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PRMSX vs. FDVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRMSX and FDVIX is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PRMSX vs. FDVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Stock Fund (PRMSX) and Fidelity Advisor Diversified International Fund Class I (FDVIX). The values are adjusted to include any dividend payments, if applicable.

110.00%120.00%130.00%140.00%150.00%160.00%170.00%NovemberDecember2025FebruaryMarchApril
154.81%
146.24%
PRMSX
FDVIX

Key characteristics

Sharpe Ratio

PRMSX:

0.21

FDVIX:

0.33

Sortino Ratio

PRMSX:

0.42

FDVIX:

0.59

Omega Ratio

PRMSX:

1.05

FDVIX:

1.08

Calmar Ratio

PRMSX:

0.07

FDVIX:

0.24

Martin Ratio

PRMSX:

0.56

FDVIX:

1.07

Ulcer Index

PRMSX:

6.16%

FDVIX:

6.04%

Daily Std Dev

PRMSX:

16.39%

FDVIX:

19.29%

Max Drawdown

PRMSX:

-73.10%

FDVIX:

-65.73%

Current Drawdown

PRMSX:

-41.21%

FDVIX:

-14.71%

Returns By Period

In the year-to-date period, PRMSX achieves a 2.27% return, which is significantly lower than FDVIX's 9.42% return. Over the past 10 years, PRMSX has underperformed FDVIX with an annualized return of 0.46%, while FDVIX has yielded a comparatively higher 3.78% annualized return.


PRMSX

YTD

2.27%

1M

-0.83%

6M

-3.26%

1Y

2.50%

5Y*

-1.79%

10Y*

0.46%

FDVIX

YTD

9.42%

1M

2.81%

6M

0.06%

1Y

6.23%

5Y*

5.79%

10Y*

3.78%

*Annualized

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PRMSX vs. FDVIX - Expense Ratio Comparison

PRMSX has a 1.20% expense ratio, which is higher than FDVIX's 0.90% expense ratio.


Expense ratio chart for PRMSX: current value is 1.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRMSX: 1.20%
Expense ratio chart for FDVIX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVIX: 0.90%

Risk-Adjusted Performance

PRMSX vs. FDVIX — Risk-Adjusted Performance Rank

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

PRMSX
The Risk-Adjusted Performance Rank of PRMSX is 3434
Overall Rank
The Sharpe Ratio Rank of PRMSX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PRMSX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PRMSX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PRMSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PRMSX is 3434
Martin Ratio Rank

FDVIX
The Risk-Adjusted Performance Rank of FDVIX is 4343
Overall Rank
The Sharpe Ratio Rank of FDVIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVIX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FDVIX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FDVIX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FDVIX is 4343
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.

PRMSX vs. FDVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Stock Fund (PRMSX) and Fidelity Advisor Diversified International Fund Class I (FDVIX). 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 chart of Sharpe ratio for PRMSX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.00
PRMSX: 0.21
FDVIX: 0.33
The chart of Sortino ratio for PRMSX, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
PRMSX: 0.42
FDVIX: 0.59
The chart of Omega ratio for PRMSX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
PRMSX: 1.05
FDVIX: 1.08
The chart of Calmar ratio for PRMSX, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.00
PRMSX: 0.07
FDVIX: 0.24
The chart of Martin ratio for PRMSX, currently valued at 0.56, compared to the broader market0.0010.0020.0030.0040.0050.00
PRMSX: 0.56
FDVIX: 1.07

The current PRMSX Sharpe Ratio is 0.21, which is lower than the FDVIX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of PRMSX and FDVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.21
0.33
PRMSX
FDVIX

Dividends

PRMSX vs. FDVIX - Dividend Comparison

PRMSX's dividend yield for the trailing twelve months is around 0.34%, less than FDVIX's 1.70% yield.


TTM20242023202220212020201920182017201620152014
PRMSX
T. Rowe Price Emerging Markets Stock Fund
0.34%0.35%1.09%0.48%0.73%0.38%1.24%0.61%0.40%0.51%0.53%0.59%
FDVIX
Fidelity Advisor Diversified International Fund Class I
1.70%1.86%1.44%0.39%1.29%0.02%1.21%1.25%0.99%1.30%0.92%1.47%

Drawdowns

PRMSX vs. FDVIX - Drawdown Comparison

The maximum PRMSX drawdown since its inception was -73.10%, which is greater than FDVIX's maximum drawdown of -65.73%. Use the drawdown chart below to compare losses from any high point for PRMSX and FDVIX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-41.21%
-14.71%
PRMSX
FDVIX

Volatility

PRMSX vs. FDVIX - Volatility Comparison

The current volatility for T. Rowe Price Emerging Markets Stock Fund (PRMSX) is 8.99%, while Fidelity Advisor Diversified International Fund Class I (FDVIX) has a volatility of 12.35%. This indicates that PRMSX experiences smaller price fluctuations and is considered to be less risky than FDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.99%
12.35%
PRMSX
FDVIX