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PRIDX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIDX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Discovery Fund (PRIDX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

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PRIDX vs. TRLGX - 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%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-11.46%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%

Returns By Period

In the year-to-date period, PRIDX achieves a -1.36% return, which is significantly higher than TRLGX's -11.46% return. Over the past 10 years, PRIDX has underperformed TRLGX with an annualized return of 8.27%, while TRLGX has yielded a comparatively higher 16.72% 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%

TRLGX

1D
3.95%
1M
-5.81%
YTD
-11.46%
6M
-10.30%
1Y
12.15%
3Y*
22.38%
5Y*
9.59%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIDX vs. TRLGX - Expense Ratio Comparison

PRIDX has a 1.23% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Return for Risk

PRIDX vs. TRLGX — 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

TRLGX
TRLGX Risk / Return Rank: 2121
Overall Rank
TRLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1717
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. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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.


PRIDXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.59

+0.83

Sortino ratio

Return per unit of downside risk

1.88

1.02

+0.86

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.14

Calmar ratio

Return relative to maximum drawdown

1.51

0.55

+0.97

Martin ratio

Return relative to average drawdown

5.92

1.83

+4.10

PRIDX vs. TRLGX - Sharpe Ratio Comparison

The current PRIDX Sharpe Ratio is 1.42, which is higher than the TRLGX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PRIDX and TRLGX, 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


PRIDXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.59

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.43

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.55

+0.08

Correlation

The correlation between PRIDX and TRLGX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRIDX vs. TRLGX - Dividend Comparison

PRIDX's dividend yield for the trailing twelve months is around 4.95%, less than TRLGX's 15.46% 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%
TRLGX
T. Rowe Price Large-Cap Growth Fund
15.46%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

PRIDX vs. TRLGX - Drawdown Comparison

The maximum PRIDX drawdown since its inception was -65.01%, which is greater than TRLGX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PRIDX and TRLGX.


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Drawdown Indicators


PRIDXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-65.01%

-55.56%

-9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-18.18%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-40.44%

-3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-43.86%

-40.44%

-3.42%

Current Drawdown

Current decline from peak

-10.59%

-14.94%

+4.35%

Average Drawdown

Average peak-to-trough decline

-16.42%

-8.71%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

5.43%

-1.98%

Volatility

PRIDX vs. TRLGX - Volatility Comparison

T. Rowe Price International Discovery Fund (PRIDX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 7.23% and 7.19%, 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


PRIDXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

7.19%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

12.51%

-1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

22.17%

-6.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

22.41%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

21.73%

-5.20%