PSILX vs. IYH
Compare and contrast key facts about T. Rowe Price Spectrum International Equity Fund (PSILX) and iShares U.S. Healthcare ETF (IYH).
PSILX is managed by T. Rowe Price. It was launched on Dec 31, 1996. IYH is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Health Care Index. It was launched on Jun 12, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSILX or IYH.
Key characteristics
| PSILX | IYH | |
|---|---|---|
| YTD Return | 7.80% | 11.69% |
| 1Y Return | 18.59% | 22.60% |
| 3Y Return (Ann) | -1.03% | 4.49% |
| 5Y Return (Ann) | 4.66% | 10.99% |
| 10Y Return (Ann) | 4.94% | 9.79% |
| Sharpe Ratio | 1.48 | 1.84 |
| Sortino Ratio | 2.11 | 2.54 |
| Omega Ratio | 1.26 | 1.34 |
| Calmar Ratio | 0.93 | 1.72 |
| Martin Ratio | 8.23 | 8.64 |
| Ulcer Index | 2.22% | 2.30% |
| Daily Std Dev | 12.39% | 10.79% |
| Max Drawdown | -61.38% | -43.13% |
| Current Drawdown | -5.21% | -4.13% |
Correlation
The correlation between PSILX and IYH is 0.54, 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
PSILX vs. IYH - Performance Comparison
In the year-to-date period, PSILX achieves a 7.80% return, which is significantly lower than IYH's 11.69% return. Over the past 10 years, PSILX has underperformed IYH with an annualized return of 4.94%, while IYH has yielded a comparatively higher 9.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSILX vs. IYH - Expense Ratio Comparison
PSILX has a 0.89% expense ratio, which is higher than IYH's 0.43% expense ratio.
Risk-Adjusted Performance
PSILX vs. IYH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum International Equity Fund (PSILX) and iShares U.S. Healthcare ETF (IYH). 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.
Dividends
PSILX vs. IYH - Dividend Comparison
PSILX's dividend yield for the trailing twelve months is around 1.74%, more than IYH's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSILX T. Rowe Price Spectrum International Equity Fund | 1.74% | 1.88% | 1.45% | 1.30% | 0.75% | 1.99% | 1.97% | 1.37% | 1.77% | 1.36% | 3.82% | 1.33% |
IYH iShares U.S. Healthcare ETF | 1.11% | 1.18% | 1.10% | 0.94% | 1.16% | 1.14% | 1.95% | 1.10% | 1.29% | 2.02% | 1.05% | 1.12% |
Drawdowns
PSILX vs. IYH - Drawdown Comparison
The maximum PSILX drawdown since its inception was -61.38%, which is greater than IYH's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for PSILX and IYH. For additional features, visit the drawdowns tool.
Volatility
PSILX vs. IYH - Volatility Comparison
T. Rowe Price Spectrum International Equity Fund (PSILX) has a higher volatility of 3.67% compared to iShares U.S. Healthcare ETF (IYH) at 3.10%. This indicates that PSILX's price experiences larger fluctuations and is considered to be riskier than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.