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PRCNX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCNX vs. TRLGX - Performance Comparison

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

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PRCNX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRCNX
T. Rowe Price International Disciplined Equity Fund
-1.58%27.91%1.64%16.90%-10.61%5.19%4.39%24.53%-10.69%19.41%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-11.46%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%

Returns By Period

In the year-to-date period, PRCNX achieves a -1.58% return, which is significantly higher than TRLGX's -11.46% return. Over the past 10 years, PRCNX has underperformed TRLGX with an annualized return of 7.45%, while TRLGX has yielded a comparatively higher 16.72% annualized return.


PRCNX

1D
2.62%
1M
-7.93%
YTD
-1.58%
6M
1.11%
1Y
16.30%
3Y*
10.78%
5Y*
6.31%
10Y*
7.45%

TRLGX

1D
3.95%
1M
-5.81%
YTD
-11.46%
6M
-10.30%
1Y
12.15%
3Y*
22.38%
5Y*
9.59%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRCNX vs. TRLGX - Expense Ratio Comparison

PRCNX has a 0.88% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Return for Risk

PRCNX vs. TRLGX — Risk / Return Rank

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

PRCNX
PRCNX Risk / Return Rank: 4343
Overall Rank
PRCNX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PRCNX Sortino Ratio Rank: 4646
Sortino Ratio Rank
PRCNX Omega Ratio Rank: 4444
Omega Ratio Rank
PRCNX Calmar Ratio Rank: 3838
Calmar Ratio Rank
PRCNX Martin Ratio Rank: 3838
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 2121
Overall Rank
TRLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRLGX 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.

PRCNX vs. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Disciplined Equity Fund (PRCNX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.


PRCNXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.59

+0.46

Sortino ratio

Return per unit of downside risk

1.47

1.02

+0.45

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.18

0.55

+0.63

Martin ratio

Return relative to average drawdown

4.50

1.83

+2.67

PRCNX vs. TRLGX - Sharpe Ratio Comparison

The current PRCNX Sharpe Ratio is 1.05, which is higher than the TRLGX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PRCNX and TRLGX, 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


PRCNXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.59

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.43

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.77

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.55

-0.18

Correlation

The correlation between PRCNX and TRLGX is 0.63, 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

PRCNX vs. TRLGX - Dividend Comparison

PRCNX's dividend yield for the trailing twelve months is around 14.31%, less than TRLGX's 15.46% yield.


TTM20252024202320222021202020192018201720162015
PRCNX
T. Rowe Price International Disciplined Equity Fund
14.31%14.08%4.36%3.16%3.50%14.31%2.64%5.28%4.00%3.57%1.63%2.45%
TRLGX
T. Rowe Price Large-Cap Growth Fund
15.46%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

PRCNX vs. TRLGX - Drawdown Comparison

The maximum PRCNX drawdown since its inception was -32.32%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PRCNX and TRLGX.


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Drawdown Indicators


PRCNXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-32.32%

-55.56%

+23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-18.18%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

-40.44%

+11.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

-40.44%

+8.12%

Current Drawdown

Current decline from peak

-10.20%

-14.94%

+4.74%

Average Drawdown

Average peak-to-trough decline

-6.18%

-8.71%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

5.43%

-2.08%

Volatility

PRCNX vs. TRLGX - Volatility Comparison

T. Rowe Price International Disciplined Equity Fund (PRCNX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 7.26% and 7.19%, 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


PRCNXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

7.19%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

12.51%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

22.17%

-6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

22.41%

-7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

21.73%

-6.52%