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PRIDX vs. VSGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRIDX and VSGX is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

PRIDX vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Discovery Fund (PRIDX) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
-2.51%
38.58%
PRIDX
VSGX

Key characteristics

Sharpe Ratio

PRIDX:

0.29

VSGX:

0.71

Sortino Ratio

PRIDX:

0.50

VSGX:

1.08

Omega Ratio

PRIDX:

1.07

VSGX:

1.15

Calmar Ratio

PRIDX:

0.11

VSGX:

0.86

Martin Ratio

PRIDX:

0.77

VSGX:

2.74

Ulcer Index

PRIDX:

6.06%

VSGX:

4.35%

Daily Std Dev

PRIDX:

16.10%

VSGX:

16.93%

Max Drawdown

PRIDX:

-71.20%

VSGX:

-33.10%

Current Drawdown

PRIDX:

-35.87%

VSGX:

-1.51%

Returns By Period

In the year-to-date period, PRIDX achieves a 4.47% return, which is significantly lower than VSGX's 7.19% return.


PRIDX

YTD

4.47%

1M

1.61%

6M

-1.00%

1Y

4.23%

5Y*

1.83%

10Y*

2.13%

VSGX

YTD

7.19%

1M

1.92%

6M

2.56%

1Y

11.32%

5Y*

8.91%

10Y*

N/A

*Annualized

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PRIDX vs. VSGX - Expense Ratio Comparison

PRIDX has a 1.23% expense ratio, which is higher than VSGX's 0.12% expense ratio.


Expense ratio chart for PRIDX: current value is 1.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRIDX: 1.23%
Expense ratio chart for VSGX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSGX: 0.12%

Risk-Adjusted Performance

PRIDX vs. VSGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRIDX
The Risk-Adjusted Performance Rank of PRIDX is 3838
Overall Rank
The Sharpe Ratio Rank of PRIDX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of PRIDX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of PRIDX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PRIDX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of PRIDX is 3838
Martin Ratio Rank

VSGX
The Risk-Adjusted Performance Rank of VSGX is 7272
Overall Rank
The Sharpe Ratio Rank of VSGX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRIDX vs. VSGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and Vanguard ESG International Stock ETF (VSGX). 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 chart of Sharpe ratio for PRIDX, currently valued at 0.29, compared to the broader market-1.000.001.002.003.00
PRIDX: 0.29
VSGX: 0.71
The chart of Sortino ratio for PRIDX, currently valued at 0.50, compared to the broader market-2.000.002.004.006.008.00
PRIDX: 0.50
VSGX: 1.08
The chart of Omega ratio for PRIDX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
PRIDX: 1.07
VSGX: 1.15
The chart of Calmar ratio for PRIDX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
PRIDX: 0.11
VSGX: 0.86
The chart of Martin ratio for PRIDX, currently valued at 0.77, compared to the broader market0.0010.0020.0030.0040.00
PRIDX: 0.77
VSGX: 2.74

The current PRIDX Sharpe Ratio is 0.29, which is lower than the VSGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PRIDX and VSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.29
0.71
PRIDX
VSGX

Dividends

PRIDX vs. VSGX - Dividend Comparison

PRIDX's dividend yield for the trailing twelve months is around 2.25%, less than VSGX's 3.04% yield.


TTM20242023202220212020201920182017201620152014
PRIDX
T. Rowe Price International Discovery Fund
2.25%2.35%1.25%0.00%0.00%0.08%0.83%0.58%0.35%0.58%0.69%0.87%
VSGX
Vanguard ESG International Stock ETF
3.04%3.10%2.77%2.61%2.50%1.67%2.28%0.38%0.00%0.00%0.00%0.00%

Drawdowns

PRIDX vs. VSGX - Drawdown Comparison

The maximum PRIDX drawdown since its inception was -71.20%, which is greater than VSGX's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for PRIDX and VSGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.87%
-1.51%
PRIDX
VSGX

Volatility

PRIDX vs. VSGX - Volatility Comparison

The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 9.54%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 10.68%. This indicates that PRIDX experiences smaller price fluctuations and is considered to be less risky than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.54%
10.68%
PRIDX
VSGX