PRITX vs. TBGVX
PRITX (T. Rowe Price International Stock Fund) and TBGVX (Tweedy, Browne International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, PRITX returned 7.68%/yr vs 8.01%/yr for TBGVX. A 0.74 correlation means they provide meaningful diversification when combined. PRITX charges 0.84%/yr vs 1.40%/yr for TBGVX.
Performance
PRITX vs. TBGVX - Performance Comparison
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Returns By Period
In the year-to-date period, PRITX achieves a 9.07% return, which is significantly lower than TBGVX's 12.03% return. Both investments have delivered pretty close results over the past 10 years, with PRITX having a 7.68% annualized return and TBGVX not far ahead at 8.01%.
PRITX
- 1D
- -0.69%
- 1M
- 0.13%
- 6M
- 4.17%
- YTD
- 9.07%
- 1Y
- 13.27%
- 3Y*
- 10.90%
- 5Y*
- 4.71%
- 10Y*
- 7.68%
TBGVX
- 1D
- 0.00%
- 1M
- 1.81%
- 6M
- 7.67%
- YTD
- 12.03%
- 1Y
- 18.21%
- 3Y*
- 13.58%
- 5Y*
- 8.76%
- 10Y*
- 8.01%
PRITX vs. TBGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 9.07% | 18.36% | 3.44% | 16.43% | -15.74% | 1.46% | 14.63% | 28.40% | -14.03% | 26.38% |
TBGVX Tweedy, Browne International Value Fund | 12.03% | 23.86% | 2.47% | 12.48% | -7.52% | 15.62% | -1.00% | 14.64% | -6.72% | 15.03% |
Correlation
The correlation between PRITX and TBGVX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | 0.74 |
The correlation between PRITX and TBGVX shifts across timeframes, from 0.57 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PRITX vs. TBGVX — Risk / Return Rank
PRITX
TBGVX
PRITX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and Tweedy, Browne International Value Fund (TBGVX). 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 | TBGVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.36 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.97 | -0.96 |
| Martin ratioReturn relative to average drawdown | 3.73 | 6.28 | -2.55 |
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Drawdowns
PRITX vs. TBGVX - Drawdown Comparison
The maximum PRITX drawdown since its inception was -61.38%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for PRITX and TBGVX.
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Drawdown Indicators
| PRITX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -50.97% | -10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -9.56% | -3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -11.45% | -3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -17.71% | -14.33% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -31.18% | -1.84% |
Current DrawdownCurrent decline from peak | -2.67% | -0.85% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -15.90% | -6.06% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 2.99% | +0.66% |
Volatility
PRITX vs. TBGVX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 5.80% compared to Tweedy, Browne International Value Fund (TBGVX) at 2.49%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRITX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 2.49% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.41% | 8.13% | +7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 9.73% | +7.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 11.13% | +5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 12.54% | +3.79% |
PRITX vs. TBGVX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Dividends
PRITX vs. TBGVX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 8.92%, less than TBGVX's 10.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 8.92% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
TBGVX Tweedy, Browne International Value Fund | 10.81% | 12.11% | 9.95% | 4.55% | 5.68% | 8.89% | 0.94% | 1.88% | 6.74% | 1.10% | 3.16% | 4.94% |
Frequently Asked Questions
PRITX and TBGVX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRITX has higher volatility (5.80%) compared to TBGVX (2.49%). In terms of maximum drawdown, PRITX dropped -61.38% vs TBGVX's -50.97%.
TBGVX currently has the higher Sharpe Ratio (1.94 vs 0.78), 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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