BUFEX vs. PRITX

In the year-to-date period, BUFEX achieves a -5.21% return, which is significantly lower than PRITX's 8.80% return. Over the past 10 years, BUFEX has outperformed PRITX with an annualized return of 13.05%, while PRITX has yielded a comparatively lower 3.23% annualized return.

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BUFEX has a 0.93% expense ratio, which is higher than PRITX's 0.84% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Buffalo Large Cap Fund (BUFEX) 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.

The current BUFEX Sharpe Ratio is 0.57, which is comparable to the PRITX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BUFEX and PRITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BUFEX has not paid dividends to shareholders, while PRITX's dividend yield for the trailing twelve months is around 0.66%.

The maximum BUFEX drawdown since its inception was -53.78%, smaller than the maximum PRITX drawdown of -72.86%. Use the drawdown chart below to compare losses from any high point for BUFEX and PRITX. For additional features, visit the drawdowns tool.

Buffalo Large Cap Fund (BUFEX) has a higher volatility of 13.99% compared to T. Rowe Price International Stock Fund (PRITX) at 10.17%. This indicates that BUFEX's price experiences larger fluctuations and is considered to be riskier than PRITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.