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Inception Date
Aug 28, 2015
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

TRTIX Performance Chart

T. Rowe Price International Value Equity Fund Class I (TRTIX) is up 11.7% since the beginning of the year. TRTIX is currently trading at $26 per share. Investors who bought $1,000 worth of TRTIX shares 5 years ago would now be looking at an investment worth $1,865.


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S&P 500 Index

Returns By Period

T. Rowe Price International Value Equity Fund Class I (TRTIX) has returned 11.69% so far this year and 31.18% over the past 12 months. Over the last ten years, TRTIX has returned 9.93% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


T. Rowe Price International Value Equity Fund Class I

1D
0.57%
1M
4.99%
YTD
11.69%
6M
15.06%
1Y
31.18%
3Y*
23.96%
5Y*
13.28%
10Y*
9.93%

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)

TRTIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 8, 2015, TRTIX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +18.8%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TRTIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.05%5.16%-9.29%5.66%3.15%0.34%11.69%
20254.76%4.94%2.92%3.00%4.90%3.26%-0.38%4.64%2.53%0.57%2.50%3.63%44.14%
2024-1.81%2.67%5.08%-0.94%5.18%-3.06%4.56%3.07%0.49%-4.15%-0.73%-2.03%8.02%
20238.54%-2.13%0.82%2.97%-4.01%5.68%3.82%-2.93%-2.70%-3.50%7.32%5.13%19.44%
20221.03%-3.95%-0.99%-4.96%4.37%-9.05%2.30%-5.73%-8.62%6.15%14.29%-1.01%-8.27%
2021-0.85%5.06%3.46%1.64%4.71%-2.53%-1.01%2.36%-1.37%2.66%-5.67%4.37%12.93%

Benchmark Metrics

T. Rowe Price International Value Equity Fund Class I has an annualized alpha of -0.74%, beta of 0.76, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 09, 2015.

  • This fund participated in 84.91% of S&P 500 Index downside but only 71.89% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.74%
Beta
0.76
0.65
Upside Capture
71.89%
Downside Capture
84.91%

Expense Ratio

TRTIX has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TRTIX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TRTIX Risk / Return Rank: 4646
Overall Rank
TRTIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TRTIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TRTIX Omega Ratio Rank: 4949
Omega Ratio Rank
TRTIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TRTIX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

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


TRTIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

2.52

2.93

-0.40

Martin ratioReturn relative to average drawdown

9.07

13.52

-4.46

Dividends

Dividend History

T. Rowe Price International Value Equity Fund Class I provided a 2.63% dividend yield over the last twelve months, with an annual payout of $0.69 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.69$0.69$0.48$0.48$0.45$0.42$0.29$0.38$0.33$0.04$0.40$0.27

Dividend yield

2.63%2.93%2.87%3.02%3.28%2.70%2.05%2.68%2.74%0.27%3.13%2.06%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price International Value Equity Fund Class I. 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 Value Equity Fund Class I was 41.90%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The current T. Rowe Price International Value Equity Fund Class I drawdown is 0.98%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.90%Mar 2020
2y 1mo11mo
3y 19dJan 2018 - Feb 2021
Bear market2022
-27.26%Sep 2022
8mo 12d9mo 19d
1y 5moJan 2022 - Jul 2023
2016 correction2016
-15.50%Feb 2016
3mo 18d6mo 28d
10mo 16dOct 2015 - Sep 2016
2025 selloff2025
-14.20%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2026 correction2026
-12.13%Mar 2026
22d
3mo 8dFeb 2026 - now

Drawdown Indicators


TRTIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-56.78%

+14.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-9.10%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.20%

-18.90%

+4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-25.43%

-1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.90%

-33.92%

-7.98%

Current Drawdown

Current decline from peak

-0.98%

-0.74%

-0.24%

Average Drawdown

Average peak-to-trough decline

-7.32%

-10.72%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

1.97%

+1.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TRTIX

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