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PRESX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRESX and PRWAX is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PRESX vs. PRWAX - 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 All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

280.00%300.00%320.00%340.00%360.00%380.00%400.00%420.00%NovemberDecember2025FebruaryMarchApril
316.76%
317.99%
PRESX
PRWAX

Key characteristics

Sharpe Ratio

PRESX:

-0.11

PRWAX:

-0.29

Sortino Ratio

PRESX:

-0.03

PRWAX:

-0.26

Omega Ratio

PRESX:

1.00

PRWAX:

0.96

Calmar Ratio

PRESX:

-0.10

PRWAX:

-0.22

Martin Ratio

PRESX:

-0.31

PRWAX:

-0.78

Ulcer Index

PRESX:

6.10%

PRWAX:

7.60%

Daily Std Dev

PRESX:

17.05%

PRWAX:

20.37%

Max Drawdown

PRESX:

-65.51%

PRWAX:

-70.45%

Current Drawdown

PRESX:

-12.99%

PRWAX:

-20.90%

Returns By Period

In the year-to-date period, PRESX achieves a 4.41% return, which is significantly higher than PRWAX's -8.22% return. Over the past 10 years, PRESX has underperformed PRWAX with an annualized return of 3.04%, while PRWAX has yielded a comparatively higher 4.13% annualized return.


PRESX

YTD

4.41%

1M

-6.02%

6M

-6.95%

1Y

-0.10%

5Y*

6.92%

10Y*

3.04%

PRWAX

YTD

-8.22%

1M

-4.05%

6M

-15.10%

1Y

-5.21%

5Y*

5.29%

10Y*

4.13%

*Annualized

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. PRWAX - Expense Ratio Comparison

PRESX has a 1.03% expense ratio, which is higher than PRWAX's 0.76% expense ratio.


PRESX
T. Rowe Price European Stock Fund
Expense ratio chart for PRESX: current value is 1.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRESX: 1.03%
Expense ratio chart for PRWAX: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRWAX: 0.76%

Risk-Adjusted Performance

PRESX vs. PRWAX — Risk-Adjusted Performance Rank

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

PRESX
The Risk-Adjusted Performance Rank of PRESX is 3737
Overall Rank
The Sharpe Ratio Rank of PRESX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PRESX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PRESX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of PRESX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PRESX is 3838
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 2424
Overall Rank
The Sharpe Ratio Rank of PRWAX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRESX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price European Stock Fund (PRESX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRESX, currently valued at -0.11, compared to the broader market-2.00-1.000.001.002.003.00
PRESX: -0.11
PRWAX: -0.29
The chart of Sortino ratio for PRESX, currently valued at -0.03, compared to the broader market-2.000.002.004.006.008.00
PRESX: -0.03
PRWAX: -0.26
The chart of Omega ratio for PRESX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
PRESX: 1.00
PRWAX: 0.96
The chart of Calmar ratio for PRESX, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.00
PRESX: -0.10
PRWAX: -0.22
The chart of Martin ratio for PRESX, currently valued at -0.31, compared to the broader market0.0010.0020.0030.0040.0050.00
PRESX: -0.31
PRWAX: -0.78

The current PRESX Sharpe Ratio is -0.11, which is higher than the PRWAX Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of PRESX and PRWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.11
-0.29
PRESX
PRWAX

Dividends

PRESX vs. PRWAX - Dividend Comparison

PRESX's dividend yield for the trailing twelve months is around 2.27%, more than PRWAX's 0.07% yield.


TTM20242023202220212020201920182017201620152014
PRESX
T. Rowe Price European Stock Fund
2.27%2.37%1.78%1.32%0.85%0.86%1.59%2.67%2.08%3.03%1.65%1.66%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.07%0.07%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%0.00%0.00%

Drawdowns

PRESX vs. PRWAX - Drawdown Comparison

The maximum PRESX drawdown since its inception was -65.51%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for PRESX and PRWAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.99%
-20.90%
PRESX
PRWAX

Volatility

PRESX vs. PRWAX - Volatility Comparison

The current volatility for T. Rowe Price European Stock Fund (PRESX) is 10.35%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 12.86%. This indicates that PRESX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.35%
12.86%
PRESX
PRWAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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