PRIDX vs. FZILX
Compare and contrast key facts about T. Rowe Price International Discovery Fund (PRIDX) and Fidelity ZERO International Index Fund (FZILX).
PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988. FZILX is managed by Fidelity.
Performance
PRIDX vs. FZILX - Performance Comparison
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PRIDX vs. FZILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | -4.43% | 25.53% | 3.65% | 13.19% | -30.34% | 7.31% | 38.78% | 25.01% | -15.75% |
FZILX Fidelity ZERO International Index Fund | -0.81% | 33.52% | 5.32% | 16.28% | -15.96% | 8.19% | 11.06% | 21.69% | -9.38% |
Returns By Period
In the year-to-date period, PRIDX achieves a -4.43% return, which is significantly lower than FZILX's -0.81% return.
PRIDX
- 1D
- -0.19%
- 1M
- -13.38%
- YTD
- -4.43%
- 6M
- -1.16%
- 1Y
- 18.14%
- 3Y*
- 9.98%
- 5Y*
- 0.32%
- 10Y*
- 7.92%
FZILX
- 1D
- -0.14%
- 1M
- -11.08%
- YTD
- -0.81%
- 6M
- 3.98%
- 1Y
- 24.73%
- 3Y*
- 14.86%
- 5Y*
- 7.32%
- 10Y*
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PRIDX vs. FZILX - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than FZILX's 0.00% expense ratio.
Return for Risk
PRIDX vs. FZILX — Risk / Return Rank
PRIDX
FZILX
PRIDX vs. FZILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and Fidelity ZERO International Index Fund (FZILX). 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.
| PRIDX | FZILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.47 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.98 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.97 | -0.84 |
Martin ratioReturn relative to average drawdown | 4.48 | 7.73 | -3.25 |
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
| PRIDX | FZILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.47 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.48 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.47 | +0.15 |
Correlation
The correlation between PRIDX and FZILX is 0.91, 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.
Dividends
PRIDX vs. FZILX - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 5.11%, more than FZILX's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 5.11% | 4.88% | 4.03% | 2.05% | 3.18% | 15.35% | 4.30% | 1.48% | 6.20% | 3.11% | 1.81% | 5.00% |
FZILX Fidelity ZERO International Index Fund | 2.70% | 2.67% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.37% | 0.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRIDX vs. FZILX - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -65.01%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for PRIDX and FZILX.
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Drawdown Indicators
| PRIDX | FZILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.01% | -34.37% | -30.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -11.24% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -29.87% | -13.99% |
Max Drawdown (10Y)Largest decline over 10 years | -43.86% | — | — |
Current DrawdownCurrent decline from peak | -13.38% | -11.24% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -16.42% | -6.80% | -9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.86% | +0.54% |
Volatility
PRIDX vs. FZILX - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 6.17%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 7.19%. This indicates that PRIDX experiences smaller price fluctuations and is considered to be less risky than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIDX | FZILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 7.19% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 10.87% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 16.21% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 15.27% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 17.27% | -0.77% |