PRMSX vs. EDIV
Compare and contrast key facts about T. Rowe Price Emerging Markets Stock Fund (PRMSX) and SPDR S&P Emerging Markets Dividend ETF (EDIV).
PRMSX is managed by T. Rowe Price. It was launched on Mar 30, 1995. EDIV is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Dividend Opportunities Index. It was launched on Feb 23, 2011.
Performance
PRMSX vs. EDIV - Performance Comparison
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PRMSX vs. EDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRMSX T. Rowe Price Emerging Markets Stock Fund | -0.54% | 32.46% | -1.72% | 2.08% | -23.35% | -10.47% | 17.63% | 26.51% | -16.20% | 42.27% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 1.66% | 16.45% | 12.75% | 41.91% | -15.31% | 11.21% | -9.95% | 11.80% | -6.16% | 28.20% |
Returns By Period
In the year-to-date period, PRMSX achieves a -0.54% return, which is significantly lower than EDIV's 1.66% return. Over the past 10 years, PRMSX has underperformed EDIV with an annualized return of 5.55%, while EDIV has yielded a comparatively higher 8.38% annualized 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%
EDIV
- 1D
- 2.23%
- 1M
- -7.27%
- YTD
- 1.66%
- 6M
- 3.11%
- 1Y
- 16.06%
- 3Y*
- 20.08%
- 5Y*
- 10.60%
- 10Y*
- 8.38%
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PRMSX vs. EDIV - Expense Ratio Comparison
PRMSX has a 1.20% expense ratio, which is higher than EDIV's 0.49% expense ratio.
Return for Risk
PRMSX vs. EDIV — Risk / Return Rank
PRMSX
EDIV
PRMSX vs. EDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Stock Fund (PRMSX) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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 | EDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.17 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.65 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.50 | +0.40 |
Martin ratioReturn relative to average drawdown | 7.89 | 5.52 | +2.37 |
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 | EDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.17 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.77 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.48 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.15 | +0.17 |
Correlation
The correlation between PRMSX and EDIV is 0.80, 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. EDIV - Dividend Comparison
PRMSX's dividend yield for the trailing twelve months is around 0.57%, less than EDIV's 4.71% 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% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.71% | 4.69% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% |
Drawdowns
PRMSX vs. EDIV - Drawdown Comparison
The maximum PRMSX drawdown since its inception was -71.13%, which is greater than EDIV's maximum drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for PRMSX and EDIV.
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Drawdown Indicators
| PRMSX | EDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.13% | -53.36% | -17.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -10.36% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -43.24% | -28.32% | -14.92% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -40.76% | -5.52% |
Current DrawdownCurrent decline from peak | -17.96% | -8.36% | -9.60% |
Average DrawdownAverage peak-to-trough decline | -21.21% | -19.53% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.82% | +0.46% |
Volatility
PRMSX vs. EDIV - Volatility Comparison
T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a higher volatility of 9.38% compared to SPDR S&P Emerging Markets Dividend ETF (EDIV) at 6.31%. This indicates that PRMSX's price experiences larger fluctuations and is considered to be riskier than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRMSX | EDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 6.31% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.22% | 9.12% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 13.77% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 13.81% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 17.58% | +0.74% |