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.
Key characteristics
| PRIDX | VEU | |
|---|---|---|
| YTD Return | 9.65% | 11.73% |
| 1Y Return | 24.44% | 22.74% |
| 3Y Return (Ann) | -5.29% | 2.69% |
| 5Y Return (Ann) | 6.92% | 7.08% |
| 10Y Return (Ann) | 7.77% | 5.82% |
| Sharpe Ratio | 1.81 | 1.76 |
| Sortino Ratio | 2.58 | 2.50 |
| Omega Ratio | 1.32 | 1.31 |
| Calmar Ratio | 0.63 | 1.27 |
| Martin Ratio | 11.28 | 11.49 |
| Ulcer Index | 2.18% | 1.97% |
| Daily Std Dev | 13.63% | 12.85% |
| Max Drawdown | -64.93% | -61.52% |
| Current Drawdown | -20.56% | -3.03% |
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.
Performance
PRIDX vs. VEU - Performance Comparison
In the year-to-date period, PRIDX achieves a 9.65% return, which is significantly lower than VEU's 11.73% return. Over the past 10 years, PRIDX has outperformed VEU with an annualized return of 7.77%, while VEU has yielded a comparatively lower 5.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 1.87%, less than VEU's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 1.87% | 2.05% | 3.18% | 15.35% | 4.30% | 1.16% | 6.20% | 3.46% | 2.39% | 5.00% | 7.43% | 2.76% |
VEU Vanguard FTSE All-World ex-US ETF | 2.86% | 3.32% | 3.12% | 3.08% | 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 -64.93%, 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
T. Rowe Price International Discovery Fund (PRIDX) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 4.50% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.