PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRITX vs. BUFEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRITX and BUFEX is 0.66, 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.


-0.50.00.51.00.7

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.

100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember2025
150.44%
482.00%
PRITX
BUFEX

Key characteristics

Sharpe Ratio

PRITX:

0.67

BUFEX:

1.58

Sortino Ratio

PRITX:

1.02

BUFEX:

2.10

Omega Ratio

PRITX:

1.12

BUFEX:

1.29

Calmar Ratio

PRITX:

0.47

BUFEX:

1.14

Martin Ratio

PRITX:

2.08

BUFEX:

7.62

Ulcer Index

PRITX:

4.05%

BUFEX:

3.41%

Daily Std Dev

PRITX:

12.55%

BUFEX:

16.43%

Max Drawdown

PRITX:

-72.86%

BUFEX:

-57.77%

Current Drawdown

PRITX:

-11.48%

BUFEX:

-4.35%

Returns By Period

In the year-to-date period, PRITX achieves a 1.28% return, which is significantly lower than BUFEX's 1.87% return. Over the past 10 years, PRITX has underperformed BUFEX with an annualized return of 3.49%, while BUFEX has yielded a comparatively higher 9.16% annualized return.


PRITX

YTD

1.28%

1M

0.76%

6M

-1.06%

1Y

7.60%

5Y*

1.40%

10Y*

3.49%

BUFEX

YTD

1.87%

1M

1.61%

6M

5.81%

1Y

22.66%

5Y*

8.55%

10Y*

9.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRITX vs. BUFEX - Expense Ratio Comparison

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


BUFEX
Buffalo Large Cap Fund
Expense ratio chart for BUFEX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for PRITX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%

Risk-Adjusted Performance

PRITX vs. BUFEX — Risk-Adjusted Performance Rank

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

PRITX
The Risk-Adjusted Performance Rank of PRITX is 3131
Overall Rank
The Sharpe Ratio Rank of PRITX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of PRITX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PRITX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of PRITX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of PRITX is 2828
Martin Ratio Rank

BUFEX
The Risk-Adjusted Performance Rank of BUFEX is 7373
Overall Rank
The Sharpe Ratio Rank of BUFEX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFEX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BUFEX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BUFEX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BUFEX is 7474
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.

PRITX vs. BUFEX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PRITX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.671.58
The chart of Sortino ratio for PRITX, currently valued at 1.02, compared to the broader market0.005.0010.001.022.10
The chart of Omega ratio for PRITX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.29
The chart of Calmar ratio for PRITX, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.000.471.14
The chart of Martin ratio for PRITX, currently valued at 2.08, compared to the broader market0.0020.0040.0060.0080.002.087.62
PRITX
BUFEX

The current PRITX Sharpe Ratio is 0.67, which is lower than the BUFEX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of PRITX and BUFEX, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.67
1.58
PRITX
BUFEX

Dividends

PRITX vs. BUFEX - Dividend Comparison

PRITX's dividend yield for the trailing twelve months is around 0.71%, while BUFEX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PRITX
T. Rowe Price International Stock Fund
0.71%0.72%1.10%0.45%0.86%0.38%2.31%1.67%1.45%1.24%1.11%1.22%
BUFEX
Buffalo Large Cap Fund
0.00%0.00%0.03%0.00%0.00%0.14%0.19%0.41%0.14%0.53%0.16%0.20%

Drawdowns

PRITX vs. BUFEX - Drawdown Comparison

The maximum PRITX drawdown since its inception was -72.86%, which is greater than BUFEX's maximum drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for PRITX and BUFEX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.48%
-4.35%
PRITX
BUFEX

Volatility

PRITX vs. BUFEX - Volatility Comparison

The current volatility for T. Rowe Price International Stock Fund (PRITX) is 3.42%, while Buffalo Large Cap Fund (BUFEX) has a volatility of 5.51%. This indicates that PRITX experiences smaller price fluctuations and is considered to be less risky than BUFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.42%
5.51%
PRITX
BUFEX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab