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PRIDX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PRIDX and ^SP500TR is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

PRIDX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Discovery Fund (PRIDX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
656.91%
3,539.72%
PRIDX
^SP500TR

Key characteristics

Sharpe Ratio

PRIDX:

0.24

^SP500TR:

0.54

Sortino Ratio

PRIDX:

0.44

^SP500TR:

0.88

Omega Ratio

PRIDX:

1.06

^SP500TR:

1.13

Calmar Ratio

PRIDX:

0.09

^SP500TR:

0.56

Martin Ratio

PRIDX:

0.65

^SP500TR:

2.30

Ulcer Index

PRIDX:

6.05%

^SP500TR:

4.55%

Daily Std Dev

PRIDX:

16.09%

^SP500TR:

19.44%

Max Drawdown

PRIDX:

-71.20%

^SP500TR:

-55.25%

Current Drawdown

PRIDX:

-36.25%

^SP500TR:

-9.86%

Returns By Period

In the year-to-date period, PRIDX achieves a 3.85% return, which is significantly higher than ^SP500TR's -5.68% return. Over the past 10 years, PRIDX has underperformed ^SP500TR with an annualized return of 2.02%, while ^SP500TR has yielded a comparatively higher 12.15% annualized return.


PRIDX

YTD

3.85%

1M

-0.24%

6M

-1.18%

1Y

3.61%

5Y*

2.34%

10Y*

2.02%

^SP500TR

YTD

-5.68%

1M

-2.87%

6M

-4.24%

1Y

9.81%

5Y*

15.75%

10Y*

12.15%

*Annualized

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Risk-Adjusted Performance

PRIDX vs. ^SP500TR — 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 3535
Overall Rank
The Sharpe Ratio Rank of PRIDX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PRIDX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PRIDX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of PRIDX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of PRIDX is 3535
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7777
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8181
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. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and S&P 500 Total Return (^SP500TR). 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 0.24, compared to the broader market-1.000.001.002.003.00
PRIDX: 0.24
^SP500TR: 0.54
The chart of Sortino ratio for PRIDX, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.00
PRIDX: 0.44
^SP500TR: 0.88
The chart of Omega ratio for PRIDX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
PRIDX: 1.06
^SP500TR: 1.13
The chart of Calmar ratio for PRIDX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.00
PRIDX: 0.09
^SP500TR: 0.56
The chart of Martin ratio for PRIDX, currently valued at 0.65, compared to the broader market0.0010.0020.0030.0040.0050.00
PRIDX: 0.65
^SP500TR: 2.30

The current PRIDX Sharpe Ratio is 0.24, which is lower than the ^SP500TR Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PRIDX and ^SP500TR, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.24
0.54
PRIDX
^SP500TR

Drawdowns

PRIDX vs. ^SP500TR - Drawdown Comparison

The maximum PRIDX drawdown since its inception was -71.20%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PRIDX and ^SP500TR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.25%
-9.86%
PRIDX
^SP500TR

Volatility

PRIDX vs. ^SP500TR - Volatility Comparison

The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 9.54%, while S&P 500 Total Return (^SP500TR) has a volatility of 14.21%. This indicates that PRIDX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.54%
14.21%
PRIDX
^SP500TR