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GWX vs. PRIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GWX and PRIDX is 0.88, 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.


-0.50.00.51.00.9

Performance

GWX vs. PRIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P International Small Cap ETF (GWX) and T. Rowe Price International Discovery Fund (PRIDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-3.01%
-3.38%
GWX
PRIDX

Key characteristics

Sharpe Ratio

GWX:

0.39

PRIDX:

0.51

Sortino Ratio

GWX:

0.63

PRIDX:

0.78

Omega Ratio

GWX:

1.08

PRIDX:

1.09

Calmar Ratio

GWX:

0.28

PRIDX:

0.16

Martin Ratio

GWX:

1.26

PRIDX:

1.43

Ulcer Index

GWX:

4.40%

PRIDX:

4.57%

Daily Std Dev

GWX:

14.20%

PRIDX:

12.92%

Max Drawdown

GWX:

-63.25%

PRIDX:

-71.20%

Current Drawdown

GWX:

-13.70%

PRIDX:

-37.29%

Returns By Period

The year-to-date returns for both investments are quite close, with GWX having a 2.13% return and PRIDX slightly higher at 2.16%. Over the past 10 years, GWX has outperformed PRIDX with an annualized return of 4.77%, while PRIDX has yielded a comparatively lower 2.97% annualized return.


GWX

YTD

2.13%

1M

2.10%

6M

-3.02%

1Y

5.24%

5Y*

3.65%

10Y*

4.77%

PRIDX

YTD

2.16%

1M

2.21%

6M

-3.39%

1Y

7.15%

5Y*

-0.19%

10Y*

2.97%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GWX vs. PRIDX - Expense Ratio Comparison

GWX has a 0.40% expense ratio, which is lower than PRIDX's 1.23% expense ratio.


PRIDX
T. Rowe Price International Discovery Fund
Expense ratio chart for PRIDX: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for GWX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

GWX vs. PRIDX — Risk-Adjusted Performance Rank

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

GWX
The Risk-Adjusted Performance Rank of GWX is 1616
Overall Rank
The Sharpe Ratio Rank of GWX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of GWX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of GWX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of GWX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of GWX is 1717
Martin Ratio Rank

PRIDX
The Risk-Adjusted Performance Rank of PRIDX is 1919
Overall Rank
The Sharpe Ratio Rank of PRIDX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PRIDX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PRIDX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PRIDX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of PRIDX is 1919
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.

GWX vs. PRIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P International Small Cap ETF (GWX) and T. Rowe Price International Discovery Fund (PRIDX). 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.


Sharpe ratio
The chart of Sharpe ratio for GWX, currently valued at 0.39, compared to the broader market0.002.004.000.390.51
The chart of Sortino ratio for GWX, currently valued at 0.63, compared to the broader market0.005.0010.000.630.78
The chart of Omega ratio for GWX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.09
The chart of Calmar ratio for GWX, currently valued at 0.28, compared to the broader market0.005.0010.0015.0020.000.280.16
The chart of Martin ratio for GWX, currently valued at 1.26, compared to the broader market0.0020.0040.0060.0080.00100.001.261.43
GWX
PRIDX

The current GWX Sharpe Ratio is 0.39, which is comparable to the PRIDX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of GWX and PRIDX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.39
0.51
GWX
PRIDX

Dividends

GWX vs. PRIDX - Dividend Comparison

GWX's dividend yield for the trailing twelve months is around 2.66%, more than PRIDX's 2.30% yield.


TTM20242023202220212020201920182017201620152014
GWX
SPDR S&P International Small Cap ETF
2.66%2.71%2.64%2.71%2.75%1.74%3.41%2.94%5.18%4.21%2.67%13.53%
PRIDX
T. Rowe Price International Discovery Fund
2.30%2.35%1.25%0.00%0.00%0.08%0.83%0.58%0.35%0.58%0.69%0.87%

Drawdowns

GWX vs. PRIDX - Drawdown Comparison

The maximum GWX drawdown since its inception was -63.25%, smaller than the maximum PRIDX drawdown of -71.20%. Use the drawdown chart below to compare losses from any high point for GWX and PRIDX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-13.70%
-37.29%
GWX
PRIDX

Volatility

GWX vs. PRIDX - Volatility Comparison

SPDR S&P International Small Cap ETF (GWX) and T. Rowe Price International Discovery Fund (PRIDX) have volatilities of 3.47% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.47%
3.51%
GWX
PRIDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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