PRIDX vs. VEU

In the year-to-date period, PRIDX achieves a 9.71% return, which is significantly lower than VEU's 12.94% return. Over the past 10 years, PRIDX has underperformed VEU with an annualized return of 2.35%, while VEU has yielded a comparatively higher 5.36% annualized return.

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

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.

The current PRIDX Sharpe Ratio is 0.28, which is lower than the VEU Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PRIDX and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRIDX's dividend yield for the trailing twelve months is around 2.14%, less than VEU's 2.84% yield.

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.

The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 2.61%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.18%. 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.