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

Performance

PRLAX vs. PRWAX - 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 All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRLAX vs. PRWAX - 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%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
-12.37%26.78%25.24%29.02%-21.37%20.63%44.73%35.08%1.26%34.51%

Returns By Period

In the year-to-date period, PRLAX achieves a 7.33% return, which is significantly higher than PRWAX's -12.37% return. Over the past 10 years, PRLAX has underperformed PRWAX with an annualized return of 7.56%, while PRWAX has yielded a comparatively higher 16.95% 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%

PRWAX

1D
-0.24%
1M
-9.15%
YTD
-12.37%
6M
-3.78%
1Y
16.34%
3Y*
18.79%
5Y*
10.36%
10Y*
16.95%
*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. PRWAX - Expense Ratio Comparison

PRLAX has a 1.46% expense ratio, which is higher than PRWAX's 0.76% expense ratio.


Return for Risk

PRLAX vs. PRWAX — 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

PRWAX
PRWAX Risk / Return Rank: 4545
Overall Rank
PRWAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRWAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PRWAX Omega Ratio Rank: 5252
Omega Ratio Rank
PRWAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRWAX Martin Ratio Rank: 3636
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. PRWAX - 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 All-Cap Opportunities Fund (PRWAX). 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.


PRLAXPRWAXDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.87

+0.91

Sortino ratio

Return per unit of downside risk

2.30

1.42

+0.88

Omega ratio

Gain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratio

Return relative to maximum drawdown

2.80

1.02

+1.78

Martin ratio

Return relative to average drawdown

9.99

3.79

+6.20

PRLAX vs. PRWAX - Sharpe Ratio Comparison

The current PRLAX Sharpe Ratio is 1.77, which is higher than the PRWAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of PRLAX and PRWAX, 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


PRLAXPRWAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.87

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.58

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.90

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.59

-0.36

Correlation

The correlation between PRLAX and PRWAX is 0.57, 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. PRWAX - Dividend Comparison

PRLAX's dividend yield for the trailing twelve months is around 6.61%, less than PRWAX's 19.01% 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%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
19.01%16.66%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%

Drawdowns

PRLAX vs. PRWAX - Drawdown Comparison

The maximum PRLAX drawdown since its inception was -70.03%, which is greater than PRWAX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PRLAX and PRWAX.


Loading graphics...

Drawdown Indicators


PRLAXPRWAXDifference

Max Drawdown

Largest peak-to-trough decline

-70.03%

-55.06%

-14.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-14.05%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-29.38%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-49.80%

-30.50%

-19.30%

Current Drawdown

Current decline from peak

-10.28%

-14.05%

+3.77%

Average Drawdown

Average peak-to-trough decline

-23.92%

-9.92%

-14.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.79%

+0.03%

Volatility

PRLAX vs. PRWAX - Volatility Comparison

T. Rowe Price Latin America Fund (PRLAX) has a higher volatility of 10.82% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 4.90%. This indicates that PRLAX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRLAXPRWAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

4.90%

+5.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

12.45%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

19.42%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

17.88%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.72%

18.82%

+6.90%