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FCIRX vs. TROSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCIRX and TROSX is 0.72, 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.


Performance

FCIRX vs. TROSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiera Capital International Equity Fund (FCIRX) and T. Rowe Price Overseas Stock Fund (TROSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCIRX:

0.16

TROSX:

0.52

Sortino Ratio

FCIRX:

0.39

TROSX:

0.88

Omega Ratio

FCIRX:

1.05

TROSX:

1.12

Calmar Ratio

FCIRX:

0.19

TROSX:

0.68

Martin Ratio

FCIRX:

0.54

TROSX:

2.06

Ulcer Index

FCIRX:

5.93%

TROSX:

4.60%

Daily Std Dev

FCIRX:

15.71%

TROSX:

17.01%

Max Drawdown

FCIRX:

-32.05%

TROSX:

-61.15%

Current Drawdown

FCIRX:

-5.47%

TROSX:

0.00%

Returns By Period

In the year-to-date period, FCIRX achieves a 4.63% return, which is significantly lower than TROSX's 11.24% return.


FCIRX

YTD

4.63%

1M

8.04%

6M

0.87%

1Y

1.84%

5Y*

16.06%

10Y*

N/A

TROSX

YTD

11.24%

1M

11.69%

6M

7.98%

1Y

8.64%

5Y*

11.27%

10Y*

5.07%

*Annualized

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FCIRX vs. TROSX - Expense Ratio Comparison

FCIRX has a 1.25% expense ratio, which is higher than TROSX's 0.77% expense ratio.


Risk-Adjusted Performance

FCIRX vs. TROSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCIRX
The Risk-Adjusted Performance Rank of FCIRX is 3535
Overall Rank
The Sharpe Ratio Rank of FCIRX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FCIRX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FCIRX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FCIRX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FCIRX is 3434
Martin Ratio Rank

TROSX
The Risk-Adjusted Performance Rank of TROSX is 6464
Overall Rank
The Sharpe Ratio Rank of TROSX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TROSX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of TROSX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of TROSX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TROSX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCIRX vs. TROSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiera Capital International Equity Fund (FCIRX) and T. Rowe Price Overseas Stock Fund (TROSX). 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 FCIRX Sharpe Ratio is 0.16, which is lower than the TROSX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FCIRX and TROSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FCIRX vs. TROSX - Dividend Comparison

FCIRX's dividend yield for the trailing twelve months is around 0.40%, less than TROSX's 2.14% yield.


TTM20242023202220212020201920182017201620152014
FCIRX
Fiera Capital International Equity Fund
0.40%0.41%0.40%0.92%18.33%5.48%4.89%2.47%0.89%0.00%0.00%0.00%
TROSX
T. Rowe Price Overseas Stock Fund
2.14%2.38%2.28%2.31%1.88%1.41%2.14%2.26%1.86%1.98%2.11%2.87%

Drawdowns

FCIRX vs. TROSX - Drawdown Comparison

The maximum FCIRX drawdown since its inception was -32.05%, smaller than the maximum TROSX drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for FCIRX and TROSX. For additional features, visit the drawdowns tool.


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Volatility

FCIRX vs. TROSX - Volatility Comparison

The current volatility for Fiera Capital International Equity Fund (FCIRX) is 4.05%, while T. Rowe Price Overseas Stock Fund (TROSX) has a volatility of 4.34%. This indicates that FCIRX experiences smaller price fluctuations and is considered to be less risky than TROSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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