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PRCNX vs. EPDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCNX vs. EPDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Disciplined Equity Fund (PRCNX) and EuroPac International Dividend Income Fund (EPDIX). The values are adjusted to include any dividend payments, if applicable.

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PRCNX vs. EPDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRCNX
T. Rowe Price International Disciplined Equity Fund
-4.10%27.91%1.64%16.90%-10.61%5.19%4.39%24.53%-10.69%19.41%
EPDIX
EuroPac International Dividend Income Fund
8.52%62.35%0.87%7.85%1.53%8.04%9.23%13.33%-10.74%15.81%

Returns By Period

In the year-to-date period, PRCNX achieves a -4.10% return, which is significantly lower than EPDIX's 8.52% return. Over the past 10 years, PRCNX has underperformed EPDIX with an annualized return of 7.17%, while EPDIX has yielded a comparatively higher 10.12% annualized return.


PRCNX

1D
0.19%
1M
-12.49%
YTD
-4.10%
6M
-0.81%
1Y
13.44%
3Y*
9.83%
5Y*
5.97%
10Y*
7.17%

EPDIX

1D
2.50%
1M
-6.57%
YTD
8.52%
6M
18.81%
1Y
48.13%
3Y*
21.84%
5Y*
15.09%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRCNX vs. EPDIX - Expense Ratio Comparison

PRCNX has a 0.88% expense ratio, which is lower than EPDIX's 1.25% expense ratio.


Return for Risk

PRCNX vs. EPDIX — Risk / Return Rank

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

PRCNX
PRCNX Risk / Return Rank: 3232
Overall Rank
PRCNX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PRCNX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRCNX Omega Ratio Rank: 3131
Omega Ratio Rank
PRCNX Calmar Ratio Rank: 3131
Calmar Ratio Rank
PRCNX Martin Ratio Rank: 3131
Martin Ratio Rank

EPDIX
EPDIX Risk / Return Rank: 9797
Overall Rank
EPDIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EPDIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
EPDIX Omega Ratio Rank: 9696
Omega Ratio Rank
EPDIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
EPDIX Martin Ratio Rank: 9797
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.

PRCNX vs. EPDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Disciplined Equity Fund (PRCNX) and EuroPac International Dividend Income Fund (EPDIX). 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.


PRCNXEPDIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

3.01

-2.22

Sortino ratio

Return per unit of downside risk

1.12

3.56

-2.43

Omega ratio

Gain probability vs. loss probability

1.16

1.57

-0.42

Calmar ratio

Return relative to maximum drawdown

0.87

4.43

-3.56

Martin ratio

Return relative to average drawdown

3.33

17.97

-14.64

PRCNX vs. EPDIX - Sharpe Ratio Comparison

The current PRCNX Sharpe Ratio is 0.79, which is lower than the EPDIX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of PRCNX and EPDIX, 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


PRCNXEPDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

3.01

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.08

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.68

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.47

-0.12

Correlation

The correlation between PRCNX and EPDIX is 0.77, 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.


Dividends

PRCNX vs. EPDIX - Dividend Comparison

PRCNX's dividend yield for the trailing twelve months is around 14.69%, more than EPDIX's 6.55% yield.


TTM20252024202320222021202020192018201720162015
PRCNX
T. Rowe Price International Disciplined Equity Fund
14.69%14.08%4.36%3.16%3.50%14.31%2.64%5.28%4.00%3.57%1.63%2.45%
EPDIX
EuroPac International Dividend Income Fund
6.55%7.71%4.09%3.32%2.81%2.31%1.92%2.68%3.00%2.93%2.47%3.88%

Drawdowns

PRCNX vs. EPDIX - Drawdown Comparison

The maximum PRCNX drawdown since its inception was -32.32%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for PRCNX and EPDIX.


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Drawdown Indicators


PRCNXEPDIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.32%

-38.23%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-10.92%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

-20.98%

-7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

-32.84%

+0.52%

Current Drawdown

Current decline from peak

-12.49%

-7.22%

-5.27%

Average Drawdown

Average peak-to-trough decline

-6.18%

-10.88%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.69%

+0.67%

Volatility

PRCNX vs. EPDIX - Volatility Comparison

T. Rowe Price International Disciplined Equity Fund (PRCNX) and EuroPac International Dividend Income Fund (EPDIX) have volatilities of 6.83% and 7.10%, 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


PRCNXEPDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

7.10%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

11.60%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

16.22%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

14.05%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

14.88%

+0.31%