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IEMFX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEMFX vs. PRNHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional Emerging Markets Equity Fund (IEMFX) and T. Rowe Price New Horizons Fund (PRNHX). The values are adjusted to include any dividend payments, if applicable.

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IEMFX vs. PRNHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEMFX
T. Rowe Price Institutional Emerging Markets Equity Fund
-0.52%32.91%-1.60%2.26%-23.34%-10.61%17.81%26.62%-16.02%42.87%
PRNHX
T. Rowe Price New Horizons Fund
-5.34%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%

Returns By Period

In the year-to-date period, IEMFX achieves a -0.52% return, which is significantly higher than PRNHX's -5.34% return. Over the past 10 years, IEMFX has underperformed PRNHX with an annualized return of 5.71%, while PRNHX has yielded a comparatively higher 12.93% annualized return.


IEMFX

1D
-0.89%
1M
-12.87%
YTD
-0.52%
6M
6.39%
1Y
28.52%
3Y*
8.02%
5Y*
-2.06%
10Y*
5.71%

PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEMFX vs. PRNHX - Expense Ratio Comparison

IEMFX has a 1.06% expense ratio, which is higher than PRNHX's 0.75% expense ratio.


Return for Risk

IEMFX vs. PRNHX — Risk / Return Rank

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

IEMFX
IEMFX Risk / Return Rank: 8181
Overall Rank
IEMFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IEMFX Sortino Ratio Rank: 8181
Sortino Ratio Rank
IEMFX Omega Ratio Rank: 7979
Omega Ratio Rank
IEMFX Calmar Ratio Rank: 8181
Calmar Ratio Rank
IEMFX Martin Ratio Rank: 8181
Martin Ratio Rank

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 1717
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.

IEMFX vs. PRNHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Emerging Markets Equity Fund (IEMFX) and T. Rowe Price New Horizons Fund (PRNHX). 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.


IEMFXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.37

+1.18

Sortino ratio

Return per unit of downside risk

2.06

0.70

+1.36

Omega ratio

Gain probability vs. loss probability

1.30

1.09

+0.21

Calmar ratio

Return relative to maximum drawdown

1.94

0.46

+1.48

Martin ratio

Return relative to average drawdown

8.04

1.71

+6.32

IEMFX vs. PRNHX - Sharpe Ratio Comparison

The current IEMFX Sharpe Ratio is 1.56, which is higher than the PRNHX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IEMFX and PRNHX, 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


IEMFXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.37

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.08

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.57

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.47

-0.06

Correlation

The correlation between IEMFX and PRNHX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IEMFX vs. PRNHX - Dividend Comparison

IEMFX's dividend yield for the trailing twelve months is around 2.44%, less than PRNHX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
IEMFX
T. Rowe Price Institutional Emerging Markets Equity Fund
2.44%2.43%0.92%1.88%3.87%3.07%0.56%1.43%1.15%0.54%0.83%0.69%
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

IEMFX vs. PRNHX - Drawdown Comparison

The maximum IEMFX drawdown since its inception was -71.65%, roughly equal to the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for IEMFX and PRNHX.


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Drawdown Indicators


IEMFXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-71.65%

-70.96%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-13.70%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

-48.37%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-46.27%

-48.37%

+2.10%

Current Drawdown

Current decline from peak

-17.35%

-27.08%

+9.73%

Average Drawdown

Average peak-to-trough decline

-19.87%

-18.39%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.67%

-0.42%

Volatility

IEMFX vs. PRNHX - Volatility Comparison

T. Rowe Price Institutional Emerging Markets Equity Fund (IEMFX) has a higher volatility of 9.37% compared to T. Rowe Price New Horizons Fund (PRNHX) at 7.88%. This indicates that IEMFX's price experiences larger fluctuations and is considered to be riskier than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMFXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.37%

7.88%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

14.48%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

23.87%

-5.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

24.41%

-7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

22.67%

-4.32%