PRIDX vs. VEU
Compare and contrast key facts about T. Rowe Price International Discovery Fund (PRIDX) and Vanguard FTSE All-World ex-US ETF (VEU).
PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
PRIDX vs. VEU - Performance Comparison
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PRIDX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, PRIDX achieves a -1.36% return, which is significantly lower than VEU's 3.60% return. Over the past 10 years, PRIDX has underperformed VEU with an annualized return of 8.27%, while VEU has yielded a comparatively higher 9.16% 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%
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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PRIDX vs. VEU - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
PRIDX vs. VEU — Risk / Return Rank
PRIDX
VEU
PRIDX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| PRIDX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.69 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.32 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.57 | -1.06 |
Martin ratioReturn relative to average drawdown | 5.92 | 9.83 | -3.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRIDX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.69 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.49 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.54 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.23 | +0.40 |
Correlation
The correlation between PRIDX and VEU is 0.88, 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.
Dividends
PRIDX vs. VEU - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 4.95%, more than VEU's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
PRIDX vs. VEU - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -65.01%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for PRIDX and VEU.
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Drawdown Indicators
| PRIDX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.01% | -61.52% | -3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -11.43% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -29.31% | -14.55% |
Max Drawdown (10Y)Largest decline over 10 years | -43.86% | -34.98% | -8.88% |
Current DrawdownCurrent decline from peak | -10.59% | -7.36% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -16.42% | -13.23% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.99% | +0.46% |
Volatility
PRIDX vs. VEU - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 7.23%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 7.65%. This indicates that PRIDX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIDX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 7.65% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 11.61% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 17.25% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 15.83% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 17.13% | -0.60% |