PRITX vs. PRWAX
Compare and contrast key facts about T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
PRITX is managed by T. Rowe Price. It was launched on May 8, 1980. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRITX or PRWAX.
Key characteristics
| PRITX | PRWAX | |
|---|---|---|
| YTD Return | 5.60% | 27.89% |
| 1Y Return | 13.26% | 28.98% |
| 3Y Return (Ann) | -0.31% | -0.92% |
| 5Y Return (Ann) | 4.90% | 7.94% |
| 10Y Return (Ann) | 5.33% | 5.49% |
| Sharpe Ratio | 1.23 | 2.23 |
| Sortino Ratio | 1.82 | 2.89 |
| Omega Ratio | 1.22 | 1.43 |
| Calmar Ratio | 1.04 | 1.15 |
| Martin Ratio | 6.43 | 12.58 |
| Ulcer Index | 2.46% | 2.43% |
| Daily Std Dev | 12.84% | 13.69% |
| Max Drawdown | -72.86% | -70.45% |
| Current Drawdown | -7.22% | -4.21% |
Correlation
The correlation between PRITX and PRWAX 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. PRWAX - Performance Comparison
In the year-to-date period, PRITX achieves a 5.60% return, which is significantly lower than PRWAX's 27.89% return. Both investments have delivered pretty close results over the past 10 years, with PRITX having a 5.33% annualized return and PRWAX not far ahead at 5.49%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRITX vs. PRWAX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Risk-Adjusted Performance
PRITX vs. PRWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.
Dividends
PRITX vs. PRWAX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 1.04%, more than PRWAX's 0.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 1.04% | 1.10% | 0.45% | 0.86% | 0.38% | 2.31% | 1.67% | 1.45% | 1.24% | 1.11% | 1.22% | 0.92% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 0.16% | 0.20% | 0.00% | 0.00% | 0.03% | 0.40% | 0.23% | 0.17% | 0.05% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRITX vs. PRWAX - Drawdown Comparison
The maximum PRITX drawdown since its inception was -72.86%, roughly equal to the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for PRITX and PRWAX. For additional features, visit the drawdowns tool.
Volatility
PRITX vs. PRWAX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX) have volatilities of 3.47% and 3.51%, 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.