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PRIDX vs. VSS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIDX vs. VSS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Discovery Fund (PRIDX) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). The values are adjusted to include any dividend payments, if applicable.

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PRIDX vs. VSS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRIDX
T. Rowe Price International Discovery Fund
-1.36%25.53%3.65%13.19%-30.34%7.31%38.78%25.01%-17.54%38.56%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.27%29.61%2.94%15.52%-21.48%13.05%11.81%21.36%-18.48%30.61%

Returns By Period

In the year-to-date period, PRIDX achieves a -1.36% return, which is significantly lower than VSS's 3.27% return. Over the past 10 years, PRIDX has outperformed VSS with an annualized return of 8.27%, while VSS has yielded a comparatively lower 7.80% annualized return.


PRIDX

1D
3.22%
1M
-9.42%
YTD
-1.36%
6M
2.04%
1Y
21.46%
3Y*
11.15%
5Y*
0.60%
10Y*
8.27%

VSS

1D
1.52%
1M
-6.14%
YTD
3.27%
6M
5.96%
1Y
32.12%
3Y*
14.42%
5Y*
5.70%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIDX vs. VSS - Expense Ratio Comparison

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


Return for Risk

PRIDX vs. VSS — Risk / Return Rank

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

PRIDX
PRIDX Risk / Return Rank: 6868
Overall Rank
PRIDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRIDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PRIDX Omega Ratio Rank: 7171
Omega Ratio Rank
PRIDX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PRIDX Martin Ratio Rank: 5959
Martin Ratio Rank

VSS
VSS Risk / Return Rank: 8989
Overall Rank
VSS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VSS Sortino Ratio Rank: 9090
Sortino Ratio Rank
VSS Omega Ratio Rank: 9191
Omega Ratio Rank
VSS Calmar Ratio Rank: 8787
Calmar Ratio Rank
VSS Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRIDX vs. VSS - Risk-Adjusted Trends 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 Small-Cap ETF (VSS). 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.


PRIDXVSSDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.97

-0.55

Sortino ratio

Return per unit of downside risk

1.88

2.61

-0.73

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

1.51

2.80

-1.29

Martin ratio

Return relative to average drawdown

5.92

10.97

-5.04

PRIDX vs. VSS - Sharpe Ratio Comparison

The current PRIDX Sharpe Ratio is 1.42, which is comparable to the VSS Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of PRIDX and VSS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRIDXVSSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.97

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.35

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.46

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.53

+0.10

Correlation

The correlation between PRIDX and VSS 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.


Dividends

PRIDX vs. VSS - Dividend Comparison

PRIDX's dividend yield for the trailing twelve months is around 4.95%, more than VSS's 3.28% yield.


TTM20252024202320222021202020192018201720162015
PRIDX
T. Rowe Price International Discovery Fund
4.95%4.88%4.03%2.05%3.18%15.35%4.30%1.48%6.20%3.11%1.81%5.00%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.28%3.39%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%

Drawdowns

PRIDX vs. VSS - Drawdown Comparison

The maximum PRIDX drawdown since its inception was -65.01%, which is greater than VSS's maximum drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for PRIDX and VSS.


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Drawdown Indicators


PRIDXVSSDifference

Max Drawdown

Largest peak-to-trough decline

-65.01%

-43.51%

-21.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-11.62%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-33.93%

-9.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.86%

-43.51%

-0.35%

Current Drawdown

Current decline from peak

-10.59%

-7.52%

-3.07%

Average Drawdown

Average peak-to-trough decline

-16.42%

-9.72%

-6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.97%

+0.48%

Volatility

PRIDX vs. VSS - Volatility Comparison

T. Rowe Price International Discovery Fund (PRIDX) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) have volatilities of 7.23% and 7.00%, 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.


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Volatility by Period


PRIDXVSSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

7.00%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

11.10%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

16.40%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

16.26%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

17.17%

-0.64%