PREMX vs. TBCIX
Compare and contrast key facts about T. Rowe Price Emerging Markets Bond Fund (PREMX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX).
PREMX is managed by T. Rowe Price. It was launched on Dec 29, 1994. TBCIX is managed by T. Rowe Price.
Performance
PREMX vs. TBCIX - Performance Comparison
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PREMX vs. TBCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PREMX T. Rowe Price Emerging Markets Bond Fund | -0.80% | 16.55% | 10.84% | 18.52% | -18.37% | -2.44% | 4.63% | 11.34% | -7.22% | 9.02% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | -14.54% | 18.94% | 48.73% | 49.61% | -38.48% | 18.30% | 34.90% | 30.30% | 2.13% | 36.68% |
Returns By Period
In the year-to-date period, PREMX achieves a -0.80% return, which is significantly higher than TBCIX's -14.54% return. Over the past 10 years, PREMX has underperformed TBCIX with an annualized return of 4.51%, while TBCIX has yielded a comparatively higher 15.65% annualized return.
PREMX
- 1D
- -0.10%
- 1M
- -4.10%
- YTD
- -0.80%
- 6M
- 3.23%
- 1Y
- 11.53%
- 3Y*
- 13.86%
- 5Y*
- 4.77%
- 10Y*
- 4.51%
TBCIX
- 1D
- -0.35%
- 1M
- -8.84%
- YTD
- -14.54%
- 6M
- -12.75%
- 1Y
- 11.84%
- 3Y*
- 24.77%
- 5Y*
- 10.38%
- 10Y*
- 15.65%
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PREMX vs. TBCIX - Expense Ratio Comparison
PREMX has a 0.99% expense ratio, which is higher than TBCIX's 0.56% expense ratio.
Return for Risk
PREMX vs. TBCIX — Risk / Return Rank
PREMX
TBCIX
PREMX vs. TBCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Bond Fund (PREMX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.
| PREMX | TBCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 0.54 | +1.70 |
Sortino ratioReturn per unit of downside risk | 3.18 | 0.94 | +2.24 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.13 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 0.50 | +2.11 |
Martin ratioReturn relative to average drawdown | 11.05 | 1.75 | +9.31 |
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
| PREMX | TBCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 0.54 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.44 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.69 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.66 | +0.19 |
Correlation
The correlation between PREMX and TBCIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PREMX vs. TBCIX - Dividend Comparison
PREMX's dividend yield for the trailing twelve months is around 6.90%, more than TBCIX's 6.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREMX T. Rowe Price Emerging Markets Bond Fund | 6.90% | 7.69% | 9.95% | 9.36% | 3.96% | 4.63% | 4.55% | 5.24% | 5.29% | 7.01% | 6.45% | 6.59% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | 6.09% | 5.20% | 18.28% | 3.47% | 5.84% | 10.03% | 1.18% | 0.59% | 2.50% | 3.05% | 0.81% | 0.00% |
Drawdowns
PREMX vs. TBCIX - Drawdown Comparison
The maximum PREMX drawdown since its inception was -43.95%, roughly equal to the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for PREMX and TBCIX.
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Drawdown Indicators
| PREMX | TBCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.95% | -43.26% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.77% | -16.96% | +12.19% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -43.26% | +11.57% |
Max Drawdown (10Y)Largest decline over 10 years | -31.69% | -43.26% | +11.57% |
Current DrawdownCurrent decline from peak | -4.10% | -16.96% | +12.86% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -8.15% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 4.87% | -3.74% |
Volatility
PREMX vs. TBCIX - Volatility Comparison
The current volatility for T. Rowe Price Emerging Markets Bond Fund (PREMX) is 1.71%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 5.58%. This indicates that PREMX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PREMX | TBCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 5.58% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | 11.76% | -8.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.36% | 22.49% | -17.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 23.88% | -17.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.14% | 22.69% | -15.55% |