PortfoliosLab logo
PRMSX vs. FNWFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRMSX and FNWFX is 0.66, 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.


Performance

PRMSX vs. FNWFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Stock Fund (PRMSX) and American Funds New World Fund Class F-3 (FNWFX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PRMSX:

0.25

FNWFX:

0.32

Sortino Ratio

PRMSX:

0.38

FNWFX:

0.47

Omega Ratio

PRMSX:

1.05

FNWFX:

1.06

Calmar Ratio

PRMSX:

0.07

FNWFX:

0.16

Martin Ratio

PRMSX:

0.48

FNWFX:

0.71

Ulcer Index

PRMSX:

6.23%

FNWFX:

5.63%

Daily Std Dev

PRMSX:

16.41%

FNWFX:

15.55%

Max Drawdown

PRMSX:

-71.13%

FNWFX:

-37.51%

Current Drawdown

PRMSX:

-33.45%

FNWFX:

-9.74%

Returns By Period

In the year-to-date period, PRMSX achieves a 6.87% return, which is significantly lower than FNWFX's 9.34% return.


PRMSX

YTD

6.87%

1M

6.93%

6M

4.88%

1Y

4.07%

3Y*

0.65%

5Y*

1.29%

10Y*

1.77%

FNWFX

YTD

9.34%

1M

9.43%

6M

5.27%

1Y

5.01%

3Y*

8.28%

5Y*

7.58%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRMSX vs. FNWFX - Expense Ratio Comparison

PRMSX has a 1.20% expense ratio, which is higher than FNWFX's 0.57% expense ratio.


Risk-Adjusted Performance

PRMSX vs. FNWFX — 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 3333
Overall Rank
The Sharpe Ratio Rank of PRMSX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PRMSX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PRMSX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PRMSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PRMSX is 3333
Martin Ratio Rank

FNWFX
The Risk-Adjusted Performance Rank of FNWFX is 3838
Overall Rank
The Sharpe Ratio Rank of FNWFX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FNWFX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FNWFX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FNWFX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of FNWFX is 3737
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. FNWFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Stock Fund (PRMSX) and American Funds New World Fund Class F-3 (FNWFX). 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 current PRMSX Sharpe Ratio is 0.25, which is comparable to the FNWFX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of PRMSX and FNWFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

PRMSX vs. FNWFX - Dividend Comparison

PRMSX's dividend yield for the trailing twelve months is around 0.33%, less than FNWFX's 1.18% yield.


TTM20242023202220212020201920182017201620152014
PRMSX
T. Rowe Price Emerging Markets Stock Fund
0.33%0.35%1.09%0.48%0.73%0.38%1.24%0.61%0.40%0.51%0.53%0.59%
FNWFX
American Funds New World Fund Class F-3
1.18%1.29%1.66%1.34%0.86%0.43%1.43%1.46%1.32%0.00%0.00%0.00%

Drawdowns

PRMSX vs. FNWFX - Drawdown Comparison

The maximum PRMSX drawdown since its inception was -71.13%, which is greater than FNWFX's maximum drawdown of -37.51%. Use the drawdown chart below to compare losses from any high point for PRMSX and FNWFX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PRMSX vs. FNWFX - Volatility Comparison

T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a higher volatility of 3.49% compared to American Funds New World Fund Class F-3 (FNWFX) at 3.03%. This indicates that PRMSX's price experiences larger fluctuations and is considered to be riskier than FNWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...