PortfoliosLab logoPortfoliosLab logo
PRESX vs. MEURX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRESX vs. MEURX - Performance Comparison

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

Loading graphics...

PRESX vs. MEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRESX
T. Rowe Price European Stock Fund
-3.39%21.46%1.83%19.07%-21.76%14.81%12.53%26.89%-12.74%25.74%
MEURX
Franklin Mutual European Fund
0.55%39.96%3.67%16.68%-0.68%16.48%-6.22%22.28%-11.13%10.45%

Returns By Period

In the year-to-date period, PRESX achieves a -3.39% return, which is significantly lower than MEURX's 0.55% return. Over the past 10 years, PRESX has underperformed MEURX with an annualized return of 6.57%, while MEURX has yielded a comparatively higher 9.33% annualized return.


PRESX

1D
1.13%
1M
-3.54%
YTD
-3.39%
6M
-1.59%
1Y
8.21%
3Y*
8.83%
5Y*
4.12%
10Y*
6.57%

MEURX

1D
1.64%
1M
-1.64%
YTD
0.55%
6M
5.66%
1Y
22.86%
3Y*
17.64%
5Y*
12.58%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRESX vs. MEURX - Expense Ratio Comparison

PRESX has a 1.03% expense ratio, which is higher than MEURX's 1.00% expense ratio.


Return for Risk

PRESX vs. MEURX — Risk / Return Rank

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

PRESX
PRESX Risk / Return Rank: 1414
Overall Rank
PRESX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PRESX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PRESX Omega Ratio Rank: 1212
Omega Ratio Rank
PRESX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PRESX Martin Ratio Rank: 1616
Martin Ratio Rank

MEURX
MEURX Risk / Return Rank: 6363
Overall Rank
MEURX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MEURX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MEURX Omega Ratio Rank: 6363
Omega Ratio Rank
MEURX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MEURX Martin Ratio Rank: 6363
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. MEURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price European Stock Fund (PRESX) and Franklin Mutual European Fund (MEURX). 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.


PRESXMEURXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.35

-0.83

Sortino ratio

Return per unit of downside risk

0.80

1.82

-1.02

Omega ratio

Gain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratio

Return relative to maximum drawdown

0.70

1.81

-1.11

Martin ratio

Return relative to average drawdown

2.43

7.54

-5.11

PRESX vs. MEURX - Sharpe Ratio Comparison

The current PRESX Sharpe Ratio is 0.52, which is lower than the MEURX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PRESX and MEURX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRESXMEURXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.35

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.83

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.54

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.64

-0.26

Correlation

The correlation between PRESX and MEURX is 0.80, 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. MEURX - Dividend Comparison

PRESX's dividend yield for the trailing twelve months is around 11.12%, more than MEURX's 3.07% yield.


TTM20252024202320222021202020192018201720162015
PRESX
T. Rowe Price European Stock Fund
11.12%10.74%6.85%3.77%1.32%3.96%0.86%1.59%2.67%2.08%3.03%3.20%
MEURX
Franklin Mutual European Fund
3.07%3.09%3.06%2.25%3.31%3.52%2.36%2.71%4.07%1.31%3.70%5.72%

Drawdowns

PRESX vs. MEURX - Drawdown Comparison

The maximum PRESX drawdown since its inception was -59.86%, which is greater than MEURX's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for PRESX and MEURX.


Loading graphics...

Drawdown Indicators


PRESXMEURXDifference

Max Drawdown

Largest peak-to-trough decline

-59.86%

-43.16%

-16.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-11.16%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-38.78%

-20.38%

-18.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.78%

-41.10%

+2.32%

Current Drawdown

Current decline from peak

-8.53%

-6.50%

-2.03%

Average Drawdown

Average peak-to-trough decline

-12.03%

-7.67%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.04%

+0.59%

Volatility

PRESX vs. MEURX - Volatility Comparison

T. Rowe Price European Stock Fund (PRESX) has a higher volatility of 7.02% compared to Franklin Mutual European Fund (MEURX) at 6.61%. This indicates that PRESX's price experiences larger fluctuations and is considered to be riskier than MEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRESXMEURXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.61%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

10.51%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

17.08%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

15.20%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

17.31%

+0.53%