PortfoliosLab logoPortfoliosLab logo
PRLAX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRLAX vs. PRNHX - Performance Comparison

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

Loading graphics...

PRLAX vs. PRNHX - 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%
PRNHX
T. Rowe Price New Horizons Fund
-1.22%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%

Returns By Period

In the year-to-date period, PRLAX achieves a 7.33% return, which is significantly higher than PRNHX's -1.22% return. Over the past 10 years, PRLAX has underperformed PRNHX with an annualized return of 7.56%, while PRNHX has yielded a comparatively higher 13.41% 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%

PRNHX

1D
4.35%
1M
-7.73%
YTD
-1.22%
6M
0.51%
1Y
15.10%
3Y*
7.79%
5Y*
-1.42%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRLAX vs. PRNHX - Expense Ratio Comparison

PRLAX has a 1.46% expense ratio, which is higher than PRNHX's 0.75% expense ratio.


Return for Risk

PRLAX vs. PRNHX — 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

PRNHX
PRNHX Risk / Return Rank: 2828
Overall Rank
PRNHX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 2222
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 3535
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 3333
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. PRNHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Latin America Fund (PRLAX) and T. Rowe Price New Horizons Fund (PRNHX). 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.


PRLAXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.61

+1.16

Sortino ratio

Return per unit of downside risk

2.30

1.04

+1.26

Omega ratio

Gain probability vs. loss probability

1.32

1.14

+0.19

Calmar ratio

Return relative to maximum drawdown

2.80

0.99

+1.81

Martin ratio

Return relative to average drawdown

9.99

3.66

+6.33

PRLAX vs. PRNHX - Sharpe Ratio Comparison

The current PRLAX Sharpe Ratio is 1.77, which is higher than the PRNHX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PRLAX and PRNHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRLAXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.61

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.06

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.59

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.47

-0.24

Correlation

The correlation between PRLAX and PRNHX is 0.54, 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.


Dividends

PRLAX vs. PRNHX - Dividend Comparison

PRLAX's dividend yield for the trailing twelve months is around 6.61%, less than PRNHX's 12.00% 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%
PRNHX
T. Rowe Price New Horizons Fund
12.00%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

PRLAX vs. PRNHX - Drawdown Comparison

The maximum PRLAX drawdown since its inception was -70.03%, roughly equal to the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for PRLAX and PRNHX.


Loading graphics...

Drawdown Indicators


PRLAXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-70.03%

-70.96%

+0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-13.70%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-48.37%

+17.63%

Max Drawdown (10Y)

Largest decline over 10 years

-49.80%

-48.37%

-1.43%

Current Drawdown

Current decline from peak

-10.28%

-23.90%

+13.62%

Average Drawdown

Average peak-to-trough decline

-23.92%

-18.39%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.71%

+0.11%

Volatility

PRLAX vs. PRNHX - Volatility Comparison

T. Rowe Price Latin America Fund (PRLAX) has a higher volatility of 10.82% compared to T. Rowe Price New Horizons Fund (PRNHX) at 9.16%. This indicates that PRLAX's price experiences larger fluctuations and is considered to be riskier than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRLAXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

9.16%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

15.10%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

24.21%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

24.47%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.72%

22.71%

+3.01%