PRASX vs. VPL
Compare and contrast key facts about T. Rowe Price New Asia Fund (PRASX) and Vanguard FTSE Pacific ETF (VPL).
PRASX is managed by T. Rowe Price. It was launched on Sep 27, 1990. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005.
Performance
PRASX vs. VPL - Performance Comparison
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PRASX vs. VPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPL Vanguard FTSE Pacific ETF | 8.11% | 32.66% | 1.68% | 15.58% | -15.20% | 1.10% | 16.65% | 18.16% | -14.40% | 28.85% |
Returns By Period
In the year-to-date period, PRASX achieves a -2.85% return, which is significantly lower than VPL's 8.11% return. Over the past 10 years, PRASX has underperformed VPL with an annualized return of 6.90%, while VPL has yielded a comparatively higher 9.19% 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%
VPL
- 1D
- 3.52%
- 1M
- -10.28%
- YTD
- 8.11%
- 6M
- 14.30%
- 1Y
- 39.82%
- 3Y*
- 16.85%
- 5Y*
- 6.86%
- 10Y*
- 9.19%
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PRASX vs. VPL - Expense Ratio Comparison
PRASX has a 0.99% expense ratio, which is higher than VPL's 0.08% expense ratio.
Return for Risk
PRASX vs. VPL — Risk / Return Rank
PRASX
VPL
PRASX vs. VPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Asia Fund (PRASX) and Vanguard FTSE Pacific ETF (VPL). 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.
| PRASX | VPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.95 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.58 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.38 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.91 | -1.62 |
Martin ratioReturn relative to average drawdown | 5.10 | 11.94 | -6.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRASX | VPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.95 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.41 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.54 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.30 | +0.12 |
Correlation
The correlation between PRASX and VPL is 0.70, 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. VPL - Dividend Comparison
PRASX's dividend yield for the trailing twelve months is around 0.64%, less than VPL's 3.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPL Vanguard FTSE Pacific ETF | 3.28% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
Drawdowns
PRASX vs. VPL - Drawdown Comparison
The maximum PRASX drawdown since its inception was -70.53%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for PRASX and VPL.
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Drawdown Indicators
| PRASX | VPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.53% | -55.49% | -15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -13.33% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -42.27% | -31.09% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -45.07% | -33.90% | -11.17% |
Current DrawdownCurrent decline from peak | -14.39% | -10.28% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -18.61% | -11.71% | -6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.25% | +0.38% |
Volatility
PRASX vs. VPL - Volatility Comparison
The current volatility for T. Rowe Price New Asia Fund (PRASX) is 9.05%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 10.59%. This indicates that PRASX experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRASX | VPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 10.59% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 14.73% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 20.49% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 16.81% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 17.10% | +0.90% |