PRITX vs. GQJPX
PRITX (T. Rowe Price International Stock Fund) and GQJPX (GQG Partners International Quality Dividend Income Fund) are both mutual funds - PRITX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while GQJPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, PRITX returned 4.86%/yr vs 9.74%/yr for GQJPX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. PRITX charges 0.84%/yr vs 0.91%/yr for GQJPX.
Performance
PRITX vs. GQJPX - Performance Comparison
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Returns By Period
In the year-to-date period, PRITX achieves a 9.44% return, which is significantly lower than GQJPX's 10.84% 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%
GQJPX
- 1D
- 1.02%
- 1M
- 5.30%
- 6M
- 5.01%
- YTD
- 10.84%
- 1Y
- 20.48%
- 3Y*
- 16.39%
- 5Y*
- 9.74%
- 10Y*
- —
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. 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. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 9.44% | 18.36% | 3.44% | 16.43% | -15.74% | -6.12% |
GQJPX GQG Partners International Quality Dividend Income Fund | 10.84% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Correlation
The correlation between PRITX and GQJPX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.66 |
Over the past year, the correlation between PRITX and GQJPX has dropped to 0.39 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
PRITX vs. GQJPX — Risk / Return Rank
PRITX
GQJPX
PRITX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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 | GQJPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.38 | -1.22 |
| Martin ratioReturn relative to average drawdown | 4.19 | 5.91 | -1.72 |
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Drawdowns
PRITX vs. GQJPX - Drawdown Comparison
The maximum PRITX drawdown since its inception was -61.38%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for PRITX and GQJPX.
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Drawdown Indicators
| PRITX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -21.83% | -39.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -8.56% | -4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -9.45% | -5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -21.83% | -10.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -1.06% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -5.51% | -10.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.43% | +0.25% |
Volatility
PRITX vs. GQJPX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 5.69% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 3.06%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRITX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.06% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.80% | 8.65% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 10.54% | +7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 12.84% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 12.90% | +3.47% |
PRITX vs. GQJPX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is lower than GQJPX's 0.91% expense ratio.
Dividends
PRITX vs. GQJPX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 8.89%, more than GQJPX's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQJPX GQG Partners International Quality Dividend Income Fund | 3.79% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 GQJPX have a correlation of 0.39, 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 GQJPX (3.06%). In terms of maximum drawdown, PRITX dropped -61.38% vs GQJPX's -21.83%.
GQJPX currently has the higher Sharpe Ratio (1.93 vs 0.86), 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.
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