PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRITX vs. RPMGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRITXRPMGX
YTD Return7.70%13.69%
1Y Return18.06%21.54%
3Y Return (Ann)0.35%-5.03%
5Y Return (Ann)5.47%3.58%
10Y Return (Ann)5.54%3.54%
Sharpe Ratio1.481.64
Sortino Ratio2.152.22
Omega Ratio1.261.29
Calmar Ratio1.100.74
Martin Ratio7.927.77
Ulcer Index2.38%2.95%
Daily Std Dev12.77%13.91%
Max Drawdown-72.86%-58.69%
Current Drawdown-5.38%-15.58%

Correlation

-0.50.00.51.00.7

The correlation between PRITX and RPMGX is 0.66, 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. RPMGX - Performance Comparison

In the year-to-date period, PRITX achieves a 7.70% return, which is significantly lower than RPMGX's 13.69% return. Over the past 10 years, PRITX has outperformed RPMGX with an annualized return of 5.54%, while RPMGX has yielded a comparatively lower 3.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.64%
7.83%
PRITX
RPMGX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRITX vs. RPMGX - Expense Ratio Comparison

PRITX has a 0.84% expense ratio, which is higher than RPMGX's 0.72% 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 RPMGX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

PRITX vs. RPMGX - 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 Mid-Cap Growth Fund (RPMGX). 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
RPMGX
Sharpe ratio
The chart of Sharpe ratio for RPMGX, currently valued at 1.64, compared to the broader market0.002.004.001.64
Sortino ratio
The chart of Sortino ratio for RPMGX, currently valued at 2.22, compared to the broader market0.005.0010.002.22
Omega ratio
The chart of Omega ratio for RPMGX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for RPMGX, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.0025.000.74
Martin ratio
The chart of Martin ratio for RPMGX, currently valued at 7.77, compared to the broader market0.0020.0040.0060.0080.00100.007.77

PRITX vs. RPMGX - Sharpe Ratio Comparison

The current PRITX Sharpe Ratio is 1.48, which is comparable to the RPMGX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of PRITX and RPMGX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.48
1.64
PRITX
RPMGX

Dividends

PRITX vs. RPMGX - Dividend Comparison

PRITX's dividend yield for the trailing twelve months is around 1.02%, more than RPMGX's 0.05% 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%
RPMGX
T. Rowe Price Mid-Cap Growth Fund
0.05%0.06%0.00%0.00%0.00%0.21%0.16%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRITX vs. RPMGX - Drawdown Comparison

The maximum PRITX drawdown since its inception was -72.86%, which is greater than RPMGX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for PRITX and RPMGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.38%
-15.58%
PRITX
RPMGX

Volatility

PRITX vs. RPMGX - Volatility Comparison

T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 3.74% compared to T. Rowe Price Mid-Cap Growth Fund (RPMGX) at 3.53%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than RPMGX 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%JuneJulyAugustSeptemberOctoberNovember
3.74%
3.53%
PRITX
RPMGX