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HSCZ vs. PRIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSCZ vs. PRIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and T. Rowe Price International Discovery Fund (PRIDX). The values are adjusted to include any dividend payments, if applicable.

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HSCZ vs. PRIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
1.96%25.74%12.89%17.03%-11.46%17.75%6.40%27.89%-13.99%24.52%
PRIDX
T. Rowe Price International Discovery Fund
-4.43%25.53%3.65%13.19%-30.34%7.31%38.78%25.01%-17.54%38.56%

Returns By Period

In the year-to-date period, HSCZ achieves a 1.96% return, which is significantly higher than PRIDX's -4.43% return. Over the past 10 years, HSCZ has outperformed PRIDX with an annualized return of 11.13%, while PRIDX has yielded a comparatively lower 7.92% annualized return.


HSCZ

1D
2.14%
1M
-6.61%
YTD
1.96%
6M
7.54%
1Y
27.45%
3Y*
16.89%
5Y*
9.84%
10Y*
11.13%

PRIDX

1D
-0.19%
1M
-13.38%
YTD
-4.43%
6M
-1.16%
1Y
18.14%
3Y*
9.98%
5Y*
0.32%
10Y*
7.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSCZ vs. PRIDX - Expense Ratio Comparison

HSCZ has a 0.43% expense ratio, which is lower than PRIDX's 1.23% expense ratio.


Return for Risk

HSCZ vs. PRIDX — Risk / Return Rank

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

HSCZ
HSCZ Risk / Return Rank: 9090
Overall Rank
HSCZ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HSCZ Sortino Ratio Rank: 9191
Sortino Ratio Rank
HSCZ Omega Ratio Rank: 9393
Omega Ratio Rank
HSCZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
HSCZ Martin Ratio Rank: 8888
Martin Ratio Rank

PRIDX
PRIDX Risk / Return Rank: 5252
Overall Rank
PRIDX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PRIDX Sortino Ratio Rank: 5656
Sortino Ratio Rank
PRIDX Omega Ratio Rank: 5555
Omega Ratio Rank
PRIDX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PRIDX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HSCZ vs. PRIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) 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.


HSCZPRIDXDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.10

+0.82

Sortino ratio

Return per unit of downside risk

2.62

1.47

+1.15

Omega ratio

Gain probability vs. loss probability

1.41

1.21

+0.20

Calmar ratio

Return relative to maximum drawdown

2.61

1.13

+1.48

Martin ratio

Return relative to average drawdown

10.63

4.48

+6.15

HSCZ vs. PRIDX - Sharpe Ratio Comparison

The current HSCZ Sharpe Ratio is 1.92, which is higher than the PRIDX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of HSCZ 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.


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Sharpe Ratios by Period


HSCZPRIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.10

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.02

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.48

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.62

0.00

Correlation

The correlation between HSCZ and PRIDX is 0.75, 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

HSCZ vs. PRIDX - Dividend Comparison

HSCZ's dividend yield for the trailing twelve months is around 3.19%, less than PRIDX's 5.11% yield.


TTM20252024202320222021202020192018201720162015
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
3.19%3.25%3.26%2.98%26.91%2.90%1.46%4.66%6.15%2.52%2.57%1.75%
PRIDX
T. Rowe Price International Discovery Fund
5.11%4.88%4.03%2.05%3.18%15.35%4.30%1.48%6.20%3.11%1.81%5.00%

Drawdowns

HSCZ vs. PRIDX - Drawdown Comparison

The maximum HSCZ drawdown since its inception was -34.89%, smaller than the maximum PRIDX drawdown of -65.01%. Use the drawdown chart below to compare losses from any high point for HSCZ and PRIDX.


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Drawdown Indicators


HSCZPRIDXDifference

Max Drawdown

Largest peak-to-trough decline

-34.89%

-65.01%

+30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-13.50%

+3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-43.86%

+23.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.89%

-43.86%

+8.97%

Current Drawdown

Current decline from peak

-6.61%

-13.38%

+6.77%

Average Drawdown

Average peak-to-trough decline

-4.70%

-16.42%

+11.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

3.40%

-0.96%

Volatility

HSCZ vs. PRIDX - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) is 5.41%, while T. Rowe Price International Discovery Fund (PRIDX) has a volatility of 6.17%. This indicates that HSCZ experiences smaller price fluctuations and is considered to be less risky than PRIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSCZPRIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

6.17%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

10.27%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

15.31%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

16.55%

-3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

16.50%

-0.85%