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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIDX or VEU.
Performance
PRIDX vs. VEU - Performance Comparison
Returns By Period
In the year-to-date period, PRIDX achieves a 3.94% return, which is significantly lower than VEU's 7.08% return. Over the past 10 years, PRIDX has underperformed VEU with an annualized return of 2.10%, while VEU has yielded a comparatively higher 4.82% annualized return.
PRIDX
3.94%
-3.14%
-2.57%
10.93%
0.57%
2.10%
VEU
7.08%
-2.58%
0.07%
12.95%
5.62%
4.82%
Key characteristics
| PRIDX | VEU | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.03 |
| Sortino Ratio | 1.25 | 1.49 |
| Omega Ratio | 1.15 | 1.18 |
| Calmar Ratio | 0.25 | 1.25 |
| Martin Ratio | 3.83 | 4.97 |
| Ulcer Index | 2.85% | 2.61% |
| Daily Std Dev | 12.80% | 12.61% |
| Max Drawdown | -71.20% | -61.52% |
| Current Drawdown | -37.44% | -7.07% |
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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.
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.
Risk-Adjusted Performance
PRIDX vs. VEU - Risk-Adjusted Performance 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.
Dividends
PRIDX vs. VEU - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 1.21%, less than VEU's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 1.21% | 1.25% | 0.00% | 0.00% | 0.08% | 0.83% | 0.58% | 0.35% | 0.58% | 0.69% | 0.87% | 1.11% |
VEU Vanguard FTSE All-World ex-US ETF | 2.98% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
PRIDX vs. VEU - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -71.20%, 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. For additional features, visit the drawdowns tool.
Volatility
PRIDX vs. VEU - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 3.15%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.76%. 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.