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PRIJX vs. VEMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIJX vs. VEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Discovery Stock Fund Investor Class (PRIJX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRIJX achieves a 31.09% return, which is significantly higher than VEMIX's 14.00% return. Over the past 10 years, PRIJX has outperformed VEMIX with an annualized return of 12.27%, while VEMIX has yielded a comparatively lower 9.08% annualized return.


PRIJX

1D
1.24%
1M
11.63%
YTD
31.09%
6M
34.99%
1Y
65.35%
3Y*
26.93%
5Y*
10.77%
10Y*
12.27%

VEMIX

1D
1.58%
1M
4.23%
YTD
14.00%
6M
15.59%
1Y
32.74%
3Y*
18.68%
5Y*
5.66%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIJX vs. VEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRIJX
T. Rowe Price Emerging Markets Discovery Stock Fund Investor Class
31.09%38.56%5.75%11.13%-15.64%4.50%6.87%16.63%-9.91%32.57%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
14.00%24.80%11.38%8.85%-17.75%0.91%15.26%20.35%-14.55%31.42%

Correlation

The correlation between PRIJX and VEMIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.93

The correlation between PRIJX and VEMIX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

PRIJX vs. VEMIX — Risk / Return Rank

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

PRIJX
PRIJX Risk / Return Rank: 9393
Overall Rank
PRIJX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PRIJX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRIJX Omega Ratio Rank: 9191
Omega Ratio Rank
PRIJX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRIJX Martin Ratio Rank: 9292
Martin Ratio Rank

VEMIX
VEMIX Risk / Return Rank: 5959
Overall Rank
VEMIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 5858
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 5555
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.

PRIJX vs. VEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Discovery Stock Fund Investor Class (PRIJX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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.


PRIJXVEMIXDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.68

1.42

+0.26

Calmar ratioReturn relative to maximum drawdown

4.96

3.00

+1.96

Martin ratioReturn relative to average drawdown

19.62

11.20

+8.42

PRIJX vs. VEMIX - Sharpe Ratio Comparison

The current PRIJX Sharpe Ratio is 3.64, which is higher than the VEMIX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of PRIJX and VEMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRIJXVEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.64

2.32

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.37

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.55

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.36

+0.32

Drawdowns

PRIJX vs. VEMIX - Drawdown Comparison

The maximum PRIJX drawdown since its inception was -41.67%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for PRIJX and VEMIX.


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Drawdown Indicators


PRIJXVEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-66.43%

+24.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-11.05%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.15%

-15.77%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-32.52%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-41.67%

-36.04%

-5.63%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.92%

-15.99%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.96%

+0.39%

Volatility

PRIJX vs. VEMIX - Volatility Comparison

T. Rowe Price Emerging Markets Discovery Stock Fund Investor Class (PRIJX) has a higher volatility of 8.33% compared to Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) at 5.01%. This indicates that PRIJX's price experiences larger fluctuations and is considered to be riskier than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIJXVEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

5.01%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

11.81%

+3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

14.32%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

15.38%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

16.45%

+1.25%

PRIJX vs. VEMIX - Expense Ratio Comparison

PRIJX has a 1.13% expense ratio, which is higher than VEMIX's 0.10% expense ratio.


Dividends

PRIJX vs. VEMIX - Dividend Comparison

PRIJX's dividend yield for the trailing twelve months is around 3.44%, more than VEMIX's 2.36% yield.


PositionTTM20252024202320222021202020192018201720162015
PRIJX
T. Rowe Price Emerging Markets Discovery Stock Fund Investor Class
3.44%4.51%3.15%2.99%1.93%2.29%0.76%2.55%1.66%3.67%4.69%0.00%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
2.36%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%

Frequently Asked Questions


With a correlation of 0.92, PRIJX and VEMIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PRIJX has higher volatility (8.33%) compared to VEMIX (5.01%). In terms of maximum drawdown, PRIJX dropped -41.67% vs VEMIX's -66.43%.

PRIJX currently has the higher Sharpe Ratio (3.64 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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