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PRESX vs. PRDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRESX vs. PRDGX - Performance Comparison

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

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PRESX vs. PRDGX - 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%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
-2.47%14.74%13.48%13.68%-10.22%26.03%13.92%31.76%-1.06%18.89%

Returns By Period

In the year-to-date period, PRESX achieves a -7.18% return, which is significantly lower than PRDGX's -2.47% return. Over the past 10 years, PRESX has underperformed PRDGX with an annualized return of 6.15%, while PRDGX has yielded a comparatively higher 12.09% 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%

PRDGX

1D
0.03%
1M
-7.31%
YTD
-2.47%
6M
-0.01%
1Y
9.42%
3Y*
12.29%
5Y*
9.25%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRESX vs. PRDGX - Expense Ratio Comparison

PRESX has a 1.03% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


Return for Risk

PRESX vs. PRDGX — 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

PRDGX
PRDGX Risk / Return Rank: 3333
Overall Rank
PRDGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRDGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRDGX Omega Ratio Rank: 3535
Omega Ratio Rank
PRDGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRDGX Martin Ratio Rank: 3737
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. PRDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price European Stock Fund (PRESX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.


PRESXPRDGXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.71

-0.49

Sortino ratio

Return per unit of downside risk

0.40

1.08

-0.68

Omega ratio

Gain probability vs. loss probability

1.05

1.16

-0.11

Calmar ratio

Return relative to maximum drawdown

0.27

0.80

-0.53

Martin ratio

Return relative to average drawdown

0.95

3.83

-2.89

PRESX vs. PRDGX - Sharpe Ratio Comparison

The current PRESX Sharpe Ratio is 0.21, which is lower than the PRDGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PRESX and PRDGX, 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


PRESXPRDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.71

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.66

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.76

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.65

-0.26

Correlation

The correlation between PRESX and PRDGX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRESX vs. PRDGX - Dividend Comparison

PRESX's dividend yield for the trailing twelve months is around 11.57%, more than PRDGX's 8.30% 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%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
8.30%8.02%4.66%2.78%3.81%2.00%1.03%2.33%3.67%1.82%3.07%7.57%

Drawdowns

PRESX vs. PRDGX - Drawdown Comparison

The maximum PRESX drawdown since its inception was -59.86%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PRESX and PRDGX.


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Drawdown Indicators


PRESXPRDGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.86%

-49.79%

-10.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-11.28%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-38.78%

-19.31%

-19.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.78%

-33.18%

-5.60%

Current Drawdown

Current decline from peak

-12.12%

-7.32%

-4.80%

Average Drawdown

Average peak-to-trough decline

-12.03%

-5.44%

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.34%

+1.22%

Volatility

PRESX vs. PRDGX - Volatility Comparison

T. Rowe Price European Stock Fund (PRESX) has a higher volatility of 6.78% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.43%. This indicates that PRESX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRESXPRDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

3.43%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

7.35%

+3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

15.00%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

14.05%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

15.86%

+1.96%