PRIDX vs. VOO
Compare and contrast key facts about T. Rowe Price International Discovery Fund (PRIDX) and Vanguard S&P 500 ETF (VOO).
PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIDX or VOO.
Performance
PRIDX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PRIDX achieves a 3.60% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, PRIDX has underperformed VOO with an annualized return of 2.09%, while VOO has yielded a comparatively higher 13.18% annualized return.
PRIDX
3.60%
-4.42%
-2.19%
10.58%
0.51%
2.09%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| PRIDX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.70 |
| Sortino Ratio | 1.25 | 3.60 |
| Omega Ratio | 1.15 | 1.50 |
| Calmar Ratio | 0.25 | 3.90 |
| Martin Ratio | 3.89 | 17.65 |
| Ulcer Index | 2.81% | 1.86% |
| Daily Std Dev | 12.80% | 12.19% |
| Max Drawdown | -71.20% | -33.99% |
| Current Drawdown | -37.64% | -0.86% |
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PRIDX vs. VOO - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PRIDX and VOO is 0.74, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 1.21%, less than VOO's 1.24% 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PRIDX vs. VOO - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -71.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRIDX and VOO. For additional features, visit the drawdowns tool.
Volatility
PRIDX vs. VOO - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 3.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that PRIDX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.