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MAPTX vs. PRIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAPTX vs. PRIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Pacific Tiger Fund (MAPTX) and T. Rowe Price International Discovery Fund (PRIDX). The values are adjusted to include any dividend payments, if applicable.

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MAPTX vs. PRIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAPTX
Matthews Pacific Tiger Fund
-1.16%30.07%3.25%-4.82%-20.69%-17.92%28.88%10.75%-11.05%39.94%
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, MAPTX achieves a -1.16% return, which is significantly higher than PRIDX's -4.43% return. Over the past 10 years, MAPTX has underperformed PRIDX with an annualized return of 3.83%, while PRIDX has yielded a comparatively higher 7.92% annualized return.


MAPTX

1D
-1.11%
1M
-13.39%
YTD
-1.16%
6M
2.34%
1Y
28.93%
3Y*
6.59%
5Y*
-4.14%
10Y*
3.83%

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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MAPTX vs. PRIDX - Expense Ratio Comparison

MAPTX has a 1.09% expense ratio, which is lower than PRIDX's 1.23% expense ratio.


Return for Risk

MAPTX vs. PRIDX — Risk / Return Rank

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

MAPTX
MAPTX Risk / Return Rank: 7474
Overall Rank
MAPTX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MAPTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MAPTX Omega Ratio Rank: 8181
Omega Ratio Rank
MAPTX Calmar Ratio Rank: 6666
Calmar Ratio Rank
MAPTX Martin Ratio Rank: 5959
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.

MAPTX vs. PRIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Pacific Tiger Fund (MAPTX) 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.


MAPTXPRIDXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.10

+0.50

Sortino ratio

Return per unit of downside risk

2.12

1.47

+0.65

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

1.52

1.13

+0.39

Martin ratio

Return relative to average drawdown

5.66

4.48

+1.19

MAPTX vs. PRIDX - Sharpe Ratio Comparison

The current MAPTX Sharpe Ratio is 1.59, which is higher than the PRIDX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of MAPTX 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


MAPTXPRIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.10

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.02

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.48

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.62

-0.28

Correlation

The correlation between MAPTX and PRIDX is 0.66, 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

MAPTX vs. PRIDX - Dividend Comparison

MAPTX's dividend yield for the trailing twelve months is around 2.35%, less than PRIDX's 5.11% yield.


TTM20252024202320222021202020192018201720162015
MAPTX
Matthews Pacific Tiger Fund
2.35%2.33%8.93%2.93%8.52%4.85%5.74%3.44%4.78%1.25%2.61%11.18%
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

MAPTX vs. PRIDX - Drawdown Comparison

The maximum MAPTX drawdown since its inception was -69.79%, which is greater than PRIDX's maximum drawdown of -65.01%. Use the drawdown chart below to compare losses from any high point for MAPTX and PRIDX.


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Drawdown Indicators


MAPTXPRIDXDifference

Max Drawdown

Largest peak-to-trough decline

-69.79%

-65.01%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-13.50%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

-43.86%

-4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-52.31%

-43.86%

-8.45%

Current Drawdown

Current decline from peak

-28.20%

-13.38%

-14.82%

Average Drawdown

Average peak-to-trough decline

-17.47%

-16.42%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

3.40%

+0.71%

Volatility

MAPTX vs. PRIDX - Volatility Comparison

Matthews Pacific Tiger Fund (MAPTX) has a higher volatility of 9.09% compared to T. Rowe Price International Discovery Fund (PRIDX) at 6.17%. This indicates that MAPTX's price experiences larger fluctuations and is considered to be riskier 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


MAPTXPRIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

6.17%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

10.27%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

15.31%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.42%

16.55%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

16.50%

+1.34%