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PIEQX vs. TROSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIEQX vs. TROSX - 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 Overseas Stock Fund (TROSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PIEQX having a 9.41% return and TROSX slightly higher at 9.70%. Both investments have delivered pretty close results over the past 10 years, with PIEQX having a 9.00% annualized return and TROSX not far ahead at 9.32%.


PIEQX

1D
0.37%
1M
4.10%
YTD
9.41%
6M
11.81%
1Y
22.04%
3Y*
16.82%
5Y*
8.56%
10Y*
9.00%

TROSX

1D
0.45%
1M
4.90%
YTD
9.70%
6M
12.38%
1Y
25.62%
3Y*
16.59%
5Y*
7.91%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIEQX vs. TROSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIEQX
T. Rowe Price International Equity Index Fund
9.41%31.37%3.40%18.07%-14.54%11.02%9.21%21.04%-14.29%23.44%
TROSX
T. Rowe Price Overseas Stock Fund
9.70%31.78%2.91%16.34%-15.42%12.24%9.24%22.91%-15.08%27.05%

Correlation

The correlation between PIEQX and TROSX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2007

0.99

The correlation between PIEQX and TROSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

PIEQX vs. TROSX — Risk / Return Rank

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

PIEQX
PIEQX Risk / Return Rank: 2525
Overall Rank
PIEQX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PIEQX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PIEQX Omega Ratio Rank: 2424
Omega Ratio Rank
PIEQX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PIEQX Martin Ratio Rank: 3030
Martin Ratio Rank

TROSX
TROSX Risk / Return Rank: 3131
Overall Rank
TROSX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TROSX Sortino Ratio Rank: 3030
Sortino Ratio Rank
TROSX Omega Ratio Rank: 3131
Omega Ratio Rank
TROSX Calmar Ratio Rank: 2828
Calmar Ratio Rank
TROSX Martin Ratio Rank: 3232
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. TROSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Index Fund (PIEQX) and T. Rowe Price Overseas Stock Fund (TROSX). 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.


PIEQXTROSXDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

1.86

2.00

-0.13

Martin ratioReturn relative to average drawdown

6.97

7.38

-0.41

PIEQX vs. TROSX - Sharpe Ratio Comparison

The current PIEQX Sharpe Ratio is 1.40, which is comparable to the TROSX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of PIEQX and TROSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PIEQXTROSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.59

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.49

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.26

+0.02

Drawdowns

PIEQX vs. TROSX - Drawdown Comparison

The maximum PIEQX drawdown since its inception was -60.73%, roughly equal to the maximum TROSX drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for PIEQX and TROSX.


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Drawdown Indicators


PIEQXTROSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.73%

-60.62%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-12.42%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-14.02%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-29.45%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-36.34%

+1.15%

Current Drawdown

Current decline from peak

-0.55%

-0.22%

-0.33%

Average Drawdown

Average peak-to-trough decline

-13.96%

-12.46%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.35%

-0.31%

Volatility

PIEQX vs. TROSX - Volatility Comparison

T. Rowe Price International Equity Index Fund (PIEQX) and T. Rowe Price Overseas Stock Fund (TROSX) have volatilities of 4.78% and 4.87%, 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


PIEQXTROSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

4.87%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

12.89%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

15.63%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

16.14%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

16.97%

-0.20%

PIEQX vs. TROSX - Expense Ratio Comparison

PIEQX has a 0.29% expense ratio, which is lower than TROSX's 0.77% expense ratio.


Dividends

PIEQX vs. TROSX - Dividend Comparison

PIEQX's dividend yield for the trailing twelve months is around 2.92%, more than TROSX's 1.87% yield.


PositionTTM20252024202320222021202020192018201720162015
PIEQX
T. Rowe Price International Equity Index Fund
2.92%3.19%2.89%3.00%2.67%3.15%1.71%2.82%2.99%0.21%2.90%2.69%
TROSX
T. Rowe Price Overseas Stock Fund
1.87%2.05%2.38%2.28%2.38%1.88%1.41%2.14%3.33%1.86%1.98%2.11%

Frequently Asked Questions


With a correlation of 0.99, PIEQX and TROSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TROSX has higher volatility (4.87%) compared to PIEQX (4.78%). In terms of maximum drawdown, PIEQX dropped -60.73% vs TROSX's -60.62%.

TROSX currently has the higher Sharpe Ratio (1.59 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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