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POMIX vs. TRIGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POMIX vs. TRIGX - 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 Value Equity Fund (TRIGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POMIX achieves a 10.88% return, which is significantly lower than TRIGX's 11.77% return. Over the past 10 years, POMIX has outperformed TRIGX with an annualized return of 14.70%, while TRIGX has yielded a comparatively lower 9.89% annualized return.


POMIX

1D
1.14%
1M
1.04%
YTD
10.88%
6M
10.17%
1Y
27.81%
3Y*
20.70%
5Y*
12.87%
10Y*
14.70%

TRIGX

1D
0.61%
1M
1.61%
YTD
11.77%
6M
12.63%
1Y
32.02%
3Y*
22.57%
5Y*
13.82%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POMIX vs. TRIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POMIX
T. Rowe Price Total Equity Market Index Fund
10.88%17.09%23.48%26.38%-19.64%25.39%19.82%30.95%-5.57%19.09%
TRIGX
T.Rowe Price International Value Equity Fund
11.77%43.90%7.85%19.18%-8.45%12.77%1.63%20.89%-18.22%18.34%

Correlation

The correlation between POMIX and TRIGX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.67

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

0.72

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1999

0.72

The correlation between POMIX and TRIGX has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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Return for Risk

POMIX vs. TRIGX — Risk / Return Rank

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

POMIX
POMIX Risk / Return Rank: 7272
Overall Rank
POMIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
POMIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
POMIX Omega Ratio Rank: 6464
Omega Ratio Rank
POMIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
POMIX Martin Ratio Rank: 8484
Martin Ratio Rank

TRIGX
TRIGX Risk / Return Rank: 5454
Overall Rank
TRIGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 5858
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 5151
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 4747
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.

POMIX vs. TRIGX - Risk-Adjusted Trends 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 Value Equity Fund (TRIGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


POMIXTRIGXDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

3.23

2.61

+0.62

Martin ratioReturn relative to average drawdown

14.52

9.29

+5.23

POMIX vs. TRIGX - Sharpe Ratio Comparison

The current POMIX Sharpe Ratio is 2.25, which is comparable to the TRIGX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of POMIX and TRIGX, 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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Drawdowns

POMIX vs. TRIGX - Drawdown Comparison

The maximum POMIX drawdown since its inception was -55.54%, smaller than the maximum TRIGX drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for POMIX and TRIGX.


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Drawdown Indicators


POMIXTRIGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-62.28%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-12.16%

+3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-14.25%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-27.37%

+1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-41.94%

+6.89%

Current Drawdown

Current decline from peak

-1.00%

-0.89%

-0.11%

Average Drawdown

Average peak-to-trough decline

-10.63%

-12.64%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

3.41%

-1.47%

Volatility

POMIX vs. TRIGX - Volatility Comparison

T. Rowe Price Total Equity Market Index Fund (POMIX) and T.Rowe Price International Value Equity Fund (TRIGX) have volatilities of 4.86% and 4.72%, 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


POMIXTRIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.72%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

13.02%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

15.29%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

15.96%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

17.02%

+1.54%

POMIX vs. TRIGX - Expense Ratio Comparison

POMIX has a 0.20% expense ratio, which is lower than TRIGX's 0.89% expense ratio.


Dividends

POMIX vs. TRIGX - Dividend Comparison

POMIX's dividend yield for the trailing twelve months is around 1.92%, less than TRIGX's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
POMIX
T. Rowe Price Total Equity Market Index Fund
1.92%2.13%1.76%1.46%1.49%1.53%1.55%1.91%2.89%0.20%2.41%2.08%
TRIGX
T.Rowe Price International Value Equity Fund
2.48%2.78%2.58%2.66%2.98%2.49%1.34%2.82%2.49%0.26%2.65%2.07%

Frequently Asked Questions


POMIX and TRIGX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POMIX has higher volatility (4.86%) compared to TRIGX (4.72%). In terms of maximum drawdown, POMIX dropped -55.54% vs TRIGX's -62.28%.

POMIX currently has the higher Sharpe Ratio (2.25 vs 2.07), 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.

Portfolio Optimizer

Find the right allocation for POMIX and TRIGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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