Correlation
The correlation between PRMSX and VEIEX is 0.60, 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. VEIEX
Compare and contrast key facts about T. Rowe Price Emerging Markets Stock Fund (PRMSX) and Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX).
PRMSX is managed by T. Rowe Price. It was launched on Mar 30, 1995. VEIEX is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Markets All Cap China A Inclusion Index. It was launched on May 4, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRMSX or VEIEX.
Performance
PRMSX vs. VEIEX - Performance Comparison
Loading data...
Key characteristics
PRMSX:
0.33
VEIEX:
0.72
PRMSX:
0.40
VEIEX:
0.94
PRMSX:
1.05
VEIEX:
1.12
PRMSX:
0.08
VEIEX:
0.51
PRMSX:
0.52
VEIEX:
1.81
PRMSX:
6.22%
VEIEX:
5.30%
PRMSX:
16.38%
VEIEX:
15.91%
PRMSX:
-71.13%
VEIEX:
-65.96%
PRMSX:
-34.30%
VEIEX:
-5.50%
Returns By Period
In the year-to-date period, PRMSX achieves a 5.51% return, which is significantly lower than VEIEX's 6.22% return. Over the past 10 years, PRMSX has underperformed VEIEX with an annualized return of 2.01%, while VEIEX has yielded a comparatively higher 3.80% annualized return.
PRMSX
5.51%
2.29%
4.48%
6.53%
-1.05%
0.34%
2.01%
VEIEX
6.22%
3.59%
5.74%
12.15%
5.76%
7.67%
3.80%
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. VEIEX - Expense Ratio Comparison
PRMSX has a 1.20% expense ratio, which is higher than VEIEX's 0.29% expense ratio.
Risk-Adjusted Performance
PRMSX vs. VEIEX — Risk-Adjusted Performance Rank
PRMSX
VEIEX
PRMSX vs. VEIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Stock Fund (PRMSX) and Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX). 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.
Loading data...
Dividends
PRMSX vs. VEIEX - Dividend Comparison
PRMSX's dividend yield for the trailing twelve months is around 0.33%, less than VEIEX's 2.81% 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% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.81% | 2.97% | 3.31% | 3.87% | 2.41% | 1.72% | 3.07% | 2.67% | 2.14% | 2.33% | 3.04% | 2.67% |
Drawdowns
PRMSX vs. VEIEX - Drawdown Comparison
The maximum PRMSX drawdown since its inception was -71.13%, which is greater than VEIEX's maximum drawdown of -65.96%. Use the drawdown chart below to compare losses from any high point for PRMSX and VEIEX.
Loading data...
Volatility
PRMSX vs. VEIEX - Volatility Comparison
T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a higher volatility of 3.78% compared to Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) at 3.59%. This indicates that PRMSX's price experiences larger fluctuations and is considered to be riskier than VEIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...