PRITX vs. FIGSX
PRITX (T. Rowe Price International Stock Fund) and FIGSX (Fidelity Series International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, PRITX returned 8.57%/yr vs 11.43%/yr for FIGSX. Their correlation of 0.94 suggests significant overlap in exposure. PRITX charges 0.84%/yr vs 0.01%/yr for FIGSX.
Performance
PRITX vs. FIGSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRITX achieves a 11.30% return, which is significantly lower than FIGSX's 13.40% return. Over the past 10 years, PRITX has underperformed FIGSX with an annualized return of 8.57%, while FIGSX has yielded a comparatively higher 11.43% 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%
FIGSX
- 1D
- 0.09%
- 1M
- 6.91%
- YTD
- 13.40%
- 6M
- 12.81%
- 1Y
- 22.69%
- 3Y*
- 15.65%
- 5Y*
- 7.31%
- 10Y*
- 11.43%
PRITX vs. FIGSX - 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% |
FIGSX Fidelity Series International Growth Fund | 13.40% | 19.12% | 5.93% | 21.74% | -22.87% | 16.61% | 18.52% | 35.59% | -10.97% | 30.21% |
Correlation
The correlation between PRITX and FIGSX 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 | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2009 | 0.94 |
The correlation between PRITX and FIGSX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRITX vs. FIGSX — Risk / Return Rank
PRITX
FIGSX
PRITX vs. FIGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and Fidelity Series International Growth Fund (FIGSX). 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 | FIGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.75 | -0.29 |
| Martin ratioReturn relative to average drawdown | 5.40 | 6.41 | -1.02 |
Loading charts...
Drawdowns
PRITX vs. FIGSX - Drawdown Comparison
The maximum PRITX drawdown since its inception was -61.38%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for PRITX and FIGSX.
Loading charts...
Drawdown Indicators
| PRITX | FIGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -34.47% | -26.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -13.89% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -16.29% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -34.47% | +2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -34.47% | +1.45% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -15.92% | -6.45% | -9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 3.78% | -0.17% |
Volatility
PRITX vs. FIGSX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 6.94% and 7.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRITX | FIGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 7.15% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 17.02% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 19.34% | -2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 18.28% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 17.90% | -1.40% |
PRITX vs. FIGSX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is higher than FIGSX's 0.01% expense ratio.
Dividends
PRITX vs. FIGSX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 8.74%, more than FIGSX's 7.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGSX Fidelity Series International Growth Fund | 7.65% | 8.67% | 4.29% | 1.27% | 3.53% | 8.33% | 16.24% | 3.64% | 7.47% | 3.14% | 2.54% | 3.54% |
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
With a correlation of 0.92, PRITX and FIGSX 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.
FIGSX has higher volatility (7.15%) compared to PRITX (6.94%). In terms of maximum drawdown, PRITX dropped -61.38% vs FIGSX's -34.47%.
FIGSX currently has the higher Sharpe Ratio (1.26 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.
Find the right allocation for PRITX and FIGSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer