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MAEFX vs. PRESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAEFX vs. PRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock EuroFund Fund (MAEFX) and T. Rowe Price European Stock Fund (PRESX). The values are adjusted to include any dividend payments, if applicable.

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MAEFX vs. PRESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAEFX
BlackRock EuroFund Fund
-10.68%20.07%7.21%20.70%-23.85%19.53%19.34%25.17%-19.83%22.42%
PRESX
T. Rowe Price European Stock Fund
-7.18%21.46%1.83%19.07%-21.76%14.81%12.53%26.89%-12.74%25.74%

Returns By Period

In the year-to-date period, MAEFX achieves a -10.68% return, which is significantly lower than PRESX's -7.18% return. Both investments have delivered pretty close results over the past 10 years, with MAEFX having a 5.87% annualized return and PRESX not far ahead at 6.15%.


MAEFX

1D
-0.25%
1M
-13.84%
YTD
-10.68%
6M
-11.11%
1Y
3.71%
3Y*
6.43%
5Y*
4.30%
10Y*
5.87%

PRESX

1D
0.65%
1M
-12.02%
YTD
-7.18%
6M
-3.90%
1Y
4.56%
3Y*
7.39%
5Y*
3.63%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAEFX vs. PRESX - Expense Ratio Comparison

MAEFX has a 1.10% expense ratio, which is higher than PRESX's 1.03% expense ratio.


Return for Risk

MAEFX vs. PRESX — Risk / Return Rank

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

MAEFX
MAEFX Risk / Return Rank: 77
Overall Rank
MAEFX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MAEFX Sortino Ratio Rank: 77
Sortino Ratio Rank
MAEFX Omega Ratio Rank: 77
Omega Ratio Rank
MAEFX Calmar Ratio Rank: 88
Calmar Ratio Rank
MAEFX Martin Ratio Rank: 88
Martin Ratio Rank

PRESX
PRESX Risk / Return Rank: 1010
Overall Rank
PRESX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PRESX Sortino Ratio Rank: 99
Sortino Ratio Rank
PRESX Omega Ratio Rank: 99
Omega Ratio Rank
PRESX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRESX Martin Ratio Rank: 1212
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.

MAEFX vs. PRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock EuroFund Fund (MAEFX) and T. Rowe Price European Stock Fund (PRESX). 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.


MAEFXPRESXDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.21

-0.10

Sortino ratio

Return per unit of downside risk

0.31

0.40

-0.09

Omega ratio

Gain probability vs. loss probability

1.04

1.05

-0.01

Calmar ratio

Return relative to maximum drawdown

0.08

0.27

-0.19

Martin ratio

Return relative to average drawdown

0.28

0.95

-0.66

MAEFX vs. PRESX - Sharpe Ratio Comparison

The current MAEFX Sharpe Ratio is 0.11, which is lower than the PRESX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of MAEFX and PRESX, 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


MAEFXPRESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.21

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.21

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.35

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.38

-0.03

Correlation

The correlation between MAEFX and PRESX is 0.90, 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

MAEFX vs. PRESX - Dividend Comparison

MAEFX's dividend yield for the trailing twelve months is around 12.97%, more than PRESX's 11.57% yield.


TTM20252024202320222021202020192018201720162015
MAEFX
BlackRock EuroFund Fund
12.97%11.58%1.29%1.24%0.76%0.00%0.00%0.45%2.81%1.19%2.32%1.64%
PRESX
T. Rowe Price European Stock Fund
11.57%10.74%6.85%3.77%1.32%3.96%0.86%1.59%2.67%2.08%3.03%3.20%

Drawdowns

MAEFX vs. PRESX - Drawdown Comparison

The maximum MAEFX drawdown since its inception was -62.58%, roughly equal to the maximum PRESX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for MAEFX and PRESX.


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Drawdown Indicators


MAEFXPRESXDifference

Max Drawdown

Largest peak-to-trough decline

-62.58%

-59.86%

-2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-12.69%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-40.47%

-38.78%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-40.51%

-38.78%

-1.73%

Current Drawdown

Current decline from peak

-17.14%

-12.12%

-5.02%

Average Drawdown

Average peak-to-trough decline

-11.67%

-12.03%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

3.56%

+1.24%

Volatility

MAEFX vs. PRESX - Volatility Comparison

BlackRock EuroFund Fund (MAEFX) has a higher volatility of 9.58% compared to T. Rowe Price European Stock Fund (PRESX) at 6.78%. This indicates that MAEFX's price experiences larger fluctuations and is considered to be riskier than PRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAEFXPRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

6.78%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

10.58%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

21.58%

16.63%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

17.67%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

17.82%

+3.52%