PRIDX vs. PRDGX
PRIDX (T. Rowe Price International Discovery Fund) and PRDGX (T. Rowe Price Dividend Growth Fund, Inc.) are both mutual funds - PRIDX is a Foreign Small & Mid Cap Equities fund managed by T. Rowe Price, while PRDGX is a Large Cap Blend Equities fund actively managed by T. Rowe Price. Over the past 10 years, PRIDX returned 8.91%/yr vs 12.86%/yr for PRDGX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. PRIDX charges 1.23%/yr vs 0.64%/yr for PRDGX.
Performance
PRIDX vs. PRDGX - Performance Comparison
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Returns By Period
In the year-to-date period, PRIDX achieves a 9.53% return, which is significantly lower than PRDGX's 11.24% return. Over the past 10 years, PRIDX has underperformed PRDGX with an annualized return of 8.91%, while PRDGX has yielded a comparatively higher 12.86% annualized return.
PRIDX
- 1D
- 2.40%
- 1M
- 0.62%
- 6M
- 3.95%
- YTD
- 9.53%
- 1Y
- 19.81%
- 3Y*
- 13.35%
- 5Y*
- 1.63%
- 10Y*
- 8.91%
- ALL TIME*
- 9.76%
PRDGX
- 1D
- 0.71%
- 1M
- 0.75%
- 6M
- 9.35%
- YTD
- 11.24%
- 1Y
- 19.63%
- 3Y*
- 14.49%
- 5Y*
- 9.95%
- 10Y*
- 12.86%
- ALL TIME*
- 10.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRIDX vs. PRDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 9.53% | 25.53% | 3.65% | 13.19% | -30.34% | 7.31% | 38.78% | 25.01% | -17.54% | 38.56% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 11.24% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 18.89% |
Correlation
The correlation between PRIDX and PRDGX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1992 | 0.55 |
The correlation between PRIDX and PRDGX shifts across timeframes, from 0.55 (all time) to 0.70 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PRIDX vs. PRDGX — Risk / Return Rank
PRIDX
PRDGX
PRIDX vs. PRDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRIDX | PRDGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.39 | -0.97 |
| Martin ratioReturn relative to average drawdown | 5.12 | 9.99 | -4.87 |
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Drawdowns
PRIDX vs. PRDGX - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -65.01%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PRIDX and PRDGX.
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Drawdown Indicators
| PRIDX | PRDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.01% | -49.79% | -15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -7.34% | -6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.86% | -14.15% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -19.31% | -24.55% |
Max Drawdown (10Y)Largest decline over 10 years | -43.86% | -33.18% | -10.68% |
Current DrawdownCurrent decline from peak | -0.94% | -0.53% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -5.39% | -10.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 1.76% | +1.98% |
Volatility
PRIDX vs. PRDGX - Volatility Comparison
T. Rowe Price International Discovery Fund (PRIDX) has a higher volatility of 5.29% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 2.40%. This indicates that PRIDX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIDX | PRDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 2.40% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 7.42% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 9.88% | +5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 14.03% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 15.82% | +0.73% |
PRIDX vs. PRDGX - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than PRDGX's 0.64% expense ratio.
Dividends
PRIDX vs. PRDGX - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 4.46%, less than PRDGX's 7.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 7.28% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
PRIDX T. Rowe Price International Discovery Fund | 4.46% | 4.88% | 4.03% | 2.05% | 3.18% | 15.35% | 4.30% | 1.48% | 6.20% | 3.11% | 1.81% | 5.00% |
Frequently Asked Questions
PRIDX and PRDGX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRIDX has higher volatility (5.29%) compared to PRDGX (2.40%). In terms of maximum drawdown, PRIDX dropped -65.01% vs PRDGX's -49.79%.
PRDGX currently has the higher Sharpe Ratio (1.78 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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