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PIEQX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIEQX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity Index Fund (PIEQX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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PIEQX vs. DFIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIEQX
T. Rowe Price International Equity Index Fund
1.00%31.37%3.40%18.07%-14.54%11.02%9.21%21.04%-14.29%23.44%
DFIEX
DFA International Core Equity Portfolio I
2.80%36.18%3.99%17.50%-13.51%13.85%7.73%21.70%-17.41%28.04%

Returns By Period

In the year-to-date period, PIEQX achieves a 1.00% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, PIEQX has underperformed DFIEX with an annualized return of 8.50%, while DFIEX has yielded a comparatively higher 9.64% annualized return.


PIEQX

1D
3.07%
1M
-6.36%
YTD
1.00%
6M
4.72%
1Y
22.75%
3Y*
14.23%
5Y*
8.01%
10Y*
8.50%

DFIEX

1D
3.02%
1M
-6.42%
YTD
2.80%
6M
8.00%
1Y
30.46%
3Y*
16.74%
5Y*
9.40%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIEQX vs. DFIEX - Expense Ratio Comparison

PIEQX has a 0.29% expense ratio, which is higher than DFIEX's 0.24% expense ratio.


Return for Risk

PIEQX vs. DFIEX — Risk / Return Rank

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

PIEQX
PIEQX Risk / Return Rank: 7373
Overall Rank
PIEQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PIEQX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PIEQX Omega Ratio Rank: 6868
Omega Ratio Rank
PIEQX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PIEQX Martin Ratio Rank: 7373
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 9090
Overall Rank
DFIEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 9090
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.

PIEQX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Index Fund (PIEQX) and DFA International Core Equity Portfolio I (DFIEX). 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.


PIEQXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.95

-0.61

Sortino ratio

Return per unit of downside risk

1.85

2.55

-0.70

Omega ratio

Gain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratio

Return relative to maximum drawdown

1.91

2.57

-0.66

Martin ratio

Return relative to average drawdown

7.30

10.07

-2.77

PIEQX vs. DFIEX - Sharpe Ratio Comparison

The current PIEQX Sharpe Ratio is 1.34, which is lower than the DFIEX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PIEQX and DFIEX, 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


PIEQXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.95

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.60

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.59

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.35

-0.08

Correlation

The correlation between PIEQX and DFIEX is 0.97, 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

PIEQX vs. DFIEX - Dividend Comparison

PIEQX's dividend yield for the trailing twelve months is around 3.16%, which matches DFIEX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
PIEQX
T. Rowe Price International Equity Index Fund
3.16%3.19%2.89%3.00%2.67%3.15%1.71%2.82%2.99%0.21%2.90%2.69%
DFIEX
DFA International Core Equity Portfolio I
3.14%3.22%3.42%3.36%2.88%2.98%1.77%2.90%2.95%2.49%2.76%4.20%

Drawdowns

PIEQX vs. DFIEX - Drawdown Comparison

The maximum PIEQX drawdown since its inception was -60.73%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PIEQX and DFIEX.


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Drawdown Indicators


PIEQXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.73%

-62.22%

+1.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-11.01%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-28.66%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-41.04%

+5.85%

Current Drawdown

Current decline from peak

-8.19%

-7.75%

-0.44%

Average Drawdown

Average peak-to-trough decline

-14.03%

-12.26%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.81%

+0.17%

Volatility

PIEQX vs. DFIEX - Volatility Comparison

T. Rowe Price International Equity Index Fund (PIEQX) has a higher volatility of 7.77% compared to DFA International Core Equity Portfolio I (DFIEX) at 7.09%. This indicates that PIEQX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIEQXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

7.09%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

10.45%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

15.90%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

15.65%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

16.35%

+0.36%