PRIDX vs. VBR
PRIDX (T. Rowe Price International Discovery Fund) and VBR (Vanguard Small-Cap Value ETF) are both funds - PRIDX is a Foreign Small & Mid Cap Equities fund managed by T. Rowe Price, while VBR is a Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 10 years, PRIDX returned 9.52%/yr vs 11.01%/yr for VBR. A 0.65 correlation means they provide meaningful diversification when combined. PRIDX charges 1.23%/yr vs 0.05%/yr for VBR.
Performance
PRIDX vs. VBR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRIDX achieves a 8.65% return, which is significantly lower than VBR's 13.29% return. Over the past 10 years, PRIDX has underperformed VBR with an annualized return of 9.52%, while VBR has yielded a comparatively higher 11.01% annualized return.
PRIDX
- 1D
- -0.28%
- 1M
- 0.54%
- YTD
- 8.65%
- 6M
- 8.62%
- 1Y
- 21.77%
- 3Y*
- 15.06%
- 5Y*
- 1.77%
- 10Y*
- 9.52%
VBR
- 1D
- -0.11%
- 1M
- 2.54%
- YTD
- 13.29%
- 6M
- 11.72%
- 1Y
- 26.18%
- 3Y*
- 16.90%
- 5Y*
- 8.59%
- 10Y*
- 11.01%
PRIDX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 8.65% | 25.53% | 3.65% | 13.19% | -30.34% | 7.31% | 38.78% | 25.01% | -17.54% | 38.56% |
VBR Vanguard Small-Cap Value ETF | 13.29% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Correlation
The correlation between PRIDX and VBR is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.65 |
The correlation between PRIDX and VBR has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRIDX vs. VBR — Risk / Return Rank
PRIDX
VBR
PRIDX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and Vanguard Small-Cap Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.97 | -1.28 |
| Martin ratioReturn relative to average drawdown | 6.18 | 10.49 | -4.31 |
Loading charts...
Drawdowns
PRIDX vs. VBR - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -65.01%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for PRIDX and VBR.
Loading charts...
Drawdown Indicators
| PRIDX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.01% | -61.98% | -3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -8.85% | -4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.86% | -24.19% | +8.33% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -24.19% | -19.67% |
Max Drawdown (10Y)Largest decline over 10 years | -43.86% | -45.28% | +1.42% |
Current DrawdownCurrent decline from peak | -1.52% | -1.14% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -16.34% | -8.25% | -8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 2.50% | +1.19% |
Volatility
PRIDX vs. VBR - Volatility Comparison
T. Rowe Price International Discovery Fund (PRIDX) has a higher volatility of 5.20% compared to Vanguard Small-Cap Value ETF (VBR) at 3.98%. This indicates that PRIDX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRIDX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 3.98% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 10.66% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 15.30% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 19.73% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 21.71% | -5.06% |
PRIDX vs. VBR - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than VBR's 0.05% expense ratio.
Dividends
PRIDX vs. VBR - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 4.50%, more than VBR's 1.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 4.50% | 4.88% | 4.03% | 2.05% | 3.18% | 15.35% | 4.30% | 1.48% | 6.20% | 3.11% | 1.81% | 5.00% |
VBR Vanguard Small-Cap Value ETF | 1.73% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
PRIDX and VBR have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRIDX has higher volatility (5.20%) compared to VBR (3.98%). In terms of maximum drawdown, PRIDX dropped -65.01% vs VBR's -61.98%.
VBR currently has the higher Sharpe Ratio (1.72 vs 1.55), 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.
Find the right allocation for PRIDX and VBR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer