PRESX vs. MAEFX
PRESX (T. Rowe Price European Stock Fund) and MAEFX (BlackRock EuroFund Fund) are both Europe Equities funds. Over the past 10 years, PRESX returned 7.90%/yr vs 7.85%/yr for MAEFX. Their correlation of 0.90 means they have usually moved in the same direction. PRESX charges 1.03%/yr vs 1.10%/yr for MAEFX.
Performance
PRESX vs. MAEFX - Performance Comparison
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Returns By Period
In the year-to-date period, PRESX achieves a 8.02% return, which is significantly higher than MAEFX's 5.68% return. Both investments have delivered pretty close results over the past 10 years, with PRESX having a 7.90% annualized return and MAEFX not far behind at 7.85%.
PRESX
- 1D
- -0.77%
- 1M
- 1.08%
- 6M
- 3.87%
- YTD
- 8.02%
- 1Y
- 16.21%
- 3Y*
- 10.97%
- 5Y*
- 4.52%
- 10Y*
- 7.90%
- ALL TIME*
- 7.65%
MAEFX
- 1D
- 0.28%
- 1M
- -3.85%
- 6M
- -0.28%
- YTD
- 5.68%
- 1Y
- 11.06%
- 3Y*
- 11.12%
- 5Y*
- 5.03%
- 10Y*
- 7.85%
- ALL TIME*
- 7.50%
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 |
PRESX vs. MAEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRESX T. Rowe Price European Stock Fund | 8.02% | 21.46% | 1.83% | 19.07% | -21.76% | 14.81% | 12.53% | 26.89% | -12.74% | 25.74% |
MAEFX BlackRock EuroFund Fund | 5.68% | 20.07% | 7.21% | 20.70% | -23.85% | 19.53% | 19.34% | 25.17% | -19.83% | 22.42% |
Correlation
The correlation between PRESX and MAEFX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1991 | 0.90 |
The correlation between PRESX and MAEFX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
PRESX vs. MAEFX — Risk / Return Rank
PRESX
MAEFX
PRESX vs. MAEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price European Stock Fund (PRESX) and BlackRock EuroFund Fund (MAEFX). 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.
| PRESX | MAEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.09 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 0.56 | +0.66 |
| Martin ratioReturn relative to average drawdown | 4.37 | 1.80 | +2.57 |
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Drawdowns
PRESX vs. MAEFX - Drawdown Comparison
The maximum PRESX drawdown since its inception was -59.86%, roughly equal to the maximum MAEFX drawdown of -62.58%. Use the drawdown chart below to compare losses from any high point for PRESX and MAEFX.
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Drawdown Indicators
| PRESX | MAEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.86% | -62.58% | +2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -17.14% | +4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -14.63% | -20.00% | +5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -38.78% | -40.47% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -38.78% | -40.51% | +1.73% |
Current DrawdownCurrent decline from peak | -0.77% | -6.13% | +5.36% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -11.60% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 5.34% | -1.80% |
Volatility
PRESX vs. MAEFX - Volatility Comparison
The current volatility for T. Rowe Price European Stock Fund (PRESX) is 4.49%, while BlackRock EuroFund Fund (MAEFX) has a volatility of 7.79%. This indicates that PRESX experiences smaller price fluctuations and is considered to be less risky than MAEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRESX | MAEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 7.79% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 20.17% | -6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 22.79% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.03% | 22.83% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 21.38% | -3.96% |
PRESX vs. MAEFX - Expense Ratio Comparison
PRESX has a 1.03% expense ratio, which is lower than MAEFX's 1.10% expense ratio.
Dividends
PRESX vs. MAEFX - Dividend Comparison
PRESX's dividend yield for the trailing twelve months is around 9.94%, less than MAEFX's 12.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | 12.00% | 11.58% | 1.29% | 1.24% | 0.76% | 0.00% | 0.00% | 0.45% | 2.81% | 1.19% | 2.32% | 1.64% |
PRESX T. Rowe Price European Stock Fund | 9.94% | 10.74% | 6.85% | 3.77% | 1.32% | 3.96% | 0.86% | 1.59% | 2.67% | 2.08% | 3.03% | 3.20% |
Frequently Asked Questions
PRESX and MAEFX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAEFX has higher volatility (7.79%) compared to PRESX (4.49%). In terms of maximum drawdown, PRESX dropped -59.86% vs MAEFX's -62.58%.
PRESX currently has the higher Sharpe Ratio (0.97 vs 0.42), 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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