PRESX vs. TRLGX
Compare and contrast key facts about T. Rowe Price European Stock Fund (PRESX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
PRESX is managed by T. Rowe Price. It was launched on Feb 27, 1990. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Performance
PRESX vs. TRLGX - Performance Comparison
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PRESX vs. TRLGX - 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | -11.46% | 17.51% | 37.57% | 46.22% | -35.26% | 23.24% | 39.57% | 28.51% | 4.35% | 37.77% |
Returns By Period
In the year-to-date period, PRESX achieves a -4.47% return, which is significantly higher than TRLGX's -11.46% return. Over the past 10 years, PRESX has underperformed TRLGX with an annualized return of 6.45%, while TRLGX has yielded a comparatively higher 16.72% 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%
TRLGX
- 1D
- 3.95%
- 1M
- -5.81%
- YTD
- -11.46%
- 6M
- -10.30%
- 1Y
- 12.15%
- 3Y*
- 22.38%
- 5Y*
- 9.59%
- 10Y*
- 16.72%
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PRESX vs. TRLGX - Expense Ratio Comparison
PRESX has a 1.03% expense ratio, which is higher than TRLGX's 0.55% expense ratio.
Return for Risk
PRESX vs. TRLGX — Risk / Return Rank
PRESX
TRLGX
PRESX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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 | TRLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.59 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.02 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.14 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.55 | -0.03 |
Martin ratioReturn relative to average drawdown | 1.83 | 1.83 | +0.01 |
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 | TRLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.59 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.43 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.77 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.55 | -0.16 |
Correlation
The correlation between PRESX and TRLGX is 0.64, 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. TRLGX - Dividend Comparison
PRESX's dividend yield for the trailing twelve months is around 11.24%, less than TRLGX's 15.46% 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 15.46% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
Drawdowns
PRESX vs. TRLGX - Drawdown Comparison
The maximum PRESX drawdown since its inception was -59.86%, which is greater than TRLGX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PRESX and TRLGX.
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Drawdown Indicators
| PRESX | TRLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.86% | -55.56% | -4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -18.18% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -38.78% | -40.44% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.78% | -40.44% | +1.66% |
Current DrawdownCurrent decline from peak | -9.55% | -14.94% | +5.39% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -8.71% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 5.43% | -1.84% |
Volatility
PRESX vs. TRLGX - Volatility Comparison
T. Rowe Price European Stock Fund (PRESX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 7.34% and 7.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRESX | TRLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 7.19% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 12.51% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 22.17% | -5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 22.41% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 21.73% | -3.89% |