PRITX vs. BUFEX

Last updated Jun 24, 2026

PRITX (T. Rowe Price International Stock Fund) and BUFEX (Buffalo Large Cap Fund) are both mutual funds - PRITX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while BUFEX is a Large Cap Growth Equities fund managed by Buffalo. Over the past 10 years, PRITX returned 8.57%/yr vs 16.13%/yr for BUFEX. A 0.67 correlation means they provide meaningful diversification when combined. PRITX charges 0.84%/yr vs 0.93%/yr for BUFEX.

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.

Returns By Period

In the year-to-date period, PRITX achieves a 11.30% return, which is significantly higher than BUFEX's 6.77% return. Over the past 10 years, PRITX has underperformed BUFEX with an annualized return of 8.57%, while BUFEX has yielded a comparatively higher 16.13% annualized return.

PRITX

• 1D: 0.00%
• 1M: 4.04%
• YTD: 11.30%
• 6M: 11.40%
• 1Y: 18.73%
• 3Y*: 13.21%
• 5Y*: 4.86%
• 10Y*: 8.57%

BUFEX

• 1D: -0.95%
• 1M: -0.87%
• YTD: 6.77%
• 6M: 5.80%
• 1Y: 21.94%
• 3Y*: 21.41%
• 5Y*: 12.22%
• 10Y*: 16.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRITX vs. BUFEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRITX T. Rowe Price International Stock Fund	11.30%	18.36%	3.44%	16.43%	-15.74%	1.46%	14.63%	28.40%	-14.03%	26.38%
BUFEX Buffalo Large Cap Fund	6.77%	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 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since May 19, 1995	0.67

The correlation between PRITX and BUFEX has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.

Return for Risk

PRITX vs. BUFEX — Risk / Return Rank

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

PRITX

PRITX Risk / Return Rank: 20
PRITX Sharpe Ratio Rank: 19
PRITX Sortino Ratio Rank: 19
PRITX Omega Ratio Rank: 20
PRITX Calmar Ratio Rank: 19
PRITX Martin Ratio Rank: 24

BUFEX

BUFEX Risk / Return Rank: 29
BUFEX Sharpe Ratio Rank: 34
BUFEX Sortino Ratio Rank: 31
BUFEX Omega Ratio Rank: 32
BUFEX Calmar Ratio Rank: 24
BUFEX Martin Ratio Rank: 27

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.

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.

	PRITX	BUFEX	Difference
Sharpe ratio: Return per unit of total volatility	1.15	1.56	-0.40
Sortino ratio: Return per unit of downside risk	1.69	2.14	-0.44
Omega ratio: Gain probability vs. loss probability	1.22	1.28	-0.06
Calmar ratio: Return relative to maximum drawdown	1.46	1.68	-0.23
Martin ratio: Return relative to average drawdown	5.40	5.85	-0.46

PRITX vs. BUFEX - Sharpe Ratio Comparison

The current PRITX Sharpe Ratio is 1.15, which is comparable to the BUFEX Sharpe Ratio of 1.56. 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.

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.

Drawdown Indicators

	PRITX	BUFEX	Difference
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	0.00%	-3.33%	+3.33%
Average Drawdown Average peak-to-trough decline	-15.92%	-9.22%	-6.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	3.95%	-0.34%

Volatility

PRITX vs. BUFEX - Volatility Comparison

T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 6.94% compared to Buffalo Large Cap Fund (BUFEX) at 5.82%. 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.

Volatility by Period

	PRITX	BUFEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.94%	5.82%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	14.82%	11.80%	+3.02%
Volatility (1Y) Calculated over the trailing 1-year period	16.95%	14.89%	+2.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	19.88%	-3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	19.56%	-3.06%

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 8.74%, more than BUFEX's 6.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUFEX Buffalo Large Cap Fund	6.32%	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	8.74%	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

Can I hold both PRITX and BUFEX in my portfolio?

PRITX and BUFEX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRITX or BUFEX?

PRITX has higher volatility (6.94%) compared to BUFEX (5.82%). In terms of maximum drawdown, PRITX dropped -61.38% vs BUFEX's -54.12%.

Which has better risk-adjusted returns?

BUFEX currently has the higher Sharpe Ratio (1.56 vs 1.15), 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.