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PRESX vs. AEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRESX vs. AEDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price European Stock Fund (PRESX) and Invesco EQV European Equity Fund (AEDAX). The values are adjusted to include any dividend payments, if applicable.

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PRESX vs. AEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRESX
T. Rowe Price European Stock Fund
-7.18%21.46%1.83%19.07%-21.76%14.81%12.53%26.89%-12.74%25.74%
AEDAX
Invesco EQV European Equity Fund
0.69%23.92%-0.79%19.64%-21.77%14.22%-0.06%24.54%-18.86%26.90%

Returns By Period

In the year-to-date period, PRESX achieves a -7.18% return, which is significantly lower than AEDAX's 0.69% return. Over the past 10 years, PRESX has outperformed AEDAX with an annualized return of 6.15%, while AEDAX has yielded a comparatively lower 5.29% annualized return.


PRESX

1D
0.65%
1M
-12.02%
YTD
-7.18%
6M
-3.90%
1Y
4.56%
3Y*
7.39%
5Y*
3.63%
10Y*
6.15%

AEDAX

1D
0.15%
1M
-9.80%
YTD
0.69%
6M
6.57%
1Y
18.92%
3Y*
10.42%
5Y*
4.50%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRESX vs. AEDAX - Expense Ratio Comparison

PRESX has a 1.03% expense ratio, which is lower than AEDAX's 1.37% expense ratio.


Return for Risk

PRESX vs. AEDAX — Risk / Return Rank

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

PRESX
PRESX Risk / Return Rank: 1010
Overall Rank
PRESX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PRESX Sortino Ratio Rank: 99
Sortino Ratio Rank
PRESX Omega Ratio Rank: 99
Omega Ratio Rank
PRESX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRESX Martin Ratio Rank: 1212
Martin Ratio Rank

AEDAX
AEDAX Risk / Return Rank: 6161
Overall Rank
AEDAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AEDAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
AEDAX Omega Ratio Rank: 5656
Omega Ratio Rank
AEDAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
AEDAX Martin Ratio Rank: 5959
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.

PRESX vs. AEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price European Stock Fund (PRESX) and Invesco EQV European Equity Fund (AEDAX). 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.


PRESXAEDAXDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.09

-0.87

Sortino ratio

Return per unit of downside risk

0.40

1.52

-1.12

Omega ratio

Gain probability vs. loss probability

1.05

1.22

-0.16

Calmar ratio

Return relative to maximum drawdown

0.27

1.62

-1.36

Martin ratio

Return relative to average drawdown

0.95

5.66

-4.71

PRESX vs. AEDAX - Sharpe Ratio Comparison

The current PRESX Sharpe Ratio is 0.21, which is lower than the AEDAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of PRESX and AEDAX, 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


PRESXAEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.09

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.26

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.31

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.45

-0.06

Correlation

The correlation between PRESX and AEDAX is 0.91, 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

PRESX vs. AEDAX - Dividend Comparison

PRESX's dividend yield for the trailing twelve months is around 11.57%, less than AEDAX's 16.80% yield.


TTM20252024202320222021202020192018201720162015
PRESX
T. Rowe Price European Stock Fund
11.57%10.74%6.85%3.77%1.32%3.96%0.86%1.59%2.67%2.08%3.03%3.20%
AEDAX
Invesco EQV European Equity Fund
16.80%16.92%10.53%2.58%7.48%9.40%1.30%2.53%1.43%1.86%1.59%4.78%

Drawdowns

PRESX vs. AEDAX - Drawdown Comparison

The maximum PRESX drawdown since its inception was -59.86%, roughly equal to the maximum AEDAX drawdown of -60.46%. Use the drawdown chart below to compare losses from any high point for PRESX and AEDAX.


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Drawdown Indicators


PRESXAEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.86%

-60.46%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-10.59%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-38.78%

-38.81%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.78%

-40.03%

+1.25%

Current Drawdown

Current decline from peak

-12.12%

-10.38%

-1.74%

Average Drawdown

Average peak-to-trough decline

-12.03%

-16.99%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.04%

+0.52%

Volatility

PRESX vs. AEDAX - Volatility Comparison

T. Rowe Price European Stock Fund (PRESX) and Invesco EQV European Equity Fund (AEDAX) have volatilities of 6.78% and 7.06%, 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


PRESXAEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

7.06%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

10.66%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

16.41%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

17.48%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

17.36%

+0.46%