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PRASX vs. VPKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRASX vs. VPKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Asia Fund (PRASX) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX). The values are adjusted to include any dividend payments, if applicable.

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PRASX vs. VPKIX - 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%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
4.37%33.12%1.29%15.58%-15.20%1.47%16.54%17.61%-13.87%28.55%

Returns By Period

In the year-to-date period, PRASX achieves a -2.85% return, which is significantly lower than VPKIX's 4.37% return. Over the past 10 years, PRASX has underperformed VPKIX with an annualized return of 6.90%, while VPKIX has yielded a comparatively higher 8.81% 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%

VPKIX

1D
-0.50%
1M
-13.40%
YTD
4.37%
6M
9.98%
1Y
35.15%
3Y*
15.50%
5Y*
6.38%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRASX vs. VPKIX - Expense Ratio Comparison

PRASX has a 0.99% expense ratio, which is higher than VPKIX's 0.08% expense ratio.


Return for Risk

PRASX vs. VPKIX — 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

VPKIX
VPKIX Risk / Return Rank: 8787
Overall Rank
VPKIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VPKIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VPKIX Omega Ratio Rank: 8484
Omega Ratio Rank
VPKIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VPKIX Martin Ratio Rank: 8888
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. VPKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Asia Fund (PRASX) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX). 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.


PRASXVPKIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.80

-0.70

Sortino ratio

Return per unit of downside risk

1.54

2.34

-0.81

Omega ratio

Gain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

1.29

2.35

-1.06

Martin ratio

Return relative to average drawdown

5.10

9.57

-4.47

PRASX vs. VPKIX - Sharpe Ratio Comparison

The current PRASX Sharpe Ratio is 1.10, which is lower than the VPKIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of PRASX and VPKIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRASXVPKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.80

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.40

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.55

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.24

+0.18

Correlation

The correlation between PRASX and VPKIX is 0.66, 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. VPKIX - Dividend Comparison

PRASX's dividend yield for the trailing twelve months is around 0.64%, less than VPKIX's 3.39% 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%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
3.39%4.00%3.15%3.11%2.74%3.17%1.81%2.85%3.05%2.60%2.67%2.45%

Drawdowns

PRASX vs. VPKIX - Drawdown Comparison

The maximum PRASX drawdown since its inception was -70.53%, which is greater than VPKIX's maximum drawdown of -55.26%. Use the drawdown chart below to compare losses from any high point for PRASX and VPKIX.


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Drawdown Indicators


PRASXVPKIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.53%

-55.26%

-15.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-13.40%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-42.27%

-31.12%

-11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-33.62%

-11.45%

Current Drawdown

Current decline from peak

-14.39%

-13.40%

-0.99%

Average Drawdown

Average peak-to-trough decline

-18.61%

-15.52%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.29%

+0.34%

Volatility

PRASX vs. VPKIX - Volatility Comparison

T. Rowe Price New Asia Fund (PRASX) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) have volatilities of 9.05% and 8.79%, 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


PRASXVPKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

8.79%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

13.71%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

18.88%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

16.02%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

16.07%

+1.93%