PRITX vs. WAIGX

Last updated Jul 14, 2026

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 7.86%/yr vs 4.61%/yr for WAIGX. Their correlation of 0.81 suggests significant overlap in exposure. PRITX charges 0.84%/yr vs 1.44%/yr for WAIGX.

Performance

PRITX vs. WAIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Stock Fund (PRITX) and Wasatch International Growth Fund (WAIGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRITX achieves a 10.16% return, which is significantly higher than WAIGX's 7.73% return. Over the past 10 years, PRITX has outperformed WAIGX with an annualized return of 7.86%, while WAIGX has yielded a comparatively lower 4.61% annualized return.

PRITX

• 1D: 0.09%
• 1M: 1.35%
• 6M: 4.55%
• YTD: 10.16%
• 1Y: 14.56%
• 3Y*: 12.39%
• 5Y*: 4.76%
• 10Y*: 7.86%

WAIGX

• 1D: 0.06%
• 1M: -1.00%
• 6M: 5.58%
• YTD: 7.73%
• 1Y: -0.37%
• 3Y*: 8.30%
• 5Y*: -2.54%
• 10Y*: 4.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRITX vs. WAIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRITX T. Rowe Price International Stock Fund	10.16%	18.36%	3.44%	16.43%	-15.74%	1.46%	14.63%	28.40%	-14.03%	26.38%
WAIGX Wasatch International Growth Fund	7.73%	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 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.81
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 0.84 - a consistent structural relationship.

Return for Risk

PRITX vs. WAIGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRITX

PRITX Risk / Return Rank: 17
PRITX Sharpe Ratio Rank: 15
PRITX Sortino Ratio Rank: 15
PRITX Omega Ratio Rank: 16
PRITX Calmar Ratio Rank: 16
PRITX Martin Ratio Rank: 21

WAIGX

WAIGX Risk / Return Rank: 3
WAIGX Sharpe Ratio Rank: 3
WAIGX Sortino Ratio Rank: 3
WAIGX Omega Ratio Rank: 3
WAIGX Calmar Ratio Rank: 3
WAIGX Martin Ratio Rank: 3

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	0.79	-0.06	+0.85
Sortino ratio: Return per unit of downside risk	1.21	0.02	+1.18
Omega ratio: Gain probability vs. loss probability	1.16	1.00	+0.15
Calmar ratio: Return relative to maximum drawdown	1.03	-0.05	+1.08
Martin ratio: Return relative to average drawdown	3.79	-0.12	+3.91

PRITX vs. WAIGX - Sharpe Ratio Comparison

The current PRITX Sharpe Ratio is 0.79, which is higher than the WAIGX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of PRITX and WAIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	PRITX	WAIGX	Difference
Max Drawdown Largest peak-to-trough decline	-61.38%	-67.66%	+6.28%
Max Drawdown (1Y) Largest decline over 1 year	-13.41%	-17.68%	+4.27%
Max Drawdown (3Y) Largest decline over 3 years	-15.03%	-19.49%	+4.46%
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 Drawdown Current decline from peak	-1.69%	-20.81%	+19.12%
Average Drawdown Average peak-to-trough decline	-15.91%	-14.35%	-1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	7.21%	-3.57%

Volatility

PRITX vs. WAIGX - Volatility Comparison

T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 6.95% compared to Wasatch International Growth Fund (WAIGX) at 4.95%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than WAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRITX	WAIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.95%	4.95%	+2.00%
Volatility (6M) Calculated over the trailing 6-month period	15.37%	13.17%	+2.20%
Volatility (1Y) Calculated over the trailing 1-year period	17.42%	15.24%	+2.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.29%	18.93%	-2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.33%	18.08%	-1.75%

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 8.83%, less than WAIGX's 49.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRITX T. Rowe Price International Stock Fund	8.83%	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	49.92%	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

Can I hold both PRITX and WAIGX in my portfolio?

PRITX and WAIGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRITX or WAIGX?

PRITX has higher volatility (6.95%) compared to WAIGX (4.95%). In terms of maximum drawdown, PRITX dropped -61.38% vs WAIGX's -67.66%.

Which has better risk-adjusted returns?

PRITX currently has the higher Sharpe Ratio (0.79 vs -0.06), 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.