PRJPX vs. STLG

In the year-to-date period, PRJPX achieves a 11.65% return, which is significantly higher than STLG's 2.63% return.

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PRJPX has a 1.05% expense ratio, which is higher than STLG's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Japan Fund (PRJPX) and iShares Factors US Growth Style ETF (STLG). 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 comparable to the STLG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRJPX and STLG, 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 STLG's 0.20% yield.

The maximum PRJPX drawdown since its inception was -71.61%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for PRJPX and STLG. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Japan Fund (PRJPX) is 4.23%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 7.27%. This indicates that PRJPX experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.