PRITX vs. SOXQ
Compare and contrast key facts about T. Rowe Price International Stock Fund (PRITX) and Invesco PHLX Semiconductor ETF (SOXQ).
PRITX is managed by T. Rowe Price. It was launched on May 8, 1980. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRITX or SOXQ.
Key characteristics
| PRITX | SOXQ | |
|---|---|---|
| YTD Return | 7.70% | 24.05% |
| 1Y Return | 18.06% | 44.27% |
| 3Y Return (Ann) | 0.35% | 11.87% |
| Sharpe Ratio | 1.48 | 1.43 |
| Sortino Ratio | 2.15 | 1.93 |
| Omega Ratio | 1.26 | 1.25 |
| Calmar Ratio | 1.10 | 1.99 |
| Martin Ratio | 7.92 | 5.35 |
| Ulcer Index | 2.38% | 9.33% |
| Daily Std Dev | 12.77% | 34.79% |
| Max Drawdown | -72.86% | -46.01% |
| Current Drawdown | -5.38% | -12.70% |
Correlation
The correlation between PRITX and SOXQ is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PRITX vs. SOXQ - Performance Comparison
In the year-to-date period, PRITX achieves a 7.70% return, which is significantly lower than SOXQ's 24.05% return. 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. SOXQ - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is higher than SOXQ's 0.00% expense ratio.
Risk-Adjusted Performance
PRITX vs. SOXQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and Invesco PHLX Semiconductor ETF (SOXQ). 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. SOXQ - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 1.02%, more than SOXQ's 0.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXQ Invesco PHLX Semiconductor ETF | 0.68% | 0.87% | 1.36% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRITX vs. SOXQ - Drawdown Comparison
The maximum PRITX drawdown since its inception was -72.86%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for PRITX and SOXQ. For additional features, visit the drawdowns tool.
Volatility
PRITX vs. SOXQ - Volatility Comparison
The current volatility for T. Rowe Price International Stock Fund (PRITX) is 3.74%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 10.18%. This indicates that PRITX experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.