PRFDX vs. PRMSX
Compare and contrast key facts about T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Emerging Markets Stock Fund (PRMSX).
PRFDX is managed by T. Rowe Price. It was launched on Oct 31, 1985. PRMSX is managed by T. Rowe Price. It was launched on Mar 30, 1995.
Performance
PRFDX vs. PRMSX - Performance Comparison
Loading graphics...
PRFDX vs. PRMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRFDX T. Rowe Price Equity Income Fund | -0.99% | 15.88% | 11.85% | 9.75% | -3.25% | 25.60% | 1.28% | 33.66% | -9.29% | 15.46% |
PRMSX T. Rowe Price Emerging Markets Stock Fund | -0.54% | 32.46% | -1.72% | 2.08% | -23.35% | -10.47% | 17.63% | 26.51% | -16.20% | 42.27% |
Returns By Period
In the year-to-date period, PRFDX achieves a -0.99% return, which is significantly lower than PRMSX's -0.54% return. Over the past 10 years, PRFDX has outperformed PRMSX with an annualized return of 10.89%, while PRMSX has yielded a comparatively lower 5.55% annualized return.
PRFDX
- 1D
- 0.08%
- 1M
- -6.90%
- YTD
- -0.99%
- 6M
- 3.99%
- 1Y
- 10.29%
- 3Y*
- 12.33%
- 5Y*
- 8.58%
- 10Y*
- 10.89%
PRMSX
- 1D
- -0.87%
- 1M
- -12.92%
- YTD
- -0.54%
- 6M
- 6.35%
- 1Y
- 28.19%
- 3Y*
- 7.79%
- 5Y*
- -2.20%
- 10Y*
- 5.55%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRFDX vs. PRMSX - Expense Ratio Comparison
PRFDX has a 0.63% expense ratio, which is lower than PRMSX's 1.20% expense ratio.
Return for Risk
PRFDX vs. PRMSX — Risk / Return Rank
PRFDX
PRMSX
PRFDX vs. PRMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) and T. Rowe Price Emerging Markets Stock Fund (PRMSX). 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.
| PRFDX | PRMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.54 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.09 | 2.03 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.91 | -1.13 |
Martin ratioReturn relative to average drawdown | 3.34 | 7.89 | -4.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRFDX | PRMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.54 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | -0.13 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.30 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.33 | +0.27 |
Correlation
The correlation between PRFDX and PRMSX 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.
Dividends
PRFDX vs. PRMSX - Dividend Comparison
PRFDX's dividend yield for the trailing twelve months is around 3.87%, more than PRMSX's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRFDX T. Rowe Price Equity Income Fund | 3.87% | 3.87% | 8.91% | 6.19% | 6.61% | 8.78% | 3.55% | 12.53% | 11.43% | 8.97% | 7.75% | 7.48% |
PRMSX T. Rowe Price Emerging Markets Stock Fund | 0.57% | 0.57% | 0.35% | 1.09% | 1.17% | 8.26% | 0.49% | 1.24% | 0.61% | 0.18% | 0.69% | 0.56% |
Drawdowns
PRFDX vs. PRMSX - Drawdown Comparison
The maximum PRFDX drawdown since its inception was -58.12%, smaller than the maximum PRMSX drawdown of -71.13%. Use the drawdown chart below to compare losses from any high point for PRFDX and PRMSX.
Loading graphics...
Drawdown Indicators
| PRFDX | PRMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -71.13% | +13.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -13.56% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -18.08% | -43.24% | +25.16% |
Max Drawdown (10Y)Largest decline over 10 years | -39.71% | -46.28% | +6.57% |
Current DrawdownCurrent decline from peak | -7.26% | -17.96% | +10.70% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -21.21% | +14.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.28% | -0.40% |
Volatility
PRFDX vs. PRMSX - Volatility Comparison
The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.63%, while T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a volatility of 9.38%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than PRMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRFDX | PRMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 9.38% | -5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 14.22% | -6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 18.16% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 17.35% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 18.32% | -0.45% |