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PRJPX vs. ANWPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRJPX vs. ANWPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Japan Fund (PRJPX) and American Funds New Perspective Fund Class A (ANWPX). The values are adjusted to include any dividend payments, if applicable.

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PRJPX vs. ANWPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRJPX
T. Rowe Price Japan Fund
1.33%32.21%6.13%2.02%-27.37%-11.03%34.60%27.56%-12.24%32.06%
ANWPX
American Funds New Perspective Fund Class A
-5.30%21.33%16.76%24.63%-25.92%17.64%33.42%30.10%-5.99%28.91%

Returns By Period

In the year-to-date period, PRJPX achieves a 1.33% return, which is significantly higher than ANWPX's -5.30% return. Over the past 10 years, PRJPX has underperformed ANWPX with an annualized return of 7.55%, while ANWPX has yielded a comparatively higher 12.32% annualized return.


PRJPX

1D
3.94%
1M
-8.77%
YTD
1.33%
6M
5.95%
1Y
26.54%
3Y*
11.61%
5Y*
-0.75%
10Y*
7.55%

ANWPX

1D
3.10%
1M
-6.93%
YTD
-5.30%
6M
-3.65%
1Y
16.52%
3Y*
14.90%
5Y*
7.06%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRJPX vs. ANWPX - Expense Ratio Comparison

PRJPX has a 1.05% expense ratio, which is higher than ANWPX's 0.72% expense ratio.


Return for Risk

PRJPX vs. ANWPX — Risk / Return Rank

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

PRJPX
PRJPX Risk / Return Rank: 5858
Overall Rank
PRJPX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PRJPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRJPX Omega Ratio Rank: 5757
Omega Ratio Rank
PRJPX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRJPX Martin Ratio Rank: 5050
Martin Ratio Rank

ANWPX
ANWPX Risk / Return Rank: 5555
Overall Rank
ANWPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ANWPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
ANWPX Omega Ratio Rank: 5050
Omega Ratio Rank
ANWPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
ANWPX Martin Ratio Rank: 5959
Martin Ratio Rank
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.

PRJPX vs. ANWPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Japan Fund (PRJPX) and American Funds New Perspective Fund Class A (ANWPX). 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.


PRJPXANWPXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.01

+0.25

Sortino ratio

Return per unit of downside risk

1.78

1.55

+0.24

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.49

1.42

+0.07

Martin ratio

Return relative to average drawdown

5.62

5.78

-0.16

PRJPX vs. ANWPX - Sharpe Ratio Comparison

The current PRJPX Sharpe Ratio is 1.26, which is comparable to the ANWPX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PRJPX and ANWPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRJPXANWPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.01

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.41

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.70

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.65

-0.49

Correlation

The correlation between PRJPX and ANWPX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRJPX vs. ANWPX - Dividend Comparison

PRJPX's dividend yield for the trailing twelve months is around 14.46%, more than ANWPX's 6.94% yield.


TTM20252024202320222021202020192018201720162015
PRJPX
T. Rowe Price Japan Fund
14.46%14.65%4.82%1.71%6.94%5.42%2.59%2.62%7.56%0.33%0.70%1.05%
ANWPX
American Funds New Perspective Fund Class A
6.94%6.57%5.13%5.36%4.16%7.01%4.13%3.67%7.59%5.50%3.86%6.14%

Drawdowns

PRJPX vs. ANWPX - Drawdown Comparison

The maximum PRJPX drawdown since its inception was -68.26%, which is greater than ANWPX's maximum drawdown of -52.34%. Use the drawdown chart below to compare losses from any high point for PRJPX and ANWPX.


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Drawdown Indicators


PRJPXANWPXDifference

Max Drawdown

Largest peak-to-trough decline

-68.26%

-52.34%

-15.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-11.75%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-44.42%

-34.45%

-9.97%

Max Drawdown (10Y)

Largest decline over 10 years

-45.44%

-34.45%

-10.99%

Current Drawdown

Current decline from peak

-11.70%

-8.73%

-2.97%

Average Drawdown

Average peak-to-trough decline

-26.85%

-8.13%

-18.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

2.89%

+1.12%

Volatility

PRJPX vs. ANWPX - Volatility Comparison

T. Rowe Price Japan Fund (PRJPX) has a higher volatility of 9.46% compared to American Funds New Perspective Fund Class A (ANWPX) at 6.24%. This indicates that PRJPX's price experiences larger fluctuations and is considered to be riskier than ANWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRJPXANWPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

6.24%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

10.32%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

17.02%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

17.15%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

17.77%

-0.23%