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PRLAX vs. ILF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRLAX and ILF is 0.61, 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

PRLAX vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Latin America Fund (PRLAX) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRLAX:

-0.19

ILF:

-0.11

Sortino Ratio

PRLAX:

-0.07

ILF:

0.01

Omega Ratio

PRLAX:

0.99

ILF:

1.00

Calmar Ratio

PRLAX:

-0.05

ILF:

-0.06

Martin Ratio

PRLAX:

-0.27

ILF:

-0.19

Ulcer Index

PRLAX:

12.64%

ILF:

11.76%

Daily Std Dev

PRLAX:

21.82%

ILF:

21.63%

Max Drawdown

PRLAX:

-75.91%

ILF:

-67.48%

Current Drawdown

PRLAX:

-55.54%

ILF:

-18.56%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRLAX having a 25.02% return and ILF slightly lower at 24.49%. Over the past 10 years, PRLAX has underperformed ILF with an annualized return of 1.47%, while ILF has yielded a comparatively higher 2.89% annualized return.


PRLAX

YTD

25.02%

1M

11.30%

6M

7.49%

1Y

-4.15%

3Y*

6.06%

5Y*

9.13%

10Y*

1.47%

ILF

YTD

24.49%

1M

11.05%

6M

11.92%

1Y

-2.37%

3Y*

6.56%

5Y*

13.68%

10Y*

2.89%

*Annualized

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T. Rowe Price Latin America Fund

iShares Latin American 40 ETF

PRLAX vs. ILF - Expense Ratio Comparison

PRLAX has a 1.46% expense ratio, which is higher than ILF's 0.48% expense ratio.


Risk-Adjusted Performance

PRLAX vs. ILF — Risk-Adjusted Performance Rank

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

PRLAX
The Risk-Adjusted Performance Rank of PRLAX is 1111
Overall Rank
The Sharpe Ratio Rank of PRLAX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PRLAX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of PRLAX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PRLAX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PRLAX is 1212
Martin Ratio Rank

ILF
The Risk-Adjusted Performance Rank of ILF is 1212
Overall Rank
The Sharpe Ratio Rank of ILF is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ILF is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ILF is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ILF is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ILF is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRLAX vs. ILF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Latin America Fund (PRLAX) and iShares Latin American 40 ETF (ILF). 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 PRLAX Sharpe Ratio is -0.19, which is lower than the ILF Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of PRLAX and ILF, 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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Dividends

PRLAX vs. ILF - Dividend Comparison

PRLAX's dividend yield for the trailing twelve months is around 6.27%, more than ILF's 5.98% yield.


TTM20242023202220212020201920182017201620152014
PRLAX
T. Rowe Price Latin America Fund
6.27%7.84%2.44%3.10%9.92%1.09%6.29%2.41%2.20%1.45%6.65%17.37%
ILF
iShares Latin American 40 ETF
5.98%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.81%1.59%3.25%2.32%

Drawdowns

PRLAX vs. ILF - Drawdown Comparison

The maximum PRLAX drawdown since its inception was -75.91%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for PRLAX and ILF. For additional features, visit the drawdowns tool.


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Volatility

PRLAX vs. ILF - Volatility Comparison

The current volatility for T. Rowe Price Latin America Fund (PRLAX) is 4.13%, while iShares Latin American 40 ETF (ILF) has a volatility of 4.73%. This indicates that PRLAX experiences smaller price fluctuations and is considered to be less risky than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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