PortfoliosLab logoPortfoliosLab logo
ISIN
US74144Q8078
Inception Date
Jul 27, 2010
Min. Investment
$1,000,000
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

RPICX Performance Chart


Loading charts...

S&P 500 Index

Returns By Period


T. Rowe Price Institutional International Disciplined Equity Fund

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPICX Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
2024-1.72%0.83%2.47%-0.16%4.67%-4.00%4.01%4.16%-1.44%0.00%0.00%0.00%8.78%
20238.38%-2.06%3.60%3.05%-3.04%2.80%2.31%-4.75%-4.23%-2.92%8.28%5.80%17.23%
2022-1.16%-2.68%-1.03%-4.79%2.65%-7.12%3.55%-6.39%-8.41%4.32%13.56%-1.27%-10.26%
2021-1.94%1.20%3.32%2.06%4.52%-1.47%-0.16%1.10%-4.19%2.59%-5.21%3.74%5.14%

Benchmark Metrics

T. Rowe Price Institutional International Disciplined Equity Fund has an annualized alpha of -1.16%, beta of 0.67, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 04, 2011.

  • This fund participated in 88.43% of S&P 500 Index downside but only 68.98% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-1.16%
Beta
0.67
0.61
Upside Capture
68.98%
Downside Capture
88.43%

Expense Ratio

RPICX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Institutional International Disciplined Equity Fund (RPICX) and compare them to S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

T. Rowe Price Institutional International Disciplined Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.00$0.45$0.34$0.09$0.38$0.32$0.42$1.86$0.79$0.19$0.26

Dividend yield

0.00%3.48%2.79%0.84%3.15%2.70%3.61%19.04%6.08%1.68%2.37%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.45
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2021$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
2020$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

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Institutional International Disciplined 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 Institutional International Disciplined Equity Fund was 32.60%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-32.60%Mar 2020
1mo 27d8mo 11d
10mo 8dJan 2020 - Nov 2020
Bear market2022
-28.47%Sep 2022
1y 3mo1y 5mo
2y 8moJun 2021 - Mar 2024
2011 bear market2011
-20.69%Sep 2011
4mo 22d11mo 27d
1y 4moMay 2011 - Sep 2012
2016 correction2016
-19.39%Feb 2016
1y 7mo1y 1mo
2y 8moJul 2014 - Mar 2017
Rate-hike selloffLate 2018
-17.91%Dec 2018
10mo 29d10mo 15d
1y 9moJan 2018 - Nov 2019

Drawdown Indicators


RPICXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.74%

Average Drawdown

Average peak-to-trough decline

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with RPICX

Add T. Rowe Price Institutional International Disciplined Equity Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with RPICX