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PRCNX vs. FDFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRCNX and FDFIX is 0.73, 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.


-0.50.00.51.00.7

Performance

PRCNX vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Disciplined Equity Fund (PRCNX) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.85%
9.74%
PRCNX
FDFIX

Key characteristics

Sharpe Ratio

PRCNX:

0.84

FDFIX:

1.90

Sortino Ratio

PRCNX:

1.21

FDFIX:

2.56

Omega Ratio

PRCNX:

1.15

FDFIX:

1.35

Calmar Ratio

PRCNX:

0.56

FDFIX:

2.88

Martin Ratio

PRCNX:

1.82

FDFIX:

11.93

Ulcer Index

PRCNX:

5.47%

FDFIX:

2.04%

Daily Std Dev

PRCNX:

11.90%

FDFIX:

12.82%

Max Drawdown

PRCNX:

-37.14%

FDFIX:

-33.77%

Current Drawdown

PRCNX:

-10.48%

FDFIX:

0.00%

Returns By Period

In the year-to-date period, PRCNX achieves a 7.19% return, which is significantly higher than FDFIX's 4.38% return.


PRCNX

YTD

7.19%

1M

5.44%

6M

-1.01%

1Y

8.59%

5Y*

0.93%

10Y*

2.17%

FDFIX

YTD

4.38%

1M

2.34%

6M

10.25%

1Y

24.13%

5Y*

14.51%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PRCNX vs. FDFIX - Expense Ratio Comparison

PRCNX has a 0.88% expense ratio, which is higher than FDFIX's 0.00% expense ratio.


PRCNX
T. Rowe Price International Disciplined Equity Fund
Expense ratio chart for PRCNX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for FDFIX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

PRCNX vs. FDFIX — Risk-Adjusted Performance Rank

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

PRCNX
The Risk-Adjusted Performance Rank of PRCNX is 3434
Overall Rank
The Sharpe Ratio Rank of PRCNX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCNX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PRCNX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PRCNX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of PRCNX is 2323
Martin Ratio Rank

FDFIX
The Risk-Adjusted Performance Rank of FDFIX is 8686
Overall Rank
The Sharpe Ratio Rank of FDFIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FDFIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FDFIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FDFIX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRCNX vs. FDFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Disciplined Equity Fund (PRCNX) and Fidelity Flex 500 Index Fund (FDFIX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRCNX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.000.841.90
The chart of Sortino ratio for PRCNX, currently valued at 1.21, compared to the broader market0.002.004.006.008.0010.0012.001.212.56
The chart of Omega ratio for PRCNX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.35
The chart of Calmar ratio for PRCNX, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.562.88
The chart of Martin ratio for PRCNX, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.001.8211.93
PRCNX
FDFIX

The current PRCNX Sharpe Ratio is 0.84, which is lower than the FDFIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of PRCNX and FDFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.84
1.90
PRCNX
FDFIX

Dividends

PRCNX vs. FDFIX - Dividend Comparison

PRCNX's dividend yield for the trailing twelve months is around 2.28%, more than FDFIX's 1.20% yield.


TTM2024202320222021202020192018201720162015
PRCNX
T. Rowe Price International Disciplined Equity Fund
2.28%2.44%2.41%0.15%1.29%1.46%2.50%1.64%1.41%1.63%1.89%
FDFIX
Fidelity Flex 500 Index Fund
1.20%1.26%1.48%1.70%1.18%1.52%1.78%1.81%0.85%0.00%0.00%

Drawdowns

PRCNX vs. FDFIX - Drawdown Comparison

The maximum PRCNX drawdown since its inception was -37.14%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for PRCNX and FDFIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.48%
0
PRCNX
FDFIX

Volatility

PRCNX vs. FDFIX - Volatility Comparison

T. Rowe Price International Disciplined Equity Fund (PRCNX) and Fidelity Flex 500 Index Fund (FDFIX) have volatilities of 3.25% and 3.20%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.25%
3.20%
PRCNX
FDFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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