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PRESX vs. EUGDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRESX vs. EUGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price European Stock Fund (PRESX) and Morgan Stanley Europe Opportunity Fund Inc. (EUGDX). The values are adjusted to include any dividend payments, if applicable.

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PRESX vs. EUGDX - 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%
EUGDX
Morgan Stanley Europe Opportunity Fund Inc.
-15.38%11.93%12.41%25.16%-44.49%15.80%55.57%27.34%-13.02%23.11%

Returns By Period

In the year-to-date period, PRESX achieves a -7.18% return, which is significantly higher than EUGDX's -15.38% return. Both investments have delivered pretty close results over the past 10 years, with PRESX having a 6.15% annualized return and EUGDX not far ahead at 6.22%.


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%

EUGDX

1D
0.17%
1M
-14.60%
YTD
-15.38%
6M
-14.94%
1Y
-7.55%
3Y*
2.90%
5Y*
-3.14%
10Y*
6.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRESX vs. EUGDX - Expense Ratio Comparison

PRESX has a 1.03% expense ratio, which is lower than EUGDX's 1.05% expense ratio.


Return for Risk

PRESX vs. EUGDX — 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

EUGDX
EUGDX Risk / Return Rank: 22
Overall Rank
EUGDX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EUGDX Sortino Ratio Rank: 22
Sortino Ratio Rank
EUGDX Omega Ratio Rank: 22
Omega Ratio Rank
EUGDX Calmar Ratio Rank: 22
Calmar Ratio Rank
EUGDX Martin Ratio Rank: 11
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. EUGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price European Stock Fund (PRESX) and Morgan Stanley Europe Opportunity Fund Inc. (EUGDX). 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.


PRESXEUGDXDifference

Sharpe ratio

Return per unit of total volatility

0.21

-0.44

+0.65

Sortino ratio

Return per unit of downside risk

0.40

-0.50

+0.90

Omega ratio

Gain probability vs. loss probability

1.05

0.94

+0.12

Calmar ratio

Return relative to maximum drawdown

0.27

-0.46

+0.73

Martin ratio

Return relative to average drawdown

0.95

-1.41

+2.36

PRESX vs. EUGDX - Sharpe Ratio Comparison

The current PRESX Sharpe Ratio is 0.21, which is higher than the EUGDX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of PRESX and EUGDX, 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


PRESXEUGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

-0.44

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.13

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.29

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.21

+0.17

Correlation

The correlation between PRESX and EUGDX 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. EUGDX - Dividend Comparison

PRESX's dividend yield for the trailing twelve months is around 11.57%, more than EUGDX's 0.74% 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%
EUGDX
Morgan Stanley Europe Opportunity Fund Inc.
0.74%0.62%0.00%0.00%0.00%5.45%7.53%3.27%1.02%0.90%2.75%2.30%

Drawdowns

PRESX vs. EUGDX - Drawdown Comparison

The maximum PRESX drawdown since its inception was -59.86%, roughly equal to the maximum EUGDX drawdown of -59.74%. Use the drawdown chart below to compare losses from any high point for PRESX and EUGDX.


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Drawdown Indicators


PRESXEUGDXDifference

Max Drawdown

Largest peak-to-trough decline

-59.86%

-59.74%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-20.36%

+7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-38.78%

-56.02%

+17.24%

Max Drawdown (10Y)

Largest decline over 10 years

-38.78%

-56.02%

+17.24%

Current Drawdown

Current decline from peak

-12.12%

-31.06%

+18.94%

Average Drawdown

Average peak-to-trough decline

-12.03%

-18.06%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

6.62%

-3.06%

Volatility

PRESX vs. EUGDX - Volatility Comparison

T. Rowe Price European Stock Fund (PRESX) has a higher volatility of 6.78% compared to Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) at 6.45%. This indicates that PRESX's price experiences larger fluctuations and is considered to be riskier than EUGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRESXEUGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

6.45%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

12.48%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

19.36%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

24.11%

-6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

21.27%

-3.45%