PRESX vs. PRWCX
Compare and contrast key facts about T. Rowe Price European Stock Fund (PRESX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
PRESX is managed by T. Rowe Price. It was launched on Feb 27, 1990. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Performance
PRESX vs. PRWCX - Performance Comparison
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PRESX vs. PRWCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRESX T. Rowe Price European Stock Fund | -4.47% | 21.46% | 1.83% | 19.07% | -21.76% | 14.81% | 12.53% | 26.89% | -12.74% | 25.74% |
PRWCX T. Rowe Price Capital Appreciation Fund | -3.22% | 20.92% | 12.50% | 18.85% | -12.00% | 18.45% | 18.13% | 24.62% | 0.63% | 15.34% |
Returns By Period
In the year-to-date period, PRESX achieves a -4.47% return, which is significantly lower than PRWCX's -3.22% return. Over the past 10 years, PRESX has underperformed PRWCX with an annualized return of 6.45%, while PRWCX has yielded a comparatively higher 11.41% annualized return.
PRESX
- 1D
- 2.92%
- 1M
- -7.24%
- YTD
- -4.47%
- 6M
- -2.18%
- 1Y
- 7.44%
- 3Y*
- 8.42%
- 5Y*
- 3.89%
- 10Y*
- 6.45%
PRWCX
- 1D
- 1.91%
- 1M
- -2.92%
- YTD
- -3.22%
- 6M
- 5.51%
- 1Y
- 16.80%
- 3Y*
- 13.72%
- 5Y*
- 9.22%
- 10Y*
- 11.41%
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PRESX vs. PRWCX - Expense Ratio Comparison
PRESX has a 1.03% expense ratio, which is higher than PRWCX's 0.68% expense ratio.
Return for Risk
PRESX vs. PRWCX — Risk / Return Rank
PRESX
PRWCX
PRESX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). 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.
| PRESX | PRWCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.27 | -0.81 |
Sortino ratioReturn per unit of downside risk | 0.72 | 2.37 | -1.65 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.34 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.34 | -1.82 |
Martin ratioReturn relative to average drawdown | 1.83 | 9.70 | -7.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRESX | PRWCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.27 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.70 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.88 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.90 | -0.52 |
Correlation
The correlation between PRESX and PRWCX is 0.61, 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. PRWCX - Dividend Comparison
PRESX's dividend yield for the trailing twelve months is around 11.24%, less than PRWCX's 16.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRESX T. Rowe Price European Stock Fund | 11.24% | 10.74% | 6.85% | 3.77% | 1.32% | 3.96% | 0.86% | 1.59% | 2.67% | 2.08% | 3.03% | 3.20% |
PRWCX T. Rowe Price Capital Appreciation Fund | 16.24% | 15.72% | 10.38% | 4.15% | 9.44% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% |
Drawdowns
PRESX vs. PRWCX - Drawdown Comparison
The maximum PRESX drawdown since its inception was -59.86%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for PRESX and PRWCX.
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Drawdown Indicators
| PRESX | PRWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.86% | -41.77% | -18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -6.80% | -5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -38.78% | -17.07% | -21.71% |
Max Drawdown (10Y)Largest decline over 10 years | -38.78% | -26.86% | -11.92% |
Current DrawdownCurrent decline from peak | -9.55% | -4.47% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -3.34% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 1.64% | +1.95% |
Volatility
PRESX vs. PRWCX - Volatility Comparison
T. Rowe Price European Stock Fund (PRESX) has a higher volatility of 7.34% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 3.64%. This indicates that PRESX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRESX | PRWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 3.64% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 9.78% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 13.57% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 13.24% | +4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 12.98% | +4.86% |