PIEQX vs. VTIAX
Compare and contrast key facts about T. Rowe Price International Equity Index Fund (PIEQX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
PIEQX is managed by T. Rowe Price. It was launched on Nov 30, 2000. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIEQX or VTIAX.
Performance
PIEQX vs. VTIAX - Performance Comparison
Returns By Period
In the year-to-date period, PIEQX achieves a 4.62% return, which is significantly lower than VTIAX's 6.71% return. Both investments have delivered pretty close results over the past 10 years, with PIEQX having a 4.95% annualized return and VTIAX not far behind at 4.75%.
PIEQX
4.62%
-2.86%
-2.63%
11.04%
5.85%
4.95%
VTIAX
6.71%
-2.50%
0.05%
12.93%
5.50%
4.75%
Key characteristics
| PIEQX | VTIAX | |
|---|---|---|
| Sharpe Ratio | 0.81 | 1.07 |
| Sortino Ratio | 1.24 | 1.54 |
| Omega Ratio | 1.15 | 1.19 |
| Calmar Ratio | 1.24 | 1.18 |
| Martin Ratio | 3.68 | 5.13 |
| Ulcer Index | 3.00% | 2.52% |
| Daily Std Dev | 13.62% | 12.04% |
| Max Drawdown | -60.73% | -35.83% |
| Current Drawdown | -8.37% | -6.78% |
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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.
Correlation
The correlation between PIEQX and VTIAX 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.
Risk-Adjusted Performance
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.
Dividends
PIEQX vs. VTIAX - Dividend Comparison
PIEQX's dividend yield for the trailing twelve months is around 2.87%, less than VTIAX's 2.97% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.97% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
PIEQX vs. VTIAX - Drawdown Comparison
The maximum PIEQX drawdown since its inception was -60.73%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for PIEQX and VTIAX. For additional features, visit the drawdowns tool.
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 3.63% and 3.48%, 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.