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BUFEX vs. PRITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BUFEXPRITX
YTD Return22.98%8.64%
1Y Return34.02%19.64%
3Y Return (Ann)-2.04%0.57%
5Y Return (Ann)9.72%5.47%
10Y Return (Ann)7.96%5.72%
Sharpe Ratio2.381.56
Sortino Ratio3.112.26
Omega Ratio1.441.28
Calmar Ratio1.171.11
Martin Ratio11.958.56
Ulcer Index3.01%2.29%
Daily Std Dev15.13%12.62%
Max Drawdown-57.77%-72.86%
Current Drawdown-6.69%-4.55%

Correlation

-0.50.00.51.00.7

The correlation between BUFEX and PRITX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BUFEX vs. PRITX - Performance Comparison

In the year-to-date period, BUFEX achieves a 22.98% return, which is significantly higher than PRITX's 8.64% return. Over the past 10 years, BUFEX has outperformed PRITX with an annualized return of 7.96%, while PRITX has yielded a comparatively lower 5.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.26%
4.80%
BUFEX
PRITX

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BUFEX vs. PRITX - Expense Ratio Comparison

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


BUFEX
Buffalo Large Cap Fund
Expense ratio chart for BUFEX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for PRITX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%

Risk-Adjusted Performance

BUFEX vs. PRITX - Risk-Adjusted Performance Comparison

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.


BUFEX
Sharpe ratio
The chart of Sharpe ratio for BUFEX, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for BUFEX, currently valued at 3.03, compared to the broader market0.005.0010.003.03
Omega ratio
The chart of Omega ratio for BUFEX, currently valued at 1.42, compared to the broader market1.002.003.004.001.42
Calmar ratio
The chart of Calmar ratio for BUFEX, currently valued at 1.14, compared to the broader market0.005.0010.0015.0020.001.14
Martin ratio
The chart of Martin ratio for BUFEX, currently valued at 11.53, compared to the broader market0.0020.0040.0060.0080.00100.0011.53
PRITX
Sharpe ratio
The chart of Sharpe ratio for PRITX, currently valued at 1.56, compared to the broader market0.002.004.001.56
Sortino ratio
The chart of Sortino ratio for PRITX, currently valued at 2.26, compared to the broader market0.005.0010.002.26
Omega ratio
The chart of Omega ratio for PRITX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for PRITX, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.001.11
Martin ratio
The chart of Martin ratio for PRITX, currently valued at 8.56, compared to the broader market0.0020.0040.0060.0080.00100.008.56

BUFEX vs. PRITX - Sharpe Ratio Comparison

The current BUFEX Sharpe Ratio is 2.38, which is higher than the PRITX Sharpe Ratio of 1.56. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.30
1.56
BUFEX
PRITX

Dividends

BUFEX vs. PRITX - Dividend Comparison

BUFEX's dividend yield for the trailing twelve months is around 0.02%, less than PRITX's 1.01% yield.


TTM20232022202120202019201820172016201520142013
BUFEX
Buffalo Large Cap Fund
0.02%0.03%0.00%0.00%0.14%0.19%0.41%0.14%0.53%0.16%0.20%0.36%
PRITX
T. Rowe Price International Stock Fund
1.01%1.10%0.45%0.86%0.38%2.31%1.67%1.45%1.24%1.11%1.22%0.92%

Drawdowns

BUFEX vs. PRITX - Drawdown Comparison

The maximum BUFEX drawdown since its inception was -57.77%, 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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.69%
-4.55%
BUFEX
PRITX

Volatility

BUFEX vs. PRITX - Volatility Comparison

Buffalo Large Cap Fund (BUFEX) has a higher volatility of 3.94% compared to T. Rowe Price International Stock Fund (PRITX) at 3.36%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.94%
3.36%
BUFEX
PRITX