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

Correlation

The correlation between PIEQX and VTIAX is 0.79, 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.


Performance

PIEQX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity Index Fund (PIEQX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PIEQX:

0.64

VTIAX:

0.71

Sortino Ratio

PIEQX:

1.07

VTIAX:

1.15

Omega Ratio

PIEQX:

1.15

VTIAX:

1.15

Calmar Ratio

PIEQX:

0.87

VTIAX:

0.91

Martin Ratio

PIEQX:

2.50

VTIAX:

2.82

Ulcer Index

PIEQX:

4.77%

VTIAX:

4.23%

Daily Std Dev

PIEQX:

16.98%

VTIAX:

15.68%

Max Drawdown

PIEQX:

-61.04%

VTIAX:

-35.82%

Current Drawdown

PIEQX:

0.00%

VTIAX:

0.00%

Returns By Period

In the year-to-date period, PIEQX achieves a 14.15% return, which is significantly higher than VTIAX's 11.62% return. Over the past 10 years, PIEQX has outperformed VTIAX with an annualized return of 5.36%, while VTIAX has yielded a comparatively lower 5.08% annualized return.


PIEQX

YTD

14.15%

1M

9.41%

6M

10.45%

1Y

10.85%

5Y*

12.32%

10Y*

5.36%

VTIAX

YTD

11.62%

1M

9.74%

6M

7.86%

1Y

11.04%

5Y*

11.40%

10Y*

5.08%

*Annualized

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PIEQX vs. VTIAX - Expense Ratio Comparison

PIEQX has a 0.29% expense ratio, which is higher than VTIAX's 0.11% expense ratio.


Risk-Adjusted Performance

PIEQX vs. VTIAX — Risk-Adjusted Performance Rank

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

PIEQX
The Risk-Adjusted Performance Rank of PIEQX is 6767
Overall Rank
The Sharpe Ratio Rank of PIEQX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of PIEQX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PIEQX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of PIEQX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PIEQX is 6565
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 7171
Overall Rank
The Sharpe Ratio Rank of VTIAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PIEQX vs. VTIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Index Fund (PIEQX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


The current PIEQX Sharpe Ratio is 0.64, which is comparable to the VTIAX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PIEQX and VTIAX, 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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Dividends

PIEQX vs. VTIAX - Dividend Comparison

PIEQX's dividend yield for the trailing twelve months is around 2.53%, less than VTIAX's 2.94% yield.


TTM20242023202220212020201920182017201620152014
PIEQX
T. Rowe Price International Equity Index Fund
2.53%2.89%3.01%2.67%2.42%1.71%2.68%2.99%2.42%2.90%2.69%3.33%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.94%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

PIEQX vs. VTIAX - Drawdown Comparison

The maximum PIEQX drawdown since its inception was -61.04%, which is greater than VTIAX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for PIEQX and VTIAX. For additional features, visit the drawdowns tool.


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Volatility

PIEQX vs. VTIAX - Volatility Comparison

T. Rowe Price International Equity Index Fund (PIEQX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.80% and 3.73%, 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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