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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRMSX or FDVIX.
Performance
PRMSX vs. FDVIX - Performance Comparison
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Key characteristics
PRMSX:
0.33
FDVIX:
0.73
PRMSX:
0.40
FDVIX:
1.00
PRMSX:
1.05
FDVIX:
1.14
PRMSX:
0.08
FDVIX:
0.82
PRMSX:
0.52
FDVIX:
2.73
PRMSX:
6.22%
FDVIX:
4.38%
PRMSX:
16.38%
FDVIX:
18.69%
PRMSX:
-71.13%
FDVIX:
-61.21%
PRMSX:
-34.30%
FDVIX:
-0.88%
Returns By Period
In the year-to-date period, PRMSX achieves a 5.51% return, which is significantly lower than FDVIX's 15.25% return. Over the past 10 years, PRMSX has underperformed FDVIX with an annualized return of 2.01%, while FDVIX has yielded a comparatively higher 6.52% annualized return.
PRMSX
5.51%
2.29%
4.48%
6.53%
-1.05%
0.34%
2.01%
FDVIX
15.25%
5.29%
11.39%
12.43%
10.78%
9.80%
6.52%
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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.
Risk-Adjusted Performance
PRMSX vs. FDVIX — Risk-Adjusted Performance Rank
PRMSX
FDVIX
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.
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Dividends
PRMSX vs. FDVIX - Dividend Comparison
PRMSX's dividend yield for the trailing twelve months is around 0.33%, less than FDVIX's 5.52% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRMSX T. Rowe Price Emerging Markets Stock Fund | 0.33% | 0.35% | 1.09% | 1.17% | 8.26% | 0.49% | 1.24% | 0.61% | 0.58% | 0.69% | 0.56% | 0.86% |
FDVIX Fidelity Advisor Diversified International Fund Class I | 5.52% | 6.36% | 4.22% | 2.17% | 10.74% | 0.02% | 1.48% | 5.04% | 1.28% | 1.54% | 0.92% | 1.47% |
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 -61.21%. Use the drawdown chart below to compare losses from any high point for PRMSX and FDVIX.
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Volatility
PRMSX vs. FDVIX - Volatility Comparison
T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a higher volatility of 3.78% compared to Fidelity Advisor Diversified International Fund Class I (FDVIX) at 3.24%. 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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