PRFDX vs. EDEN
PRFDX (T. Rowe Price Equity Income Fund) and EDEN (iShares MSCI Denmark ETF) are both funds - PRFDX is a Large Cap Value Equities fund managed by T. Rowe Price, while EDEN is a Europe Equities fund tracking the MSCI Denmark IMI 25/50 Index. Over the past 10 years, PRFDX returned 11.90%/yr vs 9.22%/yr for EDEN. A 0.52 correlation means they provide meaningful diversification when combined. PRFDX charges 0.63%/yr vs 0.53%/yr for EDEN.
Performance
PRFDX vs. EDEN - Performance Comparison
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Returns By Period
In the year-to-date period, PRFDX achieves a 12.54% return, which is significantly higher than EDEN's -3.05% return. Over the past 10 years, PRFDX has outperformed EDEN with an annualized return of 11.90%, while EDEN has yielded a comparatively lower 9.22% annualized return.
PRFDX
- 1D
- 1.76%
- 1M
- 2.70%
- YTD
- 12.54%
- 6M
- 12.89%
- 1Y
- 23.91%
- 3Y*
- 16.25%
- 5Y*
- 9.69%
- 10Y*
- 11.90%
EDEN
- 1D
- -0.01%
- 1M
- 0.69%
- YTD
- -3.05%
- 6M
- -2.55%
- 1Y
- -5.45%
- 3Y*
- 2.87%
- 5Y*
- 2.08%
- 10Y*
- 9.22%
PRFDX vs. EDEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRFDX T. Rowe Price Equity Income Fund | 12.54% | 14.60% | 11.85% | 9.75% | -3.25% | 25.60% | 1.28% | 33.66% | -9.29% | 15.46% |
EDEN iShares MSCI Denmark ETF | -3.05% | 10.58% | -3.94% | 17.99% | -11.47% | 14.81% | 42.56% | 24.37% | -14.43% | 35.39% |
Correlation
The correlation between PRFDX and EDEN is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2012 | 0.52 |
The correlation between PRFDX and EDEN has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
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Return for Risk
PRFDX vs. EDEN — Risk / Return Rank
PRFDX
EDEN
PRFDX vs. EDEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) and iShares MSCI Denmark ETF (EDEN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRFDX | EDEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.96 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | -0.33 | +3.48 |
| Martin ratioReturn relative to average drawdown | 11.66 | -0.72 | +12.38 |
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Drawdowns
PRFDX vs. EDEN - Drawdown Comparison
The maximum PRFDX drawdown since its inception was -58.12%, which is greater than EDEN's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for PRFDX and EDEN.
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Drawdown Indicators
| PRFDX | EDEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -36.61% | -21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -21.17% | +13.83% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -29.31% | +14.96% |
Max Drawdown (5Y)Largest decline over 5 years | -18.08% | -36.61% | +18.53% |
Max Drawdown (10Y)Largest decline over 10 years | -39.71% | -36.61% | -3.10% |
Current DrawdownCurrent decline from peak | -0.23% | -13.55% | +13.32% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -7.37% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 10.27% | -8.30% |
Volatility
PRFDX vs. EDEN - Volatility Comparison
The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.56%, while iShares MSCI Denmark ETF (EDEN) has a volatility of 4.93%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than EDEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRFDX | EDEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.93% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 15.72% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 20.90% | -9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 20.25% | -5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 19.41% | -1.54% |
PRFDX vs. EDEN - Expense Ratio Comparison
PRFDX has a 0.63% expense ratio, which is higher than EDEN's 0.53% expense ratio.
Dividends
PRFDX vs. EDEN - Dividend Comparison
PRFDX's dividend yield for the trailing twelve months is around 2.42%, less than EDEN's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDEN iShares MSCI Denmark ETF | 2.87% | 2.79% | 1.50% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% |
PRFDX T. Rowe Price Equity Income Fund | 2.42% | 2.76% | 8.91% | 6.19% | 6.61% | 8.78% | 3.55% | 12.53% | 11.43% | 8.97% | 7.75% | 7.48% |
Frequently Asked Questions
PRFDX and EDEN have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDEN has higher volatility (4.93%) compared to PRFDX (3.56%). In terms of maximum drawdown, PRFDX dropped -58.12% vs EDEN's -36.61%.
PRFDX currently has the higher Sharpe Ratio (2.11 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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