BIIEX vs. PRITX
BIIEX (Brandes International Equity Fund) and PRITX (T. Rowe Price International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BIIEX returned 10.80%/yr vs 8.57%/yr for PRITX. Their correlation of 0.85 suggests significant overlap in exposure. BIIEX charges 0.85%/yr vs 0.84%/yr for PRITX.
Performance
BIIEX vs. PRITX - Performance Comparison
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Returns By Period
In the year-to-date period, BIIEX achieves a 6.02% return, which is significantly lower than PRITX's 11.30% return. Over the past 10 years, BIIEX has outperformed PRITX with an annualized return of 10.80%, while PRITX has yielded a comparatively lower 8.57% annualized return.
BIIEX
- 1D
- -0.55%
- 1M
- -0.75%
- YTD
- 6.02%
- 6M
- 5.99%
- 1Y
- 23.55%
- 3Y*
- 21.58%
- 5Y*
- 12.93%
- 10Y*
- 10.80%
PRITX
- 1D
- 0.00%
- 1M
- 4.04%
- YTD
- 11.30%
- 6M
- 11.40%
- 1Y
- 18.73%
- 3Y*
- 13.21%
- 5Y*
- 4.86%
- 10Y*
- 8.57%
BIIEX vs. PRITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIIEX Brandes International Equity Fund | 6.02% | 38.82% | 7.17% | 30.40% | -8.46% | 12.86% | -1.83% | 14.48% | -9.52% | 15.14% |
PRITX T. Rowe Price International Stock Fund | 11.30% | 18.36% | 3.44% | 16.43% | -15.74% | 1.46% | 14.63% | 28.40% | -14.03% | 26.38% |
Correlation
The correlation between BIIEX and PRITX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 1996 | 0.85 |
The correlation between BIIEX and PRITX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
BIIEX vs. PRITX — Risk / Return Rank
BIIEX
PRITX
BIIEX vs. PRITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes International Equity Fund (BIIEX) and T. Rowe Price International Stock Fund (PRITX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIIEX | PRITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.46 | +0.69 |
| Martin ratioReturn relative to average drawdown | 7.50 | 5.40 | +2.11 |
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Drawdowns
BIIEX vs. PRITX - Drawdown Comparison
The maximum BIIEX drawdown since its inception was -58.76%, roughly equal to the maximum PRITX drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for BIIEX and PRITX.
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Drawdown Indicators
| BIIEX | PRITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.76% | -61.38% | +2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -13.41% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -15.03% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.73% | -32.04% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -33.02% | -9.65% |
Current DrawdownCurrent decline from peak | -4.60% | 0.00% | -4.60% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -15.92% | +4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.61% | -0.42% |
Volatility
BIIEX vs. PRITX - Volatility Comparison
The current volatility for Brandes International Equity Fund (BIIEX) is 3.71%, while T. Rowe Price International Stock Fund (PRITX) has a volatility of 6.94%. This indicates that BIIEX experiences smaller price fluctuations and is considered to be less risky than PRITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIIEX | PRITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 6.94% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 14.82% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 16.95% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 16.19% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 16.50% | +0.44% |
BIIEX vs. PRITX - Expense Ratio Comparison
BIIEX has a 0.85% expense ratio, which is higher than PRITX's 0.84% expense ratio.
Dividends
BIIEX vs. PRITX - Dividend Comparison
BIIEX's dividend yield for the trailing twelve months is around 5.82%, less than PRITX's 8.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIIEX Brandes International Equity Fund | 5.82% | 6.17% | 2.95% | 2.51% | 3.57% | 3.81% | 1.86% | 3.76% | 2.83% | 1.80% | 3.58% | 2.53% |
PRITX T. Rowe Price International Stock Fund | 8.74% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
Frequently Asked Questions
BIIEX and PRITX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRITX has higher volatility (6.94%) compared to BIIEX (3.71%). In terms of maximum drawdown, BIIEX dropped -58.76% vs PRITX's -61.38%.
BIIEX currently has the higher Sharpe Ratio (1.80 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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