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PRIDX vs. HSCZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRIDX and HSCZ is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PRIDX vs. HSCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Discovery Fund (PRIDX) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
22.54%
116.27%
PRIDX
HSCZ

Key characteristics

Sharpe Ratio

PRIDX:

0.24

HSCZ:

0.45

Sortino Ratio

PRIDX:

0.44

HSCZ:

0.72

Omega Ratio

PRIDX:

1.06

HSCZ:

1.10

Calmar Ratio

PRIDX:

0.09

HSCZ:

0.56

Martin Ratio

PRIDX:

0.65

HSCZ:

2.42

Ulcer Index

PRIDX:

6.05%

HSCZ:

2.95%

Daily Std Dev

PRIDX:

16.09%

HSCZ:

15.74%

Max Drawdown

PRIDX:

-71.20%

HSCZ:

-34.89%

Current Drawdown

PRIDX:

-36.25%

HSCZ:

-3.13%

Returns By Period

In the year-to-date period, PRIDX achieves a 3.85% return, which is significantly higher than HSCZ's 0.66% return.


PRIDX

YTD

3.85%

1M

-0.24%

6M

-1.18%

1Y

3.61%

5Y*

2.34%

10Y*

2.02%

HSCZ

YTD

0.66%

1M

-2.19%

6M

2.68%

1Y

6.63%

5Y*

12.95%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for PRIDX: current value is 1.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRIDX: 1.23%
Expense ratio chart for HSCZ: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HSCZ: 0.43%

Risk-Adjusted Performance

PRIDX vs. HSCZ — Risk-Adjusted Performance Rank

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

PRIDX
The Risk-Adjusted Performance Rank of PRIDX is 3535
Overall Rank
The Sharpe Ratio Rank of PRIDX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PRIDX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PRIDX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of PRIDX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of PRIDX is 3535
Martin Ratio Rank

HSCZ
The Risk-Adjusted Performance Rank of HSCZ is 5959
Overall Rank
The Sharpe Ratio Rank of HSCZ is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of HSCZ is 5454
Sortino Ratio Rank
The Omega Ratio Rank of HSCZ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of HSCZ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of HSCZ is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PRIDX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.00
PRIDX: 0.24
HSCZ: 0.45
The chart of Sortino ratio for PRIDX, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.00
PRIDX: 0.44
HSCZ: 0.72
The chart of Omega ratio for PRIDX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
PRIDX: 1.06
HSCZ: 1.10
The chart of Calmar ratio for PRIDX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.00
PRIDX: 0.09
HSCZ: 0.56
The chart of Martin ratio for PRIDX, currently valued at 0.65, compared to the broader market0.0010.0020.0030.0040.0050.00
PRIDX: 0.65
HSCZ: 2.42

The current PRIDX Sharpe Ratio is 0.24, which is lower than the HSCZ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PRIDX and HSCZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.24
0.45
PRIDX
HSCZ

Dividends

PRIDX vs. HSCZ - Dividend Comparison

PRIDX's dividend yield for the trailing twelve months is around 2.26%, less than HSCZ's 3.24% yield.


TTM20242023202220212020201920182017201620152014
PRIDX
T. Rowe Price International Discovery Fund
2.26%2.35%1.25%0.00%0.00%0.08%0.83%0.58%0.35%0.58%0.69%0.87%
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
3.24%3.26%2.98%26.91%2.90%1.46%4.51%6.15%2.52%2.57%1.75%0.00%

Drawdowns

PRIDX vs. HSCZ - Drawdown Comparison

The maximum PRIDX drawdown since its inception was -71.20%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.25%
-3.13%
PRIDX
HSCZ

Volatility

PRIDX vs. HSCZ - Volatility Comparison

The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 9.54%, while iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) has a volatility of 10.48%. This indicates that PRIDX experiences smaller price fluctuations and is considered to be less risky than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.54%
10.48%
PRIDX
HSCZ