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

Correlation

The correlation between PRIDX and VBR is 0.65, 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.


-0.50.00.51.00.6

Performance

PRIDX vs. VBR - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-3.93%
10.52%
PRIDX
VBR

Key characteristics

Sharpe Ratio

PRIDX:

0.09

VBR:

0.81

Sortino Ratio

PRIDX:

0.21

VBR:

1.22

Omega Ratio

PRIDX:

1.03

VBR:

1.15

Calmar Ratio

PRIDX:

0.03

VBR:

1.45

Martin Ratio

PRIDX:

0.33

VBR:

4.08

Ulcer Index

PRIDX:

3.78%

VBR:

3.23%

Daily Std Dev

PRIDX:

13.43%

VBR:

16.40%

Max Drawdown

PRIDX:

-71.20%

VBR:

-62.01%

Current Drawdown

PRIDX:

-39.91%

VBR:

-8.04%

Returns By Period

In the year-to-date period, PRIDX achieves a -0.17% return, which is significantly lower than VBR's 12.72% return. Over the past 10 years, PRIDX has underperformed VBR with an annualized return of 2.41%, while VBR has yielded a comparatively higher 8.64% annualized return.


PRIDX

YTD

-0.17%

1M

-3.96%

6M

-3.93%

1Y

1.26%

5Y*

-1.27%

10Y*

2.41%

VBR

YTD

12.72%

1M

-6.63%

6M

9.33%

1Y

12.49%

5Y*

10.00%

10Y*

8.64%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRIDX vs. VBR - Expense Ratio Comparison

PRIDX has a 1.23% expense ratio, which is higher than VBR's 0.07% expense ratio.


PRIDX
T. Rowe Price International Discovery Fund
Expense ratio chart for PRIDX: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

PRIDX vs. VBR - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PRIDX, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.000.090.76
The chart of Sortino ratio for PRIDX, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.000.211.17
The chart of Omega ratio for PRIDX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.14
The chart of Calmar ratio for PRIDX, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.0014.000.031.37
The chart of Martin ratio for PRIDX, currently valued at 0.33, compared to the broader market0.0020.0040.0060.000.333.82
PRIDX
VBR

The current PRIDX Sharpe Ratio is 0.09, which is lower than the VBR Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of PRIDX and VBR, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.09
0.76
PRIDX
VBR

Dividends

PRIDX vs. VBR - Dividend Comparison

PRIDX has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 1.97%.


TTM20232022202120202019201820172016201520142013
PRIDX
T. Rowe Price International Discovery Fund
0.00%1.25%0.00%0.00%0.08%0.83%0.58%0.35%0.58%0.69%0.87%1.11%
VBR
Vanguard Small-Cap Value ETF
1.97%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

PRIDX vs. VBR - Drawdown Comparison

The maximum PRIDX drawdown since its inception was -71.20%, which is greater than VBR's maximum drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for PRIDX and VBR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.91%
-8.04%
PRIDX
VBR

Volatility

PRIDX vs. VBR - Volatility Comparison

T. Rowe Price International Discovery Fund (PRIDX) has a higher volatility of 5.46% compared to Vanguard Small-Cap Value ETF (VBR) at 4.63%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.46%
4.63%
PRIDX
VBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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