PRITX vs. WAIGX
PRITX (T. Rowe Price International Stock Fund) and WAIGX (Wasatch International Growth Fund) are both mutual funds - PRITX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while WAIGX is a Foreign Small & Mid Cap Equities fund managed by Wasatch. Over the past 10 years, PRITX returned 7.71%/yr vs 4.03%/yr for WAIGX. Their correlation of 0.81 means they have usually moved in the same direction. PRITX charges 0.84%/yr vs 1.44%/yr for WAIGX.
Performance
PRITX vs. WAIGX - Performance Comparison
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Returns By Period
In the year-to-date period, PRITX achieves a 9.73% return, which is significantly higher than WAIGX's 6.24% return. Over the past 10 years, PRITX has outperformed WAIGX with an annualized return of 7.71%, while WAIGX has yielded a comparatively lower 4.03% annualized return.
PRITX
- 1D
- 0.26%
- 1M
- 0.00%
- 6M
- 4.66%
- YTD
- 9.73%
- 1Y
- 17.55%
- 3Y*
- 11.14%
- 5Y*
- 4.92%
- 10Y*
- 7.71%
- ALL TIME*
- 6.25%
WAIGX
- 1D
- -0.13%
- 1M
- -2.00%
- 6M
- 6.82%
- YTD
- 6.24%
- 1Y
- 0.60%
- 3Y*
- 7.59%
- 5Y*
- -2.90%
- 10Y*
- 4.03%
- ALL TIME*
- 8.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRITX vs. WAIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 9.73% | 18.36% | 3.44% | 16.43% | -15.74% | 1.46% | 14.63% | 28.40% | -14.03% | 26.38% |
WAIGX Wasatch International Growth Fund | 6.24% | 11.89% | -0.62% | 11.64% | -36.64% | 10.86% | 24.65% | 29.43% | -15.86% | 33.04% |
Correlation
The correlation between PRITX and WAIGX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2002 | 0.81 |
The correlation between PRITX and WAIGX has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
PRITX vs. WAIGX — Risk / Return Rank
PRITX
WAIGX
PRITX vs. WAIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and Wasatch International Growth Fund (WAIGX). 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 | WAIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.02 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.05 | +1.23 |
| Martin ratioReturn relative to average drawdown | 4.65 | 0.13 | +4.52 |
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Drawdowns
PRITX vs. WAIGX - Drawdown Comparison
The maximum PRITX drawdown since its inception was -61.38%, smaller than the maximum WAIGX drawdown of -67.66%. Use the drawdown chart below to compare losses from any high point for PRITX and WAIGX.
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Drawdown Indicators
| PRITX | WAIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -67.66% | +6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -16.64% | +3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -17.68% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -48.06% | +16.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -48.06% | +15.04% |
Current DrawdownCurrent decline from peak | -2.08% | -21.91% | +19.83% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -14.36% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 6.38% | -2.70% |
Volatility
PRITX vs. WAIGX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) and Wasatch International Growth Fund (WAIGX) have volatilities of 5.58% and 5.44%, 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.
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Volatility by Period
| PRITX | WAIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 5.44% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.81% | 13.57% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 15.67% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 19.00% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 18.11% | -1.73% |
PRITX vs. WAIGX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is lower than WAIGX's 1.44% expense ratio.
Dividends
PRITX vs. WAIGX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 8.86%, less than WAIGX's 50.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 8.86% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
WAIGX Wasatch International Growth Fund | 50.62% | 53.78% | 20.59% | 0.00% | 0.00% | 10.13% | 10.93% | 2.50% | 17.84% | 2.71% | 4.01% | 0.00% |
Frequently Asked Questions
PRITX and WAIGX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRITX has higher volatility (5.58%) compared to WAIGX (5.44%). In terms of maximum drawdown, PRITX dropped -61.38% vs WAIGX's -67.66%.
PRITX currently has the higher Sharpe Ratio (0.96 vs 0.05), 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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