PRMSX vs. FDVIX
Compare and contrast key facts about T. Rowe Price Emerging Markets Stock Fund (PRMSX) and Fidelity Advisor Diversified International Fund Class I (FDVIX).
PRMSX is managed by T. Rowe Price. It was launched on Mar 30, 1995. FDVIX is managed by Fidelity. It was launched on Dec 17, 1998.
Performance
PRMSX vs. FDVIX - Performance Comparison
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PRMSX vs. FDVIX - 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% |
FDVIX Fidelity Advisor Diversified International Fund Class I | -3.91% | 27.55% | 6.42% | 17.36% | -23.70% | 12.95% | 19.60% | 29.83% | -15.35% | 25.62% |
Returns By Period
In the year-to-date period, PRMSX achieves a -0.54% return, which is significantly higher than FDVIX's -3.91% return. Over the past 10 years, PRMSX has underperformed FDVIX with an annualized return of 5.55%, while FDVIX has yielded a comparatively higher 8.17% 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%
FDVIX
- 1D
- 0.15%
- 1M
- -12.02%
- YTD
- -3.91%
- 6M
- 0.19%
- 1Y
- 16.60%
- 3Y*
- 12.06%
- 5Y*
- 5.68%
- 10Y*
- 8.17%
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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.
Return for Risk
PRMSX vs. FDVIX — Risk / Return Rank
PRMSX
FDVIX
PRMSX vs. FDVIX - Risk-Adjusted Trends 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.
| PRMSX | FDVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.82 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.21 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.10 | +0.81 |
Martin ratioReturn relative to average drawdown | 7.89 | 4.36 | +3.53 |
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 | FDVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.82 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.34 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.49 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.40 | -0.07 |
Correlation
The correlation between PRMSX and FDVIX is 0.75, 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. FDVIX - Dividend Comparison
PRMSX's dividend yield for the trailing twelve months is around 0.57%, less than FDVIX's 14.39% 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% |
FDVIX Fidelity Advisor Diversified International Fund Class I | 14.39% | 13.83% | 6.36% | 4.22% | 2.17% | 10.74% | 0.02% | 1.48% | 5.04% | 0.29% | 1.54% | 0.92% |
Drawdowns
PRMSX vs. FDVIX - Drawdown Comparison
The maximum PRMSX drawdown since its inception was -71.13%, which is greater than FDVIX's maximum drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for PRMSX and FDVIX.
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Drawdown Indicators
| PRMSX | FDVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.13% | -61.22% | -9.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -12.54% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -43.24% | -35.28% | -7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -35.28% | -11.00% |
Current DrawdownCurrent decline from peak | -17.96% | -12.41% | -5.55% |
Average DrawdownAverage peak-to-trough decline | -21.21% | -13.38% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.15% | +0.13% |
Volatility
PRMSX vs. FDVIX - Volatility Comparison
T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a higher volatility of 9.38% compared to Fidelity Advisor Diversified International Fund Class I (FDVIX) at 8.16%. This indicates that PRMSX's price experiences larger fluctuations and is considered to be riskier than FDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRMSX | FDVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 8.16% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.22% | 12.23% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.74% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 16.76% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 16.88% | +1.44% |