MXF vs. PRLAX
Compare and contrast key facts about The Mexico Fund (MXF) and T. Rowe Price Latin America Fund (PRLAX).
MXF is managed by Impulsora del Fondo México. It was launched on Jun 1, 1981. PRLAX is managed by T. Rowe Price. It was launched on Dec 28, 1993.
Performance
MXF vs. PRLAX - Performance Comparison
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MXF vs. PRLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXF The Mexico Fund | 5.65% | 61.94% | -27.14% | 35.83% | -1.66% | 18.01% | 3.29% | 11.37% | -12.26% | 15.71% |
PRLAX T. Rowe Price Latin America Fund | 7.33% | 45.79% | -23.09% | 34.73% | 0.23% | -14.98% | -7.55% | 27.23% | -8.27% | 28.54% |
Returns By Period
In the year-to-date period, MXF achieves a 5.65% return, which is significantly lower than PRLAX's 7.33% return. Over the past 10 years, MXF has underperformed PRLAX with an annualized return of 6.49%, while PRLAX has yielded a comparatively higher 7.56% annualized return.
MXF
- 1D
- 2.95%
- 1M
- -8.24%
- YTD
- 5.65%
- 6M
- 9.47%
- 1Y
- 56.11%
- 3Y*
- 13.16%
- 5Y*
- 13.34%
- 10Y*
- 6.49%
PRLAX
- 1D
- 0.34%
- 1M
- -8.09%
- YTD
- 7.33%
- 6M
- 13.48%
- 1Y
- 41.25%
- 3Y*
- 15.48%
- 5Y*
- 8.17%
- 10Y*
- 7.56%
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MXF vs. PRLAX - Expense Ratio Comparison
MXF has a 0.02% expense ratio, which is lower than PRLAX's 1.46% expense ratio.
Return for Risk
MXF vs. PRLAX — Risk / Return Rank
MXF
PRLAX
MXF vs. PRLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Mexico Fund (MXF) and T. Rowe Price Latin America Fund (PRLAX). 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.
| MXF | PRLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.49 | 1.77 | +0.72 |
Sortino ratioReturn per unit of downside risk | 3.10 | 2.30 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.32 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.80 | +1.08 |
Martin ratioReturn relative to average drawdown | 15.13 | 9.99 | +5.14 |
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
| MXF | PRLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 1.77 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.36 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.29 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.23 | +0.08 |
Correlation
The correlation between MXF and PRLAX is 0.67, 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
MXF vs. PRLAX - Dividend Comparison
MXF's dividend yield for the trailing twelve months is around 5.11%, less than PRLAX's 6.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXF The Mexico Fund | 5.11% | 4.67% | 6.67% | 4.19% | 4.88% | 2.29% | 3.15% | 7.28% | 5.13% | 3.37% | 5.03% | 10.90% |
PRLAX T. Rowe Price Latin America Fund | 6.61% | 7.09% | 7.84% | 2.44% | 3.10% | 9.92% | 1.09% | 10.55% | 2.41% | 1.30% | 1.45% | 6.65% |
Drawdowns
MXF vs. PRLAX - Drawdown Comparison
The maximum MXF drawdown since its inception was -80.25%, which is greater than PRLAX's maximum drawdown of -70.03%. Use the drawdown chart below to compare losses from any high point for MXF and PRLAX.
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Drawdown Indicators
| MXF | PRLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.25% | -70.03% | -10.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -13.65% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -30.74% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -56.02% | -49.80% | -6.22% |
Current DrawdownCurrent decline from peak | -8.24% | -10.28% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -31.68% | -23.92% | -7.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.82% | -0.23% |
Volatility
MXF vs. PRLAX - Volatility Comparison
The Mexico Fund (MXF) and T. Rowe Price Latin America Fund (PRLAX) have volatilities of 10.75% and 10.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXF | PRLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.75% | 10.82% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 17.30% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 22.68% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 22.81% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 25.72% | -2.47% |