T. Rowe Price International Equity Index Fund provided a 2.87% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.47$0.47$0.36$0.40$0.26$0.38$0.36$0.35$0.34$0.32$0.41$0.28

Dividend yield

2.87%3.01%2.67%2.42%1.71%2.68%2.99%2.42%2.90%2.69%3.33%2.07%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price International Equity Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2013$0.28$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.37%
-1.41%
PIEQX (T. Rowe Price International Equity Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price International Equity Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price International Equity Index Fund was 60.73%, occurring on Mar 9, 2009. Recovery took 1319 trading sessions.

The current T. Rowe Price International Equity Index Fund drawdown is 8.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.73%Nov 1, 2007338Mar 9, 20091319Jun 5, 20141657
-42.38%Jan 8, 2001542Mar 12, 2003416Nov 4, 2004958
-35.24%Jan 29, 2018541Mar 23, 2020169Nov 19, 2020710
-29.56%Sep 8, 2021266Sep 27, 2022350Feb 20, 2024616
-22.94%Jul 7, 2014405Feb 11, 2016307May 2, 2017712

Volatility

Volatility Chart

The current T. Rowe Price International Equity Index Fund volatility is 3.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.74%
4.07%
PIEQX (T. Rowe Price International Equity Index Fund)
Benchmark (^GSPC)