PRIDX vs. HSCZ
Compare and contrast key facts about T. Rowe Price International Discovery Fund (PRIDX) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ).
PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988. HSCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small-Cap 100% Hedged to USD Index. It was launched on Jun 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIDX or HSCZ.
Key characteristics
| PRIDX | HSCZ | |
|---|---|---|
| YTD Return | 9.35% | 12.34% |
| 1Y Return | 24.28% | 22.64% |
| 3Y Return (Ann) | -5.38% | 5.20% |
| 5Y Return (Ann) | 6.77% | 9.34% |
| Sharpe Ratio | 1.83 | 1.89 |
| Sortino Ratio | 2.62 | 2.54 |
| Omega Ratio | 1.33 | 1.35 |
| Calmar Ratio | 0.64 | 2.12 |
| Martin Ratio | 11.50 | 11.54 |
| Ulcer Index | 2.17% | 1.99% |
| Daily Std Dev | 13.64% | 12.14% |
| Max Drawdown | -64.93% | -34.89% |
| Current Drawdown | -20.78% | -1.34% |
Correlation
The correlation between PRIDX and HSCZ is 0.76, 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.
Performance
PRIDX vs. HSCZ - Performance Comparison
In the year-to-date period, PRIDX achieves a 9.35% return, which is significantly lower than HSCZ's 12.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRIDX vs. HSCZ - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than HSCZ's 0.43% expense ratio.
Risk-Adjusted Performance
PRIDX vs. HSCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). 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.
Dividends
PRIDX vs. HSCZ - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 1.87%, less than HSCZ's 2.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 1.87% | 2.05% | 3.18% | 15.35% | 4.30% | 1.16% | 6.20% | 3.46% | 2.39% | 5.00% | 7.43% | 2.76% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.52% | 2.98% | 26.91% | 2.90% | 1.46% | 4.51% | 6.15% | 2.52% | 2.57% | 1.75% | 0.00% | 0.00% |
Drawdowns
PRIDX vs. HSCZ - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -64.93%, which is greater than HSCZ's maximum drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for PRIDX and HSCZ. For additional features, visit the drawdowns tool.
Volatility
PRIDX vs. HSCZ - Volatility Comparison
T. Rowe Price International Discovery Fund (PRIDX) has a higher volatility of 4.50% compared to iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) at 3.94%. This indicates that PRIDX's price experiences larger fluctuations and is considered to be riskier than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.