PRCNX vs. VEU
Compare and contrast key facts about T. Rowe Price International Disciplined Equity Fund (PRCNX) and Vanguard FTSE All-World ex-US ETF (VEU).
PRCNX is managed by T. Rowe Price. It was launched on Aug 22, 2014. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
PRCNX vs. VEU - Performance Comparison
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PRCNX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, PRCNX achieves a -1.58% return, which is significantly lower than VEU's 3.60% return. Over the past 10 years, PRCNX has underperformed VEU with an annualized return of 7.45%, while VEU has yielded a comparatively higher 9.16% 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%
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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PRCNX vs. VEU - Expense Ratio Comparison
PRCNX has a 0.88% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
PRCNX vs. VEU — Risk / Return Rank
PRCNX
VEU
PRCNX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Disciplined Equity Fund (PRCNX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| PRCNX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.69 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.32 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.57 | -1.39 |
Martin ratioReturn relative to average drawdown | 4.50 | 9.83 | -5.33 |
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
| PRCNX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.69 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.49 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.23 | +0.14 |
Correlation
The correlation between PRCNX and VEU is 0.92, 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. VEU - Dividend Comparison
PRCNX's dividend yield for the trailing twelve months is around 14.31%, more than VEU's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
PRCNX vs. VEU - Drawdown Comparison
The maximum PRCNX drawdown since its inception was -32.32%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for PRCNX and VEU.
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Drawdown Indicators
| PRCNX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -61.52% | +29.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -11.43% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.73% | -29.31% | +0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -34.98% | +2.66% |
Current DrawdownCurrent decline from peak | -10.20% | -7.36% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -13.23% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.99% | +0.36% |
Volatility
PRCNX vs. VEU - Volatility Comparison
The current volatility for T. Rowe Price International Disciplined Equity Fund (PRCNX) is 7.26%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 7.65%. This indicates that PRCNX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRCNX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 7.65% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 11.61% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 17.25% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.76% | 15.83% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 17.13% | -1.92% |