HSCZ vs. PRIDX
Compare and contrast key facts about iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and T. Rowe Price International Discovery Fund (PRIDX).
HSCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small-Cap 100% Hedged to USD Index. It was launched on Jun 29, 2015. PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988.
Performance
HSCZ vs. PRIDX - Performance Comparison
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HSCZ vs. PRIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
HSCZ
PRIDX
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.
| HSCZ | PRIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 1.10 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.62 | 1.47 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.13 | +1.48 |
Martin ratioReturn relative to average drawdown | 10.63 | 4.48 | +6.15 |
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
| HSCZ | PRIDX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| HSCZ | PRIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.61% | -13.38% | +6.77% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -16.42% | +11.72% |
Ulcer IndexDepth 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
| HSCZ | PRIDX | Difference | |
|---|---|---|---|
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% |