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PAAOX vs. PREIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAAOX vs. PREIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Asia Opportunities Fund (PAAOX) and T. Rowe Price Equity Index 500 Fund (PREIX). The values are adjusted to include any dividend payments, if applicable.

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PAAOX vs. PREIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAAOX
T. Rowe Price Asia Opportunities Fund
-2.15%27.78%11.30%-1.00%-19.33%-5.50%26.57%24.86%-11.26%43.07%
PREIX
T. Rowe Price Equity Index 500 Fund
-7.11%19.24%24.78%26.07%-18.27%28.48%18.17%31.47%-4.59%21.01%

Returns By Period

In the year-to-date period, PAAOX achieves a -2.15% return, which is significantly higher than PREIX's -7.11% return. Over the past 10 years, PAAOX has underperformed PREIX with an annualized return of 8.25%, while PREIX has yielded a comparatively higher 13.66% annualized return.


PAAOX

1D
-1.50%
1M
-12.67%
YTD
-2.15%
6M
1.25%
1Y
22.95%
3Y*
9.11%
5Y*
-0.13%
10Y*
8.25%

PREIX

1D
-0.39%
1M
-7.70%
YTD
-7.11%
6M
-3.40%
1Y
15.76%
3Y*
17.48%
5Y*
11.51%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAAOX vs. PREIX - Expense Ratio Comparison

PAAOX has a 1.25% expense ratio, which is higher than PREIX's 0.15% expense ratio.


Return for Risk

PAAOX vs. PREIX — Risk / Return Rank

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

PAAOX
PAAOX Risk / Return Rank: 6565
Overall Rank
PAAOX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PAAOX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PAAOX Omega Ratio Rank: 6262
Omega Ratio Rank
PAAOX Calmar Ratio Rank: 6464
Calmar Ratio Rank
PAAOX Martin Ratio Rank: 6262
Martin Ratio Rank

PREIX
PREIX Risk / Return Rank: 5252
Overall Rank
PREIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PREIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PREIX Omega Ratio Rank: 5656
Omega Ratio Rank
PREIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PREIX Martin Ratio Rank: 5959
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.

PAAOX vs. PREIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Asia Opportunities Fund (PAAOX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.


PAAOXPREIXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.91

+0.32

Sortino ratio

Return per unit of downside risk

1.69

1.40

+0.29

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.51

1.16

+0.35

Martin ratio

Return relative to average drawdown

5.96

5.66

+0.30

PAAOX vs. PREIX - Sharpe Ratio Comparison

The current PAAOX Sharpe Ratio is 1.24, which is higher than the PREIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PAAOX and PREIX, 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


PAAOXPREIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.91

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.68

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.76

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.59

-0.18

Correlation

The correlation between PAAOX and PREIX 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

PAAOX vs. PREIX - Dividend Comparison

PAAOX's dividend yield for the trailing twelve months is around 0.65%, less than PREIX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
PAAOX
T. Rowe Price Asia Opportunities Fund
0.65%0.64%0.00%1.55%1.51%7.43%1.33%0.62%0.61%0.13%2.12%0.89%
PREIX
T. Rowe Price Equity Index 500 Fund
3.97%3.66%1.17%1.32%1.50%1.56%1.97%2.13%2.60%1.30%2.03%2.02%

Drawdowns

PAAOX vs. PREIX - Drawdown Comparison

The maximum PAAOX drawdown since its inception was -43.02%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for PAAOX and PREIX.


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Drawdown Indicators


PAAOXPREIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.02%

-55.32%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-12.12%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-41.76%

-24.60%

-17.16%

Max Drawdown (10Y)

Largest decline over 10 years

-43.02%

-33.81%

-9.21%

Current Drawdown

Current decline from peak

-13.70%

-8.93%

-4.77%

Average Drawdown

Average peak-to-trough decline

-13.24%

-8.76%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.49%

+0.98%

Volatility

PAAOX vs. PREIX - Volatility Comparison

T. Rowe Price Asia Opportunities Fund (PAAOX) has a higher volatility of 9.15% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 4.25%. This indicates that PAAOX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAAOXPREIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

4.25%

+4.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.25%

9.03%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.44%

18.09%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

16.95%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

18.06%

-0.47%