PRJPX vs. DNL
Compare and contrast key facts about T. Rowe Price Japan Fund (PRJPX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL).
PRJPX is managed by T. Rowe Price. It was launched on Dec 29, 1991. DNL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global ex-U.S. Quality Dividend Growth Index. It was launched on Jun 16, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRJPX or DNL.
Correlation
The correlation between PRJPX and DNL is 0.67, 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.
Performance
PRJPX vs. DNL - Performance Comparison
Key characteristics
PRJPX:
0.34
DNL:
-0.25
PRJPX:
0.60
DNL:
-0.23
PRJPX:
1.08
DNL:
0.97
PRJPX:
0.18
DNL:
-0.22
PRJPX:
1.66
DNL:
-0.64
PRJPX:
4.40%
DNL:
7.08%
PRJPX:
21.73%
DNL:
18.30%
PRJPX:
-68.26%
DNL:
-44.54%
PRJPX:
-31.15%
DNL:
-12.95%
Returns By Period
In the year-to-date period, PRJPX achieves a 4.17% return, which is significantly higher than DNL's -2.25% return. Over the past 10 years, PRJPX has underperformed DNL with an annualized return of 4.59%, while DNL has yielded a comparatively higher 5.33% annualized return.
PRJPX
4.17%
-5.04%
3.76%
9.14%
1.73%
4.59%
DNL
-2.25%
-5.61%
-8.76%
-3.99%
6.77%
5.33%
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PRJPX vs. DNL - Expense Ratio Comparison
PRJPX has a 1.05% expense ratio, which is higher than DNL's 0.58% expense ratio.
Risk-Adjusted Performance
PRJPX vs. DNL — Risk-Adjusted Performance Rank
PRJPX
DNL
PRJPX vs. DNL - Risk-Adjusted Performance Comparison
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.
Dividends
PRJPX vs. DNL - Dividend Comparison
PRJPX's dividend yield for the trailing twelve months is around 4.62%, more than DNL's 2.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRJPX T. Rowe Price Japan Fund | 4.62% | 4.82% | 1.71% | 6.94% | 5.42% | 2.59% | 1.80% | 7.56% | 0.79% | 1.31% | 1.05% | 1.41% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 2.22% | 2.30% | 1.81% | 4.82% | 1.37% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% | 2.37% |
Drawdowns
PRJPX vs. DNL - Drawdown Comparison
The maximum PRJPX drawdown since its inception was -68.26%, 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.
Volatility
PRJPX vs. DNL - Volatility Comparison
T. Rowe Price Japan Fund (PRJPX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) have volatilities of 10.99% and 11.44%, 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.