PRITX vs. PRCOX
Compare and contrast key facts about T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
PRITX is managed by T. Rowe Price. It was launched on May 8, 1980. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
PRITX vs. PRCOX - Performance Comparison
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PRITX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | -3.04% | 18.36% | 3.44% | 16.43% | -15.74% | 1.46% | 14.63% | 28.40% | -14.03% | 26.38% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -4.40% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
In the year-to-date period, PRITX achieves a -3.04% return, which is significantly higher than PRCOX's -4.40% return. Over the past 10 years, PRITX has underperformed PRCOX with an annualized return of 6.80%, while PRCOX has yielded a comparatively higher 14.64% annualized return.
PRITX
- 1D
- 3.39%
- 1M
- -8.59%
- YTD
- -3.04%
- 6M
- -2.84%
- 1Y
- 9.98%
- 3Y*
- 8.12%
- 5Y*
- 2.46%
- 10Y*
- 6.80%
PRCOX
- 1D
- 3.03%
- 1M
- -5.43%
- YTD
- -4.40%
- 6M
- -1.63%
- 1Y
- 17.03%
- 3Y*
- 19.27%
- 5Y*
- 12.31%
- 10Y*
- 14.64%
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PRITX vs. PRCOX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Return for Risk
PRITX vs. PRCOX — Risk / Return Rank
PRITX
PRCOX
PRITX vs. PRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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 | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.97 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.49 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.29 | -0.59 |
Martin ratioReturn relative to average drawdown | 2.75 | 6.07 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRITX | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.97 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.72 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.80 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.55 | -0.20 |
Correlation
The correlation between PRITX and PRCOX is 0.69, 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.
Dividends
PRITX vs. PRCOX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 10.03%, more than PRCOX's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 10.03% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.80% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
PRITX vs. PRCOX - Drawdown Comparison
The maximum PRITX drawdown since its inception was -61.38%, which is greater than PRCOX's maximum drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for PRITX and PRCOX.
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Drawdown Indicators
| PRITX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -53.96% | -7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -12.19% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -24.94% | -7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -34.42% | +1.40% |
Current DrawdownCurrent decline from peak | -10.47% | -6.57% | -3.90% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -9.22% | -6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.59% | +0.81% |
Volatility
PRITX vs. PRCOX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 8.39% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 5.63%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRITX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 5.63% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 9.35% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 18.35% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 17.33% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 18.33% | -2.01% |