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PIEQX vs. PRDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PIEQX vs. PRDGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.69%
10.49%
PIEQX
PRDGX

Returns By Period

In the year-to-date period, PIEQX achieves a 4.55% return, which is significantly lower than PRDGX's 19.63% return. Over the past 10 years, PIEQX has underperformed PRDGX with an annualized return of 4.97%, while PRDGX has yielded a comparatively higher 12.00% annualized return.


PIEQX

YTD

4.55%

1M

-3.09%

6M

-2.68%

1Y

10.39%

5Y (annualized)

5.60%

10Y (annualized)

4.97%

PRDGX

YTD

19.63%

1M

3.50%

6M

10.49%

1Y

24.87%

5Y (annualized)

12.42%

10Y (annualized)

12.00%

Key characteristics


PIEQXPRDGX
Sharpe Ratio0.762.58
Sortino Ratio1.173.59
Omega Ratio1.141.47
Calmar Ratio1.164.92
Martin Ratio3.3717.42
Ulcer Index3.08%1.43%
Daily Std Dev13.60%9.63%
Max Drawdown-60.73%-49.79%
Current Drawdown-8.42%0.00%

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PIEQX vs. PRDGX - Expense Ratio Comparison

PIEQX has a 0.29% expense ratio, which is lower than PRDGX's 0.62% expense ratio.


PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for PIEQX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Correlation

The correlation between PIEQX and PRDGX is 0.75, 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.


-0.50.00.51.00.7

Risk-Adjusted Performance

PIEQX vs. PRDGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Index Fund (PIEQX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.


Sharpe ratio
The chart of Sharpe ratio for PIEQX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.005.000.762.58
The chart of Sortino ratio for PIEQX, currently valued at 1.17, compared to the broader market0.005.0010.001.173.59
The chart of Omega ratio for PIEQX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.47
The chart of Calmar ratio for PIEQX, currently valued at 1.16, compared to the broader market0.005.0010.0015.0020.001.164.92
The chart of Martin ratio for PIEQX, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.003.3717.42
PIEQX
PRDGX

The current PIEQX Sharpe Ratio is 0.76, which is lower than the PRDGX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of PIEQX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.76
2.58
PIEQX
PRDGX

Dividends

PIEQX vs. PRDGX - Dividend Comparison

PIEQX's dividend yield for the trailing twelve months is around 2.88%, more than PRDGX's 0.97% yield.


TTM20232022202120202019201820172016201520142013
PIEQX
T. Rowe Price International Equity Index Fund
2.88%3.01%2.67%2.42%1.71%2.68%2.99%2.42%2.90%2.69%3.33%2.07%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
0.97%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%1.22%

Drawdowns

PIEQX vs. PRDGX - Drawdown Comparison

The maximum PIEQX drawdown since its inception was -60.73%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PIEQX and PRDGX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.42%
0
PIEQX
PRDGX

Volatility

PIEQX vs. PRDGX - Volatility Comparison

T. Rowe Price International Equity Index Fund (PIEQX) has a higher volatility of 3.64% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.20%. This indicates that PIEQX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.64%
3.20%
PIEQX
PRDGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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