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PSILX vs. ANWPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSILX and ANWPX is 0.87, 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.


-0.50.00.51.00.9

Performance

PSILX vs. ANWPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum International Equity Fund (PSILX) and American Funds New Perspective Fund Class A (ANWPX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
1.30%
0.27%
PSILX
ANWPX

Key characteristics

Sharpe Ratio

PSILX:

0.84

ANWPX:

0.67

Sortino Ratio

PSILX:

1.25

ANWPX:

0.95

Omega Ratio

PSILX:

1.15

ANWPX:

1.13

Calmar Ratio

PSILX:

0.58

ANWPX:

0.46

Martin Ratio

PSILX:

2.73

ANWPX:

2.94

Ulcer Index

PSILX:

3.87%

ANWPX:

3.12%

Daily Std Dev

PSILX:

12.65%

ANWPX:

13.81%

Max Drawdown

PSILX:

-67.58%

ANWPX:

-50.43%

Current Drawdown

PSILX:

-7.95%

ANWPX:

-9.87%

Returns By Period

In the year-to-date period, PSILX achieves a 7.36% return, which is significantly higher than ANWPX's 3.40% return. Over the past 10 years, PSILX has underperformed ANWPX with an annualized return of 3.30%, while ANWPX has yielded a comparatively higher 6.07% annualized return.


PSILX

YTD

7.36%

1M

3.55%

6M

1.31%

1Y

10.80%

5Y*

4.94%

10Y*

3.30%

ANWPX

YTD

3.40%

1M

-1.58%

6M

0.27%

1Y

9.33%

5Y*

8.26%

10Y*

6.07%

*Annualized

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PSILX vs. ANWPX - Expense Ratio Comparison

PSILX has a 0.89% expense ratio, which is higher than ANWPX's 0.72% expense ratio.


PSILX
T. Rowe Price Spectrum International Equity Fund
Expense ratio chart for PSILX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for ANWPX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

PSILX vs. ANWPX — Risk-Adjusted Performance Rank

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

PSILX
The Risk-Adjusted Performance Rank of PSILX is 4646
Overall Rank
The Sharpe Ratio Rank of PSILX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of PSILX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of PSILX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PSILX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of PSILX is 4545
Martin Ratio Rank

ANWPX
The Risk-Adjusted Performance Rank of ANWPX is 3737
Overall Rank
The Sharpe Ratio Rank of ANWPX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ANWPX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ANWPX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ANWPX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ANWPX is 4747
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.

PSILX vs. ANWPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum International Equity Fund (PSILX) and American Funds New Perspective Fund Class A (ANWPX). 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.


Sharpe ratio
The chart of Sharpe ratio for PSILX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.000.840.67
The chart of Sortino ratio for PSILX, currently valued at 1.25, compared to the broader market0.002.004.006.008.0010.0012.001.250.95
The chart of Omega ratio for PSILX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.13
The chart of Calmar ratio for PSILX, currently valued at 0.58, compared to the broader market0.005.0010.0015.0020.000.580.46
The chart of Martin ratio for PSILX, currently valued at 2.73, compared to the broader market0.0020.0040.0060.0080.002.732.94
PSILX
ANWPX

The current PSILX Sharpe Ratio is 0.84, which is comparable to the ANWPX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PSILX and ANWPX, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.84
0.67
PSILX
ANWPX

Dividends

PSILX vs. ANWPX - Dividend Comparison

PSILX's dividend yield for the trailing twelve months is around 1.90%, more than ANWPX's 0.57% yield.


TTM20242023202220212020201920182017201620152014
PSILX
T. Rowe Price Spectrum International Equity Fund
1.90%2.04%1.88%1.45%1.30%0.75%1.99%1.97%1.37%1.77%1.36%3.82%
ANWPX
American Funds New Perspective Fund Class A
0.57%0.59%0.94%0.84%0.33%0.13%1.01%1.18%0.45%0.82%0.72%7.58%

Drawdowns

PSILX vs. ANWPX - Drawdown Comparison

The maximum PSILX drawdown since its inception was -67.58%, which is greater than ANWPX's maximum drawdown of -50.43%. Use the drawdown chart below to compare losses from any high point for PSILX and ANWPX. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%SeptemberOctoberNovemberDecember2025February
-7.95%
-9.87%
PSILX
ANWPX

Volatility

PSILX vs. ANWPX - Volatility Comparison

The current volatility for T. Rowe Price Spectrum International Equity Fund (PSILX) is 3.23%, while American Funds New Perspective Fund Class A (ANWPX) has a volatility of 3.51%. This indicates that PSILX experiences smaller price fluctuations and is considered to be less risky than ANWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.23%
3.51%
PSILX
ANWPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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