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

Correlation

The correlation between NTSX and PRLAX is 0.53, 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

NTSX vs. PRLAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NTSX:

0.70

PRLAX:

-0.19

Sortino Ratio

NTSX:

1.04

PRLAX:

-0.07

Omega Ratio

NTSX:

1.15

PRLAX:

0.99

Calmar Ratio

NTSX:

0.77

PRLAX:

-0.05

Martin Ratio

NTSX:

2.92

PRLAX:

-0.27

Ulcer Index

NTSX:

4.46%

PRLAX:

12.64%

Daily Std Dev

NTSX:

19.34%

PRLAX:

21.82%

Max Drawdown

NTSX:

-31.34%

PRLAX:

-75.91%

Current Drawdown

NTSX:

-2.40%

PRLAX:

-55.54%

Returns By Period

In the year-to-date period, NTSX achieves a 2.64% return, which is significantly lower than PRLAX's 25.02% return.


NTSX

YTD

2.64%

1M

11.35%

6M

1.94%

1Y

13.35%

3Y*

12.76%

5Y*

11.48%

10Y*

N/A

PRLAX

YTD

25.02%

1M

11.30%

6M

7.49%

1Y

-4.15%

3Y*

6.06%

5Y*

9.13%

10Y*

1.47%

*Annualized

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T. Rowe Price Latin America Fund

NTSX vs. PRLAX - Expense Ratio Comparison

NTSX has a 0.20% expense ratio, which is lower than PRLAX's 1.46% expense ratio.


Risk-Adjusted Performance

NTSX vs. PRLAX — Risk-Adjusted Performance Rank

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

NTSX
The Risk-Adjusted Performance Rank of NTSX is 6666
Overall Rank
The Sharpe Ratio Rank of NTSX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of NTSX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of NTSX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of NTSX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NTSX is 6969
Martin Ratio Rank

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
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.

NTSX vs. PRLAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and T. Rowe Price Latin America Fund (PRLAX). 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 NTSX Sharpe Ratio is 0.70, which is higher than the PRLAX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of NTSX and PRLAX, 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

NTSX vs. PRLAX - Dividend Comparison

NTSX's dividend yield for the trailing twelve months is around 1.17%, less than PRLAX's 6.27% yield.


TTM20242023202220212020201920182017201620152014
NTSX
WisdomTree U.S. Efficient Core Fund
1.17%1.14%1.21%1.36%0.82%0.92%1.53%0.62%0.00%0.00%0.00%0.00%
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%

Drawdowns

NTSX vs. PRLAX - Drawdown Comparison

The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum PRLAX drawdown of -75.91%. Use the drawdown chart below to compare losses from any high point for NTSX and PRLAX. For additional features, visit the drawdowns tool.


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Volatility

NTSX vs. PRLAX - Volatility Comparison

WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 5.02% compared to T. Rowe Price Latin America Fund (PRLAX) at 4.13%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than PRLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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