PRIDX vs. VSGX
Compare and contrast key facts about T. Rowe Price International Discovery Fund (PRIDX) and Vanguard ESG International Stock ETF (VSGX).
PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIDX or VSGX.
Key characteristics
| PRIDX | VSGX | |
|---|---|---|
| YTD Return | 9.65% | 11.59% |
| 1Y Return | 24.44% | 23.55% |
| 3Y Return (Ann) | -5.29% | 1.31% |
| 5Y Return (Ann) | 6.92% | 6.39% |
| Sharpe Ratio | 1.81 | 1.73 |
| Sortino Ratio | 2.58 | 2.47 |
| Omega Ratio | 1.32 | 1.31 |
| Calmar Ratio | 0.63 | 1.04 |
| Martin Ratio | 11.28 | 11.68 |
| Ulcer Index | 2.18% | 1.99% |
| Daily Std Dev | 13.63% | 13.47% |
| Max Drawdown | -64.93% | -33.10% |
| Current Drawdown | -20.56% | -3.02% |
Correlation
The correlation between PRIDX and VSGX is 0.91, 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. VSGX - Performance Comparison
In the year-to-date period, PRIDX achieves a 9.65% return, which is significantly lower than VSGX's 11.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRIDX vs. VSGX - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than VSGX's 0.12% expense ratio.
Risk-Adjusted Performance
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.
Dividends
PRIDX vs. VSGX - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 1.87%, less than VSGX's 2.99% 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% |
VSGX Vanguard ESG International Stock ETF | 2.99% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRIDX vs. VSGX - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -64.93%, 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.
Volatility
PRIDX vs. VSGX - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 4.50%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 4.85%. 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.