PortfoliosLab logoPortfoliosLab logo
INDAX vs. PRASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDAX vs. PRASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/Kotak India ESG Fund (INDAX) and T. Rowe Price New Asia Fund (PRASX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

INDAX vs. PRASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDAX
ALPS/Kotak India ESG Fund
-17.72%2.03%10.94%16.77%-12.62%26.37%14.68%8.41%-12.51%39.77%
PRASX
T. Rowe Price New Asia Fund
-2.85%26.60%6.97%0.83%-22.60%-4.33%29.56%26.75%-15.13%40.64%

Returns By Period

In the year-to-date period, INDAX achieves a -17.72% return, which is significantly lower than PRASX's -2.85% return. Both investments have delivered pretty close results over the past 10 years, with INDAX having a 6.97% annualized return and PRASX not far behind at 6.90%.


INDAX

1D
-1.80%
1M
-13.54%
YTD
-17.72%
6M
-15.44%
1Y
-12.38%
3Y*
3.65%
5Y*
2.06%
10Y*
6.97%

PRASX

1D
-1.25%
1M
-13.71%
YTD
-2.85%
6M
0.29%
1Y
20.97%
3Y*
7.70%
5Y*
-1.30%
10Y*
6.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


INDAX vs. PRASX - Expense Ratio Comparison

INDAX has a 1.33% expense ratio, which is higher than PRASX's 0.99% expense ratio.


Return for Risk

INDAX vs. PRASX — Risk / Return Rank

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

INDAX
INDAX Risk / Return Rank: 11
Overall Rank
INDAX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
INDAX Sortino Ratio Rank: 00
Sortino Ratio Rank
INDAX Omega Ratio Rank: 11
Omega Ratio Rank
INDAX Calmar Ratio Rank: 11
Calmar Ratio Rank
INDAX Martin Ratio Rank: 00
Martin Ratio Rank

PRASX
PRASX Risk / Return Rank: 5757
Overall Rank
PRASX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PRASX Sortino Ratio Rank: 5959
Sortino Ratio Rank
PRASX Omega Ratio Rank: 5757
Omega Ratio Rank
PRASX Calmar Ratio Rank: 5454
Calmar Ratio Rank
PRASX Martin Ratio Rank: 5252
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.

INDAX vs. PRASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/Kotak India ESG Fund (INDAX) and T. Rowe Price New Asia Fund (PRASX). 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.


INDAXPRASXDifference

Sharpe ratio

Return per unit of total volatility

-0.83

1.10

-1.94

Sortino ratio

Return per unit of downside risk

-1.10

1.54

-2.63

Omega ratio

Gain probability vs. loss probability

0.87

1.22

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.61

1.29

-1.90

Martin ratio

Return relative to average drawdown

-2.14

5.10

-7.24

INDAX vs. PRASX - Sharpe Ratio Comparison

The current INDAX Sharpe Ratio is -0.83, which is lower than the PRASX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of INDAX and PRASX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


INDAXPRASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

1.10

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.07

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.38

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.42

-0.08

Correlation

The correlation between INDAX and PRASX is 0.56, 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

INDAX vs. PRASX - Dividend Comparison

INDAX's dividend yield for the trailing twelve months is around 6.83%, more than PRASX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
INDAX
ALPS/Kotak India ESG Fund
6.83%5.62%16.14%4.43%1.65%5.48%0.00%1.30%6.55%2.79%1.32%15.14%
PRASX
T. Rowe Price New Asia Fund
0.64%0.62%1.05%1.77%1.96%14.22%0.46%0.77%7.23%9.15%0.46%1.31%

Drawdowns

INDAX vs. PRASX - Drawdown Comparison

The maximum INDAX drawdown since its inception was -43.98%, smaller than the maximum PRASX drawdown of -70.53%. Use the drawdown chart below to compare losses from any high point for INDAX and PRASX.


Loading graphics...

Drawdown Indicators


INDAXPRASXDifference

Max Drawdown

Largest peak-to-trough decline

-43.98%

-70.53%

+26.55%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-14.39%

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-42.27%

+18.78%

Max Drawdown (10Y)

Largest decline over 10 years

-43.98%

-45.07%

+1.09%

Current Drawdown

Current decline from peak

-23.49%

-14.39%

-9.10%

Average Drawdown

Average peak-to-trough decline

-10.67%

-18.61%

+7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

3.63%

+2.29%

Volatility

INDAX vs. PRASX - Volatility Comparison

The current volatility for ALPS/Kotak India ESG Fund (INDAX) is 6.24%, while T. Rowe Price New Asia Fund (PRASX) has a volatility of 9.05%. This indicates that INDAX experiences smaller price fluctuations and is considered to be less risky than PRASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


INDAXPRASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

9.05%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

14.28%

-4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

18.76%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

18.54%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

18.00%

-1.25%