EXOSX vs. PREIX
Compare and contrast key facts about Manning & Napier Overseas Series (EXOSX) and T. Rowe Price Equity Index 500 Fund (PREIX).
EXOSX is managed by Manning & Napier. It was launched on Jul 9, 2002. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Performance
EXOSX vs. PREIX - Performance Comparison
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EXOSX vs. PREIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | -7.05% | 16.21% | 3.33% | 19.89% | -24.26% | 11.50% | 27.07% | 27.52% | -17.23% | 23.92% |
PREIX T. Rowe Price Equity Index 500 Fund | -4.39% | 19.24% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 31.47% | -4.59% | 21.01% |
Returns By Period
In the year-to-date period, EXOSX achieves a -7.05% return, which is significantly lower than PREIX's -4.39% return. Over the past 10 years, EXOSX has underperformed PREIX with an annualized return of 6.47%, while PREIX has yielded a comparatively higher 13.98% annualized return.
EXOSX
- 1D
- 0.44%
- 1M
- -9.74%
- YTD
- -7.05%
- 6M
- -6.01%
- 1Y
- 3.66%
- 3Y*
- 6.53%
- 5Y*
- 1.56%
- 10Y*
- 6.47%
PREIX
- 1D
- 2.92%
- 1M
- -5.05%
- YTD
- -4.39%
- 6M
- -0.92%
- 1Y
- 18.69%
- 3Y*
- 18.61%
- 5Y*
- 11.89%
- 10Y*
- 13.98%
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EXOSX vs. PREIX - Expense Ratio Comparison
EXOSX has a 0.75% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Return for Risk
EXOSX vs. PREIX — Risk / Return Rank
EXOSX
PREIX
EXOSX vs. PREIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Overseas Series (EXOSX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.
| EXOSX | PREIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.05 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.59 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.63 | -1.49 |
Martin ratioReturn relative to average drawdown | 0.56 | 7.85 | -7.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXOSX | PREIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.05 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.70 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.78 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.59 | -0.21 |
Correlation
The correlation between EXOSX and PREIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EXOSX vs. PREIX - Dividend Comparison
EXOSX's dividend yield for the trailing twelve months is around 1.22%, less than PREIX's 3.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | 1.22% | 1.13% | 1.29% | 1.27% | 0.82% | 1.85% | 0.86% | 1.72% | 0.91% | 1.79% | 1.71% | 1.84% |
PREIX T. Rowe Price Equity Index 500 Fund | 3.85% | 3.66% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
Drawdowns
EXOSX vs. PREIX - Drawdown Comparison
The maximum EXOSX drawdown since its inception was -55.50%, roughly equal to the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for EXOSX and PREIX.
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Drawdown Indicators
| EXOSX | PREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.50% | -55.32% | -0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -12.12% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -37.71% | -24.60% | -13.11% |
Max Drawdown (10Y)Largest decline over 10 years | -37.71% | -33.81% | -3.90% |
Current DrawdownCurrent decline from peak | -11.38% | -6.27% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -8.76% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.52% | +0.53% |
Volatility
EXOSX vs. PREIX - Volatility Comparison
Manning & Napier Overseas Series (EXOSX) has a higher volatility of 5.78% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 5.35%. This indicates that EXOSX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXOSX | PREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 5.35% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 9.48% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 18.28% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 17.00% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 18.08% | -1.49% |