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PRITX vs. FCNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRITXFCNTX
YTD Return7.70%37.38%
1Y Return18.06%42.02%
3Y Return (Ann)0.35%2.95%
5Y Return (Ann)5.47%11.00%
10Y Return (Ann)5.54%8.98%
Sharpe Ratio1.482.85
Sortino Ratio2.153.80
Omega Ratio1.261.53
Calmar Ratio1.100.44
Martin Ratio7.9217.76
Ulcer Index2.38%2.49%
Daily Std Dev12.77%15.51%
Max Drawdown-72.86%-99.93%
Current Drawdown-5.38%-99.28%

Correlation

-0.50.00.51.00.6

The correlation between PRITX and FCNTX is 0.59, 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.

Performance

PRITX vs. FCNTX - Performance Comparison

In the year-to-date period, PRITX achieves a 7.70% return, which is significantly lower than FCNTX's 37.38% return. Over the past 10 years, PRITX has underperformed FCNTX with an annualized return of 5.54%, while FCNTX has yielded a comparatively higher 8.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.65%
15.89%
PRITX
FCNTX

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PRITX vs. FCNTX - Expense Ratio Comparison

PRITX has a 0.84% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


PRITX
T. Rowe Price International Stock Fund
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%
Expense ratio chart for FCNTX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

PRITX vs. FCNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and Fidelity Contrafund Fund (FCNTX). 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.


PRITX
Sharpe ratio
The chart of Sharpe ratio for PRITX, currently valued at 1.48, compared to the broader market0.002.004.001.48
Sortino ratio
The chart of Sortino ratio for PRITX, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for PRITX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for PRITX, currently valued at 1.10, compared to the broader market0.005.0010.0015.0020.0025.001.10
Martin ratio
The chart of Martin ratio for PRITX, currently valued at 7.92, compared to the broader market0.0020.0040.0060.0080.00100.007.92
FCNTX
Sharpe ratio
The chart of Sharpe ratio for FCNTX, currently valued at 2.85, compared to the broader market0.002.004.002.85
Sortino ratio
The chart of Sortino ratio for FCNTX, currently valued at 3.80, compared to the broader market0.005.0010.003.80
Omega ratio
The chart of Omega ratio for FCNTX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for FCNTX, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.0025.000.44
Martin ratio
The chart of Martin ratio for FCNTX, currently valued at 17.76, compared to the broader market0.0020.0040.0060.0080.00100.0017.76

PRITX vs. FCNTX - Sharpe Ratio Comparison

The current PRITX Sharpe Ratio is 1.48, which is lower than the FCNTX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of PRITX and FCNTX, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.48
2.85
PRITX
FCNTX

Dividends

PRITX vs. FCNTX - Dividend Comparison

PRITX's dividend yield for the trailing twelve months is around 1.02%, more than FCNTX's 0.37% yield.


TTM20232022202120202019201820172016201520142013
PRITX
T. Rowe Price International Stock Fund
1.02%1.10%0.45%0.86%0.38%2.31%1.67%1.45%1.24%1.11%1.22%0.92%
FCNTX
Fidelity Contrafund Fund
0.37%0.48%2.42%0.00%0.00%0.00%0.00%0.10%0.30%0.31%7.55%7.89%

Drawdowns

PRITX vs. FCNTX - Drawdown Comparison

The maximum PRITX drawdown since its inception was -72.86%, smaller than the maximum FCNTX drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for PRITX and FCNTX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.38%
-99.28%
PRITX
FCNTX

Volatility

PRITX vs. FCNTX - Volatility Comparison

The current volatility for T. Rowe Price International Stock Fund (PRITX) is 3.74%, while Fidelity Contrafund Fund (FCNTX) has a volatility of 4.54%. This indicates that PRITX experiences smaller price fluctuations and is considered to be less risky than FCNTX 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%JuneJulyAugustSeptemberOctoberNovember
3.74%
4.54%
PRITX
FCNTX