PRITX vs. TOUS
PRITX (T. Rowe Price International Stock Fund) and TOUS (T. Rowe Price International Equity ETF) are both Foreign Large Cap Equities funds from T. Rowe Price. Over the past 3 years, PRITX returned 13.21%/yr vs 17.54%/yr for TOUS. Their correlation of 0.89 suggests significant overlap in exposure. PRITX charges 0.84%/yr vs 0.50%/yr for TOUS.
Performance
PRITX vs. TOUS - Performance Comparison
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Returns By Period
In the year-to-date period, PRITX achieves a 11.30% return, which is significantly higher than TOUS's 9.19% return.
PRITX
- 1D
- 0.00%
- 1M
- 4.04%
- YTD
- 11.30%
- 6M
- 11.40%
- 1Y
- 18.73%
- 3Y*
- 13.21%
- 5Y*
- 4.86%
- 10Y*
- 8.57%
TOUS
- 1D
- -2.03%
- 1M
- 0.43%
- YTD
- 9.19%
- 6M
- 8.90%
- 1Y
- 21.91%
- 3Y*
- 17.54%
- 5Y*
- —
- 10Y*
- —
PRITX vs. TOUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 11.30% | 18.36% | 3.44% | 4.02% |
TOUS T. Rowe Price International Equity ETF | 9.19% | 34.00% | 3.63% | 3.45% |
Correlation
The correlation between PRITX and TOUS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023 | 0.89 |
The correlation between PRITX and TOUS has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.
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Return for Risk
PRITX vs. TOUS — Risk / Return Rank
PRITX
TOUS
PRITX vs. TOUS - 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 International Equity ETF (TOUS). 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 | TOUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.80 | -0.34 |
| Martin ratioReturn relative to average drawdown | 5.40 | 6.54 | -1.14 |
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Drawdowns
PRITX vs. TOUS - Drawdown Comparison
The maximum PRITX drawdown since its inception was -61.38%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for PRITX and TOUS.
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Drawdown Indicators
| PRITX | TOUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -14.29% | -47.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -12.23% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -14.29% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.03% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -15.92% | -2.80% | -13.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 3.36% | +0.25% |
Volatility
PRITX vs. TOUS - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 6.94% compared to T. Rowe Price International Equity ETF (TOUS) at 5.25%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than TOUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRITX | TOUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 5.25% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 13.74% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 15.91% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 15.31% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 15.31% | +1.19% |
PRITX vs. TOUS - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is higher than TOUS's 0.50% expense ratio.
Dividends
PRITX vs. TOUS - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 8.74%, more than TOUS's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 8.74% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
TOUS T. Rowe Price International Equity ETF | 1.59% | 1.74% | 3.01% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRITX and TOUS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRITX has higher volatility (6.94%) compared to TOUS (5.25%). In terms of maximum drawdown, PRITX dropped -61.38% vs TOUS's -14.29%.
TOUS currently has the higher Sharpe Ratio (1.38 vs 1.15), 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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