PRMSX vs. DODEX
Compare and contrast key facts about T. Rowe Price Emerging Markets Stock Fund (PRMSX) and Dodge & Cox Emerging Markets Stock Fund (DODEX).
PRMSX is managed by T. Rowe Price. It was launched on Mar 30, 1995. DODEX is managed by Dodge & Cox. It was launched on May 10, 2021.
Performance
PRMSX vs. DODEX - Performance Comparison
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PRMSX vs. DODEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRMSX T. Rowe Price Emerging Markets Stock Fund | -0.54% | 32.46% | -1.72% | 2.08% | -23.35% | -11.42% |
DODEX Dodge & Cox Emerging Markets Stock Fund | 3.84% | 38.64% | 7.47% | 13.37% | -14.91% | -9.57% |
Returns By Period
In the year-to-date period, PRMSX achieves a -0.54% return, which is significantly lower than DODEX's 3.84% return.
PRMSX
- 1D
- -0.87%
- 1M
- -12.92%
- YTD
- -0.54%
- 6M
- 6.35%
- 1Y
- 28.19%
- 3Y*
- 7.79%
- 5Y*
- -2.20%
- 10Y*
- 5.55%
DODEX
- 1D
- -0.65%
- 1M
- -10.12%
- YTD
- 3.84%
- 6M
- 8.44%
- 1Y
- 36.44%
- 3Y*
- 18.51%
- 5Y*
- —
- 10Y*
- —
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PRMSX vs. DODEX - Expense Ratio Comparison
PRMSX has a 1.20% expense ratio, which is higher than DODEX's 0.70% expense ratio.
Return for Risk
PRMSX vs. DODEX — Risk / Return Rank
PRMSX
DODEX
PRMSX vs. DODEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Stock Fund (PRMSX) and Dodge & Cox Emerging Markets Stock Fund (DODEX). 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.
| PRMSX | DODEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 2.28 | -0.74 |
Sortino ratioReturn per unit of downside risk | 2.03 | 2.84 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.79 | -0.88 |
Martin ratioReturn relative to average drawdown | 7.89 | 11.14 | -3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRMSX | DODEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.28 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.38 | -0.06 |
Correlation
The correlation between PRMSX and DODEX is 0.91, 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
PRMSX vs. DODEX - Dividend Comparison
PRMSX's dividend yield for the trailing twelve months is around 0.57%, less than DODEX's 2.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRMSX T. Rowe Price Emerging Markets Stock Fund | 0.57% | 0.57% | 0.35% | 1.09% | 1.17% | 8.26% | 0.49% | 1.24% | 0.61% | 0.18% | 0.69% | 0.56% |
DODEX Dodge & Cox Emerging Markets Stock Fund | 2.72% | 2.83% | 1.94% | 1.92% | 1.93% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRMSX vs. DODEX - Drawdown Comparison
The maximum PRMSX drawdown since its inception was -71.13%, which is greater than DODEX's maximum drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for PRMSX and DODEX.
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Drawdown Indicators
| PRMSX | DODEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.13% | -37.01% | -34.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -11.87% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -43.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | — | — |
Current DrawdownCurrent decline from peak | -17.96% | -10.97% | -6.99% |
Average DrawdownAverage peak-to-trough decline | -21.21% | -13.20% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.97% | +0.31% |
Volatility
PRMSX vs. DODEX - Volatility Comparison
T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a higher volatility of 9.38% compared to Dodge & Cox Emerging Markets Stock Fund (DODEX) at 7.14%. This indicates that PRMSX's price experiences larger fluctuations and is considered to be riskier than DODEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRMSX | DODEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 7.14% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.22% | 10.99% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 15.57% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 16.72% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 16.72% | +1.60% |