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.
Key characteristics
| PIEQX | VTIAX | |
|---|---|---|
| YTD Return | 6.79% | 9.02% |
| 1Y Return | 18.60% | 20.22% |
| 3Y Return (Ann) | 2.03% | 1.23% |
| 5Y Return (Ann) | 6.12% | 5.79% |
| 10Y Return (Ann) | 5.28% | 5.11% |
| Sharpe Ratio | 1.34 | 1.64 |
| Sortino Ratio | 1.99 | 2.31 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 1.68 | 1.35 |
| Martin Ratio | 7.41 | 9.39 |
| Ulcer Index | 2.50% | 2.13% |
| Daily Std Dev | 13.77% | 12.17% |
| Max Drawdown | -60.73% | -35.83% |
| Current Drawdown | -6.46% | -4.76% |
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.
Performance
PIEQX vs. VTIAX - Performance Comparison
In the year-to-date period, PIEQX achieves a 6.79% return, which is significantly lower than VTIAX's 9.02% return. Both investments have delivered pretty close results over the past 10 years, with PIEQX having a 5.28% annualized return and VTIAX not far behind at 5.11%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 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 2.82%, less than VTIAX's 2.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIEQX T. Rowe Price International Equity Index Fund | 2.82% | 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 | 2.90% | 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) has a higher volatility of 3.96% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.71%. This indicates that PIEQX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.