PEXMX vs. PRIDX
Compare and contrast key facts about T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price International Discovery Fund (PRIDX).
PEXMX is managed by T. Rowe Price. It was launched on Jan 30, 1998. PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988.
Performance
PEXMX vs. PRIDX - Performance Comparison
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PEXMX vs. PRIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | -4.65% | 14.64% | 16.72% | 25.32% | -26.15% | 12.09% | 30.80% | 32.57% | -9.61% | 16.63% |
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
The year-to-date returns for both investments are quite close, with PEXMX having a -4.65% return and PRIDX slightly higher at -4.43%. Over the past 10 years, PEXMX has outperformed PRIDX with an annualized return of 10.94%, while PRIDX has yielded a comparatively lower 7.92% annualized return.
PEXMX
- 1D
- -1.01%
- 1M
- -7.83%
- YTD
- -4.65%
- 6M
- -1.56%
- 1Y
- 20.04%
- 3Y*
- 14.72%
- 5Y*
- 4.22%
- 10Y*
- 10.94%
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%
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PEXMX vs. PRIDX - Expense Ratio Comparison
PEXMX has a 0.23% expense ratio, which is lower than PRIDX's 1.23% expense ratio.
Return for Risk
PEXMX vs. PRIDX — Risk / Return Rank
PEXMX
PRIDX
PEXMX vs. PRIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Extended Equity Market Index Fund (PEXMX) 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.
| PEXMX | PRIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.10 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.47 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.13 | -0.18 |
Martin ratioReturn relative to average drawdown | 3.99 | 4.48 | -0.48 |
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
| PEXMX | PRIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.10 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.02 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.48 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.62 | -0.24 |
Correlation
The correlation between PEXMX and PRIDX is 0.62, 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
PEXMX vs. PRIDX - Dividend Comparison
PEXMX's dividend yield for the trailing twelve months is around 7.43%, more than PRIDX's 5.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEXMX T. Rowe Price Extended Equity Market Index Fund | 7.43% | 7.08% | 7.64% | 3.64% | 7.53% | 14.87% | 2.99% | 8.17% | 6.67% | 4.50% | 5.90% | 4.81% |
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
PEXMX vs. PRIDX - Drawdown Comparison
The maximum PEXMX drawdown since its inception was -57.82%, smaller than the maximum PRIDX drawdown of -65.01%. Use the drawdown chart below to compare losses from any high point for PEXMX and PRIDX.
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Drawdown Indicators
| PEXMX | PRIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -65.01% | +7.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -13.50% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -43.86% | +7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.27% | -43.86% | +2.59% |
Current DrawdownCurrent decline from peak | -10.30% | -13.38% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -16.42% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 3.40% | +0.68% |
Volatility
PEXMX vs. PRIDX - Volatility Comparison
T. Rowe Price Extended Equity Market Index Fund (PEXMX) and T. Rowe Price International Discovery Fund (PRIDX) have volatilities of 5.98% and 6.17%, 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
| PEXMX | PRIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 6.17% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 10.27% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 15.31% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 16.55% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 16.50% | +5.70% |