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

Correlation

The correlation between POMIX and PIEQX 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.


-0.50.00.51.00.7

Performance

POMIX vs. PIEQX - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
13.19%
1.80%
POMIX
PIEQX

Key characteristics

Sharpe Ratio

POMIX:

1.99

PIEQX:

0.74

Sortino Ratio

POMIX:

2.66

PIEQX:

1.09

Omega Ratio

POMIX:

1.37

PIEQX:

1.13

Calmar Ratio

POMIX:

3.06

PIEQX:

0.91

Martin Ratio

POMIX:

11.63

PIEQX:

2.21

Ulcer Index

POMIX:

2.26%

PIEQX:

4.30%

Daily Std Dev

POMIX:

13.19%

PIEQX:

12.88%

Max Drawdown

POMIX:

-54.43%

PIEQX:

-61.04%

Current Drawdown

POMIX:

-0.39%

PIEQX:

-5.68%

Returns By Period

In the year-to-date period, POMIX achieves a 4.40% return, which is significantly higher than PIEQX's 4.14% return. Over the past 10 years, POMIX has outperformed PIEQX with an annualized return of 12.25%, while PIEQX has yielded a comparatively lower 5.39% annualized return.


POMIX

YTD

4.40%

1M

1.76%

6M

13.19%

1Y

25.98%

5Y*

13.67%

10Y*

12.25%

PIEQX

YTD

4.14%

1M

3.88%

6M

1.81%

1Y

8.94%

5Y*

5.48%

10Y*

5.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


POMIX vs. PIEQX - Expense Ratio Comparison

POMIX has a 0.20% expense ratio, which is lower than PIEQX's 0.29% expense ratio.


PIEQX
T. Rowe Price International Equity Index Fund
Expense ratio chart for PIEQX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for POMIX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

POMIX vs. PIEQX — Risk-Adjusted Performance Rank

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

POMIX
The Risk-Adjusted Performance Rank of POMIX is 8787
Overall Rank
The Sharpe Ratio Rank of POMIX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of POMIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of POMIX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of POMIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of POMIX is 8989
Martin Ratio Rank

PIEQX
The Risk-Adjusted Performance Rank of PIEQX is 3636
Overall Rank
The Sharpe Ratio Rank of PIEQX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of PIEQX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PIEQX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of PIEQX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PIEQX is 2828
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.

POMIX vs. PIEQX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for POMIX, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.990.74
The chart of Sortino ratio for POMIX, currently valued at 2.66, compared to the broader market0.005.0010.002.661.09
The chart of Omega ratio for POMIX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.13
The chart of Calmar ratio for POMIX, currently valued at 3.06, compared to the broader market0.005.0010.0015.0020.003.060.91
The chart of Martin ratio for POMIX, currently valued at 11.63, compared to the broader market0.0020.0040.0060.0080.0011.632.21
POMIX
PIEQX

The current POMIX Sharpe Ratio is 1.99, which is higher than the PIEQX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of POMIX and PIEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.99
0.74
POMIX
PIEQX

Dividends

POMIX vs. PIEQX - Dividend Comparison

POMIX's dividend yield for the trailing twelve months is around 1.02%, less than PIEQX's 2.78% yield.


TTM20242023202220212020201920182017201620152014
POMIX
T. Rowe Price Total Equity Market Index Fund
1.02%1.07%1.20%1.46%1.02%1.17%1.52%1.77%1.43%1.62%1.78%1.41%
PIEQX
T. Rowe Price International Equity Index Fund
2.78%2.89%3.01%2.67%2.42%1.71%2.68%2.99%2.42%2.90%2.69%3.33%

Drawdowns

POMIX vs. PIEQX - Drawdown Comparison

The maximum POMIX drawdown since its inception was -54.43%, smaller than the maximum PIEQX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for POMIX and PIEQX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.39%
-5.68%
POMIX
PIEQX

Volatility

POMIX vs. PIEQX - Volatility Comparison

T. Rowe Price Total Equity Market Index Fund (POMIX) has a higher volatility of 4.12% compared to T. Rowe Price International Equity Index Fund (PIEQX) at 3.32%. This indicates that POMIX's price experiences larger fluctuations and is considered to be riskier than PIEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.12%
3.32%
POMIX
PIEQX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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