PIEQX vs. PREIX
Compare and contrast key facts about T. Rowe Price International Equity Index Fund (PIEQX) and T. Rowe Price Equity Index 500 Fund (PREIX).
PIEQX is managed by T. Rowe Price. It was launched on Nov 30, 2000. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIEQX or PREIX.
Performance
PIEQX vs. PREIX - Performance Comparison
Returns By Period
In the year-to-date period, PIEQX achieves a 4.62% return, which is significantly lower than PREIX's 26.50% return. Over the past 10 years, PIEQX has underperformed PREIX with an annualized return of 4.95%, while PREIX has yielded a comparatively higher 13.02% annualized return.
PIEQX
4.62%
-2.86%
-2.63%
11.04%
5.85%
4.95%
PREIX
26.50%
3.07%
13.18%
32.62%
15.57%
13.02%
Key characteristics
| PIEQX | PREIX | |
|---|---|---|
| Sharpe Ratio | 0.81 | 2.67 |
| Sortino Ratio | 1.24 | 3.56 |
| Omega Ratio | 1.15 | 1.50 |
| Calmar Ratio | 1.24 | 3.86 |
| Martin Ratio | 3.68 | 17.30 |
| Ulcer Index | 3.00% | 1.89% |
| Daily Std Dev | 13.62% | 12.24% |
| Max Drawdown | -60.73% | -55.32% |
| Current Drawdown | -8.37% | -0.46% |
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PIEQX vs. PREIX - Expense Ratio Comparison
PIEQX has a 0.29% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Correlation
The correlation between PIEQX and PREIX is 0.74, 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.
Risk-Adjusted Performance
PIEQX vs. PREIX - 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 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.
Dividends
PIEQX vs. PREIX - Dividend Comparison
PIEQX's dividend yield for the trailing twelve months is around 2.87%, more than PREIX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIEQX T. Rowe Price International Equity Index Fund | 2.87% | 3.01% | 2.67% | 2.42% | 1.71% | 2.68% | 2.99% | 2.42% | 2.90% | 2.69% | 3.33% | 2.07% |
PREIX T. Rowe Price Equity Index 500 Fund | 1.09% | 1.33% | 1.50% | 1.15% | 1.56% | 1.78% | 1.95% | 1.65% | 1.83% | 2.02% | 1.69% | 1.63% |
Drawdowns
PIEQX vs. PREIX - Drawdown Comparison
The maximum PIEQX drawdown since its inception was -60.73%, which is greater than PREIX's maximum drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for PIEQX and PREIX. For additional features, visit the drawdowns tool.
Volatility
PIEQX vs. PREIX - Volatility Comparison
The current volatility for T. Rowe Price International Equity Index Fund (PIEQX) is 3.63%, while T. Rowe Price Equity Index 500 Fund (PREIX) has a volatility of 3.96%. This indicates that PIEQX experiences smaller price fluctuations and is considered to be less risky than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.