PRITX vs. WAIGX
Compare and contrast key facts about T. Rowe Price International Stock Fund (PRITX) and Wasatch International Growth Fund (WAIGX).
PRITX is managed by T. Rowe Price. It was launched on May 8, 1980. WAIGX is managed by Wasatch. It was launched on Jun 27, 2002.
Performance
PRITX vs. WAIGX - Performance Comparison
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PRITX vs. WAIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | -3.04% | 18.36% | 3.44% | 16.43% | -15.74% | 1.46% | 14.63% | 28.40% | -14.03% | 26.38% |
WAIGX Wasatch International Growth Fund | -7.93% | 11.89% | -0.62% | 11.64% | -36.64% | 10.86% | 24.65% | 29.43% | -15.86% | 33.04% |
Returns By Period
In the year-to-date period, PRITX achieves a -3.04% return, which is significantly higher than WAIGX's -7.93% return. Over the past 10 years, PRITX has outperformed WAIGX with an annualized return of 6.80%, while WAIGX has yielded a comparatively lower 3.25% annualized return.
PRITX
- 1D
- 3.39%
- 1M
- -8.59%
- YTD
- -3.04%
- 6M
- -2.84%
- 1Y
- 9.98%
- 3Y*
- 8.12%
- 5Y*
- 2.46%
- 10Y*
- 6.80%
WAIGX
- 1D
- 2.80%
- 1M
- -6.92%
- YTD
- -7.93%
- 6M
- -10.56%
- 1Y
- 3.42%
- 3Y*
- 2.52%
- 5Y*
- -4.37%
- 10Y*
- 3.25%
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PRITX vs. WAIGX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is lower than WAIGX's 1.44% expense ratio.
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.
| PRITX | WAIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.26 | +0.34 |
Sortino ratioReturn per unit of downside risk | 0.93 | 0.46 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.06 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.16 | +0.53 |
Martin ratioReturn relative to average drawdown | 2.75 | 0.42 | +2.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRITX | WAIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.26 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.24 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.18 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.42 | -0.08 |
Correlation
The correlation between PRITX and WAIGX is 0.80, 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.
Dividends
PRITX vs. WAIGX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 10.03%, less than WAIGX's 58.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 10.03% | 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 | 58.41% | 53.78% | 20.59% | 0.00% | 0.00% | 10.13% | 10.93% | 2.50% | 17.84% | 2.71% | 4.01% | 0.00% |
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% | -17.68% | +4.27% |
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 | -10.47% | -32.33% | +21.86% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -14.25% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 6.82% | -3.42% |
Volatility
PRITX vs. WAIGX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 8.39% compared to Wasatch International Growth Fund (WAIGX) at 6.67%. 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.
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Volatility by Period
| PRITX | WAIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 6.67% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 10.24% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 15.51% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 18.63% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 18.10% | -1.78% |