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PRITX vs. BUFEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRITX vs. BUFEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Stock Fund (PRITX) and Buffalo Large Cap Fund (BUFEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRITX achieves a 9.44% return, which is significantly higher than BUFEX's 5.27% return. Over the past 10 years, PRITX has underperformed BUFEX with an annualized return of 7.62%, while BUFEX has yielded a comparatively higher 14.97% annualized return.


PRITX

1D
3.13%
1M
-0.26%
6M
4.91%
YTD
9.44%
1Y
17.24%
3Y*
10.72%
5Y*
4.86%
10Y*
7.62%
ALL TIME*
6.25%

BUFEX

1D
2.47%
1M
-1.13%
6M
5.77%
YTD
5.27%
1Y
13.54%
3Y*
19.23%
5Y*
10.85%
10Y*
14.97%
ALL TIME*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PRITX vs. BUFEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRITX
T. Rowe Price International Stock Fund
9.44%18.36%3.44%16.43%-15.74%1.46%14.63%28.40%-14.03%26.38%
BUFEX
Buffalo Large Cap Fund
5.27%16.27%28.86%40.39%-28.64%25.55%28.08%31.76%-1.60%24.86%

Correlation

The correlation between PRITX and BUFEX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (10Y)
Provides a long-term view across more market conditions.

0.76

Correlation (All Time)
Calculated using the full available price history since May 19, 1995

0.67

The correlation between PRITX and BUFEX shifts across timeframes, from 0.67 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRITX vs. BUFEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRITX
PRITX Risk / Return Rank: 2727
Overall Rank
PRITX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PRITX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRITX Omega Ratio Rank: 2727
Omega Ratio Rank
PRITX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PRITX Martin Ratio Rank: 3030
Martin Ratio Rank

BUFEX
BUFEX Risk / Return Rank: 2020
Overall Rank
BUFEX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BUFEX Sortino Ratio Rank: 2121
Sortino Ratio Rank
BUFEX Omega Ratio Rank: 2121
Omega Ratio Rank
BUFEX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BUFEX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRITX vs. BUFEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and Buffalo Large Cap Fund (BUFEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRITXBUFEXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.17

1.14

+0.02

Calmar ratioReturn relative to maximum drawdown

1.15

0.87

+0.29

Martin ratioReturn relative to average drawdown

4.19

2.85

+1.34

PRITX vs. BUFEX - Sharpe Ratio Comparison

The current PRITX Sharpe Ratio is 0.86, which is comparable to the BUFEX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of PRITX and BUFEX, 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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Drawdowns

PRITX vs. BUFEX - Drawdown Comparison

The maximum PRITX drawdown since its inception was -61.38%, which is greater than BUFEX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for PRITX and BUFEX.


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Drawdown Indicators


PRITXBUFEXDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-54.12%

-7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-13.76%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.03%

-21.46%

+6.43%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

-32.54%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

-32.54%

-0.48%

Current Drawdown

Current decline from peak

-2.33%

-4.68%

+2.35%

Average Drawdown

Average peak-to-trough decline

-15.89%

-9.20%

-6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

4.17%

-0.49%

Volatility

PRITX vs. BUFEX - Volatility Comparison

T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 5.69% compared to Buffalo Large Cap Fund (BUFEX) at 4.70%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than BUFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRITXBUFEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

4.70%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.80%

12.43%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

15.53%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

19.96%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

19.54%

-3.17%

PRITX vs. BUFEX - Expense Ratio Comparison

PRITX has a 0.84% expense ratio, which is lower than BUFEX's 0.93% expense ratio.


Dividends

PRITX vs. BUFEX - Dividend Comparison

PRITX's dividend yield for the trailing twelve months is around 8.89%, more than BUFEX's 6.41% yield.


PositionTTM20252024202320222021202020192018201720162015
BUFEX
Buffalo Large Cap Fund
6.41%6.75%3.65%0.03%3.07%25.69%0.14%1.42%6.00%5.33%0.00%6.83%
PRITX
T. Rowe Price International Stock Fund
8.89%9.73%1.15%1.10%0.95%7.35%1.52%3.06%7.31%3.48%0.98%1.37%

Frequently Asked Questions


PRITX and BUFEX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRITX has higher volatility (5.69%) compared to BUFEX (4.70%). In terms of maximum drawdown, PRITX dropped -61.38% vs BUFEX's -54.12%.

PRITX currently has the higher Sharpe Ratio (0.86 vs 0.77), 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.

Portfolio Optimizer

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