PortfoliosLab logoPortfoliosLab logo
PRASX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRASX vs. TRBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Asia Fund (PRASX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRASX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRASX
T. Rowe Price New Asia Fund
-2.85%26.60%6.97%0.83%-22.60%-4.33%29.56%26.75%-15.13%40.64%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

In the year-to-date period, PRASX achieves a -2.85% return, which is significantly higher than TRBCX's -14.57% return. Over the past 10 years, PRASX has underperformed TRBCX with an annualized return of 6.90%, while TRBCX has yielded a comparatively higher 15.42% annualized return.


PRASX

1D
-1.25%
1M
-13.71%
YTD
-2.85%
6M
0.29%
1Y
20.97%
3Y*
7.70%
5Y*
-1.30%
10Y*
6.90%

TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PRASX vs. TRBCX - Expense Ratio Comparison

PRASX has a 0.99% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Return for Risk

PRASX vs. TRBCX — Risk / Return Rank

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

PRASX
PRASX Risk / Return Rank: 5757
Overall Rank
PRASX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PRASX Sortino Ratio Rank: 5959
Sortino Ratio Rank
PRASX Omega Ratio Rank: 5757
Omega Ratio Rank
PRASX Calmar Ratio Rank: 5454
Calmar Ratio Rank
PRASX Martin Ratio Rank: 5252
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
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.

PRASX vs. TRBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Asia Fund (PRASX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


PRASXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.51

+0.59

Sortino ratio

Return per unit of downside risk

1.54

0.89

+0.64

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.29

0.49

+0.80

Martin ratio

Return relative to average drawdown

5.10

1.72

+3.38

PRASX vs. TRBCX - Sharpe Ratio Comparison

The current PRASX Sharpe Ratio is 1.10, which is higher than the TRBCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of PRASX and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRASXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.51

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.42

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.68

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.57

-0.15

Correlation

The correlation between PRASX and TRBCX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRASX vs. TRBCX - Dividend Comparison

PRASX's dividend yield for the trailing twelve months is around 0.64%, less than TRBCX's 6.14% yield.


TTM20252024202320222021202020192018201720162015
PRASX
T. Rowe Price New Asia Fund
0.64%0.62%1.05%1.77%1.96%14.22%0.46%0.77%7.23%9.15%0.46%1.31%
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

PRASX vs. TRBCX - Drawdown Comparison

The maximum PRASX drawdown since its inception was -70.53%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PRASX and TRBCX.


Loading graphics...

Drawdown Indicators


PRASXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-70.53%

-54.56%

-15.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-17.01%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-42.27%

-43.63%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-43.63%

-1.44%

Current Drawdown

Current decline from peak

-14.39%

-17.01%

+2.62%

Average Drawdown

Average peak-to-trough decline

-18.61%

-11.35%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

4.86%

-1.23%

Volatility

PRASX vs. TRBCX - Volatility Comparison

T. Rowe Price New Asia Fund (PRASX) has a higher volatility of 9.05% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.58%. This indicates that PRASX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRASXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

5.58%

+3.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

13.15%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

23.22%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

24.00%

-5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

22.73%

-4.73%