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PRIDX vs. GWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIDX vs. GWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Discovery Fund (PRIDX) and SPDR S&P International Small Cap ETF (GWX). The values are adjusted to include any dividend payments, if applicable.

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PRIDX vs. GWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRIDX
T. Rowe Price International Discovery Fund
-1.36%25.53%3.65%13.19%-30.34%7.31%38.78%25.01%-17.54%38.56%
GWX
SPDR S&P International Small Cap ETF
5.41%35.89%0.21%10.94%-19.98%9.66%13.41%18.18%-18.97%28.88%

Returns By Period

In the year-to-date period, PRIDX achieves a -1.36% return, which is significantly lower than GWX's 5.41% return. Over the past 10 years, PRIDX has outperformed GWX with an annualized return of 8.27%, while GWX has yielded a comparatively lower 7.61% annualized return.


PRIDX

1D
3.22%
1M
-9.42%
YTD
-1.36%
6M
2.04%
1Y
21.46%
3Y*
11.15%
5Y*
0.60%
10Y*
8.27%

GWX

1D
1.99%
1M
-5.90%
YTD
5.41%
6M
8.61%
1Y
38.66%
3Y*
14.78%
5Y*
5.52%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIDX vs. GWX - Expense Ratio Comparison

PRIDX has a 1.23% expense ratio, which is higher than GWX's 0.40% expense ratio.


Return for Risk

PRIDX vs. GWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRIDX
PRIDX Risk / Return Rank: 6868
Overall Rank
PRIDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRIDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PRIDX Omega Ratio Rank: 7171
Omega Ratio Rank
PRIDX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PRIDX Martin Ratio Rank: 5959
Martin Ratio Rank

GWX
GWX Risk / Return Rank: 9292
Overall Rank
GWX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GWX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GWX Omega Ratio Rank: 9393
Omega Ratio Rank
GWX Calmar Ratio Rank: 9090
Calmar Ratio Rank
GWX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRIDX vs. GWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and SPDR S&P International Small Cap ETF (GWX). 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.


PRIDXGWXDifference

Sharpe ratio

Return per unit of total volatility

1.42

2.30

-0.89

Sortino ratio

Return per unit of downside risk

1.88

3.02

-1.14

Omega ratio

Gain probability vs. loss probability

1.28

1.44

-0.17

Calmar ratio

Return relative to maximum drawdown

1.51

3.26

-1.75

Martin ratio

Return relative to average drawdown

5.92

13.14

-7.21

PRIDX vs. GWX - Sharpe Ratio Comparison

The current PRIDX Sharpe Ratio is 1.42, which is lower than the GWX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of PRIDX and GWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRIDXGWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.30

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.33

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.44

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.22

+0.41

Correlation

The correlation between PRIDX and GWX is 0.88, 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. GWX - Dividend Comparison

PRIDX's dividend yield for the trailing twelve months is around 4.95%, more than GWX's 2.69% yield.


TTM20252024202320222021202020192018201720162015
PRIDX
T. Rowe Price International Discovery Fund
4.95%4.88%4.03%2.05%3.18%15.35%4.30%1.48%6.20%3.11%1.81%5.00%
GWX
SPDR S&P International Small Cap ETF
2.69%2.83%2.71%2.64%2.71%2.75%1.74%3.41%2.94%5.18%4.21%2.67%

Drawdowns

PRIDX vs. GWX - Drawdown Comparison

The maximum PRIDX drawdown since its inception was -65.01%, roughly equal to the maximum GWX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for PRIDX and GWX.


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Drawdown Indicators


PRIDXGWXDifference

Max Drawdown

Largest peak-to-trough decline

-65.01%

-63.25%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-11.91%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-34.58%

-9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.86%

-45.27%

+1.41%

Current Drawdown

Current decline from peak

-10.59%

-7.24%

-3.35%

Average Drawdown

Average peak-to-trough decline

-16.42%

-14.85%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.96%

+0.49%

Volatility

PRIDX vs. GWX - Volatility Comparison

T. Rowe Price International Discovery Fund (PRIDX) and SPDR S&P International Small Cap ETF (GWX) have volatilities of 7.23% and 7.43%, 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


PRIDXGWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

7.43%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

11.83%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

16.86%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

16.56%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

17.25%

-0.72%