PRESX vs. RPICX
Compare and contrast key facts about T. Rowe Price European Stock Fund (PRESX) and T. Rowe Price Institutional International Disciplined Equity Fund (RPICX).
PRESX is managed by T. Rowe Price. It was launched on Feb 27, 1990. RPICX is managed by T. Rowe Price. It was launched on Jul 27, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRESX or RPICX.
Performance
PRESX vs. RPICX - Performance Comparison
Returns By Period
In the year-to-date period, PRESX achieves a 1.75% return, which is significantly lower than RPICX's 8.77% return. Over the past 10 years, PRESX has outperformed RPICX with an annualized return of 3.95%, while RPICX has yielded a comparatively lower 3.55% annualized return.
PRESX
1.75%
-4.99%
-7.09%
5.42%
4.70%
3.95%
RPICX
8.77%
0.00%
2.49%
15.56%
5.77%
3.55%
Key characteristics
| PRESX | RPICX | |
|---|---|---|
| Sharpe Ratio | 0.41 | 1.38 |
| Sortino Ratio | 0.65 | 2.01 |
| Omega Ratio | 1.08 | 1.29 |
| Calmar Ratio | 0.35 | 2.05 |
| Martin Ratio | 1.63 | 6.93 |
| Ulcer Index | 3.33% | 2.25% |
| Daily Std Dev | 13.36% | 11.26% |
| Max Drawdown | -59.86% | -39.02% |
| Current Drawdown | -10.34% | -2.28% |
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PRESX vs. RPICX - Expense Ratio Comparison
PRESX has a 1.03% expense ratio, which is higher than RPICX's 0.75% expense ratio.
Correlation
The correlation between PRESX and RPICX is 0.92, 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.
Risk-Adjusted Performance
PRESX vs. RPICX - 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 Institutional International Disciplined Equity Fund (RPICX). 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.
Dividends
PRESX vs. RPICX - Dividend Comparison
PRESX's dividend yield for the trailing twelve months is around 1.75%, less than RPICX's 6.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRESX T. Rowe Price European Stock Fund | 1.75% | 1.78% | 1.32% | 0.85% | 0.86% | 1.59% | 2.67% | 2.08% | 3.03% | 1.65% | 1.66% | 1.21% |
RPICX T. Rowe Price Institutional International Disciplined Equity Fund | 6.14% | 2.79% | 0.85% | 1.33% | 7.09% | 2.41% | 4.30% | 1.54% | 1.50% | 2.00% | 1.61% | 1.99% |
Drawdowns
PRESX vs. RPICX - Drawdown Comparison
The maximum PRESX drawdown since its inception was -59.86%, which is greater than RPICX's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for PRESX and RPICX. For additional features, visit the drawdowns tool.
Volatility
PRESX vs. RPICX - Volatility Comparison
T. Rowe Price European Stock Fund (PRESX) has a higher volatility of 4.10% compared to T. Rowe Price Institutional International Disciplined Equity Fund (RPICX) at 0.00%. This indicates that PRESX's price experiences larger fluctuations and is considered to be riskier than RPICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.