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PRLAX vs. ILF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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PRLAX vs. ILF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRLAX
T. Rowe Price Latin America Fund
7.33%45.79%-23.09%34.73%0.23%-14.98%-7.55%27.23%-8.27%28.54%
ILF
iShares Latin American 40 ETF
16.65%52.65%-23.11%33.14%9.81%-13.59%-11.71%13.77%-6.85%26.33%

Returns By Period

In the year-to-date period, PRLAX achieves a 7.33% return, which is significantly lower than ILF's 16.65% return. Over the past 10 years, PRLAX has underperformed ILF with an annualized return of 7.56%, while ILF has yielded a comparatively higher 8.47% annualized return.


PRLAX

1D
0.34%
1M
-8.09%
YTD
7.33%
6M
13.48%
1Y
41.25%
3Y*
15.48%
5Y*
8.17%
10Y*
7.56%

ILF

1D
4.41%
1M
-2.63%
YTD
16.65%
6M
25.92%
1Y
58.11%
3Y*
20.46%
5Y*
13.16%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRLAX vs. ILF - Expense Ratio Comparison

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


Return for Risk

PRLAX vs. ILF — Risk / Return Rank

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

PRLAX
PRLAX Risk / Return Rank: 8888
Overall Rank
PRLAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PRLAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PRLAX Omega Ratio Rank: 8282
Omega Ratio Rank
PRLAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRLAX Martin Ratio Rank: 8989
Martin Ratio Rank

ILF
ILF Risk / Return Rank: 9595
Overall Rank
ILF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 9595
Sortino Ratio Rank
ILF Omega Ratio Rank: 9494
Omega Ratio Rank
ILF Calmar Ratio Rank: 9696
Calmar Ratio Rank
ILF Martin Ratio Rank: 9595
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.

PRLAX vs. ILF - Risk-Adjusted Trends 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.


PRLAXILFDifference

Sharpe ratio

Return per unit of total volatility

1.77

2.48

-0.71

Sortino ratio

Return per unit of downside risk

2.30

3.06

-0.76

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

2.80

4.47

-1.67

Martin ratio

Return relative to average drawdown

9.99

15.54

-5.55

PRLAX vs. ILF - Sharpe Ratio Comparison

The current PRLAX Sharpe Ratio is 1.77, which is comparable to the ILF Sharpe Ratio of 2.48. 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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Sharpe Ratios by Period


PRLAXILFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.48

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.57

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.30

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.31

-0.08

Correlation

The correlation between PRLAX and ILF is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRLAX vs. ILF - Dividend Comparison

PRLAX's dividend yield for the trailing twelve months is around 6.61%, more than ILF's 3.76% yield.


TTM20252024202320222021202020192018201720162015
PRLAX
T. Rowe Price Latin America Fund
6.61%7.09%7.84%2.44%3.10%9.92%1.09%10.55%2.41%1.30%1.45%6.65%
ILF
iShares Latin American 40 ETF
3.76%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%

Drawdowns

PRLAX vs. ILF - Drawdown Comparison

The maximum PRLAX drawdown since its inception was -70.03%, roughly equal to the maximum ILF drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for PRLAX and ILF.


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Drawdown Indicators


PRLAXILFDifference

Max Drawdown

Largest peak-to-trough decline

-70.03%

-67.48%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-12.67%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-29.71%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-49.80%

-57.79%

+7.99%

Current Drawdown

Current decline from peak

-10.28%

-4.82%

-5.46%

Average Drawdown

Average peak-to-trough decline

-23.92%

-24.07%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.65%

+0.17%

Volatility

PRLAX vs. ILF - Volatility Comparison

The current volatility for T. Rowe Price Latin America Fund (PRLAX) is 10.82%, while iShares Latin American 40 ETF (ILF) has a volatility of 11.60%. 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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Volatility by Period


PRLAXILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

11.60%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

17.90%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

23.59%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

23.24%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.72%

28.59%

-2.87%