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

Fund Info

ISIN

US7799063042

CUSIP

779906304

Issuer

T. Rowe Price

Inception Date

Dec 31, 1996

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:
PSILX vs. PIEQX PSILX vs. TROSX PSILX vs. FNPFX PSILX vs. PRSNX PSILX vs. ANWPX PSILX vs. VTWAX PSILX vs. PRSIX PSILX vs. IYH
Popular comparisons:
PSILX vs. PIEQX PSILX vs. TROSX PSILX vs. FNPFX PSILX vs. PRSNX PSILX vs. ANWPX PSILX vs. VTWAX PSILX vs. PRSIX PSILX vs. IYH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Spectrum International Equity 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
-1.62%
12.53%
PSILX (T. Rowe Price Spectrum International Equity Fund)
Benchmark (^GSPC)

Returns By Period

T. Rowe Price Spectrum International Equity Fund had a return of 5.13% year-to-date (YTD) and 10.90% in the last 12 months. Over the past 10 years, T. Rowe Price Spectrum International Equity Fund had an annualized return of 4.54%, while the S&P 500 had an annualized return of 11.21%, indicating that T. Rowe Price Spectrum International Equity Fund did not perform as well as the benchmark.


PSILX

YTD

5.13%

1M

-3.32%

6M

-1.62%

1Y

10.90%

5Y (annualized)

4.27%

10Y (annualized)

4.54%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.38%3.33%3.22%-2.08%4.11%-0.82%2.33%2.75%1.76%-4.75%5.13%
20238.72%-3.64%2.54%1.20%-3.19%4.37%3.38%-4.55%-4.10%-3.57%8.21%4.93%13.83%
2022-2.85%-4.79%-2.21%-6.31%1.83%-7.26%3.02%-4.74%-9.40%3.31%14.01%-2.20%-18.04%
20210.19%2.64%1.28%1.87%2.73%-0.75%-1.98%2.61%-3.64%2.28%-4.98%3.05%5.00%
2020-3.34%-6.02%-15.48%8.32%4.87%4.64%4.05%4.49%-1.93%-2.04%12.89%5.90%13.95%
20197.98%2.14%1.01%2.92%-5.91%6.12%-1.57%-2.05%2.56%4.02%1.46%4.63%25.00%
20185.54%-4.73%0.07%0.07%-1.77%-1.52%2.04%-2.20%-0.21%-8.54%1.31%-5.23%-14.83%
20173.97%1.66%3.67%2.99%3.90%-0.00%2.94%0.57%1.99%1.74%0.48%1.56%28.55%
2016-6.03%-2.08%7.76%1.29%0.17%-1.94%3.96%1.33%1.39%-2.42%-3.55%1.25%0.39%
20150.66%5.33%-1.01%3.93%0.08%-2.12%-0.08%-7.04%-3.91%5.71%-0.82%-1.40%-1.40%
2014-4.08%5.31%0.00%0.93%2.08%1.06%-1.57%0.61%-4.44%0.79%0.31%-1.96%-1.34%
20133.38%-0.62%0.44%3.45%-1.28%-3.38%4.75%-2.31%7.01%3.77%0.40%1.73%18.18%

Expense Ratio

PSILX features an expense ratio of 0.89%, falling within the medium range.


Expense ratio chart for PSILX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PSILX is 16, indicating that it is in the bottom 16% 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 PSILX is 1616
Combined Rank
The Sharpe Ratio Rank of PSILX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of PSILX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of PSILX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PSILX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PSILX is 1717
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 Spectrum International Equity Fund (PSILX) 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 PSILX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.005.000.892.53
The chart of Sortino ratio for PSILX, currently valued at 1.30, compared to the broader market0.005.0010.001.303.39
The chart of Omega ratio for PSILX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.47
The chart of Calmar ratio for PSILX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.673.65
The chart of Martin ratio for PSILX, currently valued at 4.08, compared to the broader market0.0020.0040.0060.0080.00100.004.0816.21
PSILX
^GSPC

The current T. Rowe Price Spectrum International Equity Fund Sharpe ratio is 0.89. 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 Spectrum International Equity 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
0.89
2.53
PSILX (T. Rowe Price Spectrum International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

T. Rowe Price Spectrum International Equity Fund provided a 1.79% dividend yield over the last twelve months, with an annual payout of $0.26 per share.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.26$0.26$0.18$0.21$0.12$0.28$0.23$0.20$0.21$0.16$0.46$0.17

Dividend yield

1.79%1.88%1.45%1.30%0.75%1.99%1.97%1.37%1.77%1.36%3.82%1.33%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Spectrum International Equity 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$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2013$0.17$0.17

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.56%
-0.53%
PSILX (T. Rowe Price Spectrum International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Spectrum International Equity 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 Spectrum International Equity Fund was 61.38%, occurring on Mar 9, 2009. Recovery took 1157 trading sessions.

The current T. Rowe Price Spectrum International Equity Fund drawdown is 7.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.38%Nov 1, 2007338Mar 9, 20091157Oct 11, 20131495
-52.04%Mar 7, 2000753Mar 12, 2003643Sep 29, 20051396
-33.33%Jan 21, 202044Mar 23, 2020159Nov 5, 2020203
-33.13%Sep 8, 2021277Oct 12, 2022491Sep 26, 2024768
-23.05%Jan 29, 2018229Dec 24, 2018257Jan 2, 2020486

Volatility

Volatility Chart

The current T. Rowe Price Spectrum International Equity Fund volatility is 3.39%, 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
3.39%
3.97%
PSILX (T. Rowe Price Spectrum International Equity Fund)
Benchmark (^GSPC)