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T. Rowe Price International Disciplined Equity Fund (PRCNX) Sharpe Ratio: 1.17

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The managers expect to primarily invest in stocks of companies located outside the U.S. Under normal conditions, it will invest at least 80% of its net assets (including any borrowings for investment purposes) in stocks of non-U.S. companies and no more than 15% of its net assets will be invested in stocks of companies in emerging markets. The fund may purchase the stocks of companies of any size, but typically focuses on larger companies, and does not emphasize either a growth or value bias in selecting investments.

PRCNX's Sharpe Ratio of 1.17 indicates that for each unit of volatility, it generates 1.17 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PRCNX Sharpe Ratio Rank

PRCNX Sharpe Ratio Rank: 37.037
Below Average

PRCNX ranks above 37.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

PRCNX Sharpe Ratio Market Positioning

The chart shows PRCNX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.72+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares T. Rowe Price International Disciplined Equity Fund's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how PRCNX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GTMIXGMO Tax-Managed International Equities Fund3.49
SAHMXSA International Value Fund3.16
PTSIXPIMCO RAE PLUS International Fund3.03
VIHAXVanguard International High Dividend Yield Index Fund Admiral Shares2.85
SWRLXTouchstone International Equity Fund2.84
JNVMXJPMorgan Developed International Value Fund Class R62.74
GTCIXGlenmede Quantitative International Equity Portfolio2.73
JNUSXJPMorgan International Value Fund2.72
JFEAXJPMorgan Developed International Value Fund Class A2.69
DFVIXDFA International Value III Portfolio2.69
PRCNXT. Rowe Price International Disciplined Equity Fund1.17
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Historical Sharpe Ratio

The chart shows PRCNX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PRCNX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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