PRCNX vs. TROSX
PRCNX (T. Rowe Price International Disciplined Equity Fund) and TROSX (T. Rowe Price Overseas Stock Fund) are both Foreign Large Cap Equities funds from T. Rowe Price. Over the past 10 years, PRCNX returned 7.56%/yr vs 9.56%/yr for TROSX. Their correlation of 0.94 means they have usually moved in the same direction. PRCNX charges 0.88%/yr vs 0.77%/yr for TROSX.
Performance
PRCNX vs. TROSX - Performance Comparison
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Returns By Period
In the year-to-date period, PRCNX achieves a 4.49% return, which is significantly lower than TROSX's 11.49% return. Over the past 10 years, PRCNX has underperformed TROSX with an annualized return of 7.56%, while TROSX has yielded a comparatively higher 9.56% annualized return.
PRCNX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.29%
- YTD
- 4.49%
- 1Y
- 15.58%
- 3Y*
- 11.60%
- 5Y*
- 6.76%
- 10Y*
- 7.56%
- ALL TIME*
- 5.92%
TROSX
- 1D
- -0.44%
- 1M
- 0.89%
- 6M
- 5.37%
- YTD
- 11.49%
- 1Y
- 26.53%
- 3Y*
- 15.85%
- 5Y*
- 8.86%
- 10Y*
- 9.56%
- ALL TIME*
- 5.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRCNX vs. TROSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRCNX T. Rowe Price International Disciplined Equity Fund | 4.49% | 27.91% | 1.64% | 16.90% | -10.61% | 5.19% | 4.39% | 24.53% | -10.69% | 19.41% |
TROSX T. Rowe Price Overseas Stock Fund | 11.49% | 31.78% | 2.91% | 16.34% | -15.42% | 12.24% | 9.24% | 22.91% | -15.08% | 27.05% |
Correlation
The correlation between PRCNX and TROSX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2014 | 0.94 |
Over the past year, the correlation between PRCNX and TROSX has dropped to 0.73 - well below their long-term average of 0.94, suggesting their price drivers have been diverging.
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Return for Risk
PRCNX vs. TROSX — Risk / Return Rank
PRCNX
TROSX
PRCNX vs. TROSX - 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 Overseas Stock Fund (TROSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRCNX | TROSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.13 | -0.89 |
| Martin ratioReturn relative to average drawdown | 3.80 | 7.90 | -4.10 |
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Drawdowns
PRCNX vs. TROSX - Drawdown Comparison
The maximum PRCNX drawdown since its inception was -32.32%, smaller than the maximum TROSX drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for PRCNX and TROSX.
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Drawdown Indicators
| PRCNX | TROSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -60.62% | +28.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -12.42% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -12.91% | -14.02% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -27.96% | -29.45% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -36.34% | +4.02% |
Current DrawdownCurrent decline from peak | -4.65% | -0.44% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -12.37% | +6.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 3.35% | +0.85% |
Volatility
PRCNX vs. TROSX - Volatility Comparison
The current volatility for T. Rowe Price International Disciplined Equity Fund (PRCNX) is 0.00%, while T. Rowe Price Overseas Stock Fund (TROSX) has a volatility of 4.47%. This indicates that PRCNX experiences smaller price fluctuations and is considered to be less risky than TROSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCNX | TROSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.47% | -4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 13.93% | -4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 16.30% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 16.27% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 16.70% | -1.91% |
PRCNX vs. TROSX - Expense Ratio Comparison
PRCNX has a 0.88% expense ratio, which is higher than TROSX's 0.77% expense ratio.
Dividends
PRCNX vs. TROSX - Dividend Comparison
PRCNX's dividend yield for the trailing twelve months is around 29.59%, more than TROSX's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCNX T. Rowe Price International Disciplined Equity Fund | 29.59% | 14.08% | 4.36% | 3.16% | 3.50% | 14.31% | 2.64% | 5.28% | 4.00% | 3.57% | 1.63% | 2.45% |
TROSX T. Rowe Price Overseas Stock Fund | 1.84% | 2.05% | 2.38% | 2.28% | 2.38% | 1.88% | 1.41% | 2.14% | 3.33% | 1.86% | 1.98% | 2.11% |
Frequently Asked Questions
PRCNX and TROSX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TROSX has higher volatility (4.47%) compared to PRCNX (0.00%). In terms of maximum drawdown, PRCNX dropped -32.32% vs TROSX's -60.62%.
TROSX currently has the higher Sharpe Ratio (1.63 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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