PRJPX vs. DNL

In the year-to-date period, PRJPX achieves a 11.65% return, which is significantly higher than DNL's 7.70% return. Over the past 10 years, PRJPX has underperformed DNL with an annualized return of 2.71%, while DNL has yielded a comparatively higher 6.12% annualized return.

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PRJPX has a 1.05% expense ratio, which is higher than DNL's 0.58% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Japan Fund (PRJPX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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.

The current PRJPX Sharpe Ratio is 0.55, which is higher than the DNL Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of PRJPX and DNL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRJPX's dividend yield for the trailing twelve months is around 2.13%, more than DNL's 2.01% yield.

The maximum PRJPX drawdown since its inception was -71.61%, which is greater than DNL's maximum drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for PRJPX and DNL. For additional features, visit the drawdowns tool.

T. Rowe Price Japan Fund (PRJPX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) have volatilities of 4.23% and 4.07%, 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.