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PSILX vs. IYH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSILX vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum International Equity Fund (PSILX) and iShares U.S. Healthcare ETF (IYH). The values are adjusted to include any dividend payments, if applicable.

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PSILX vs. IYH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSILX
T. Rowe Price Spectrum International Equity Fund
-0.34%30.30%4.28%13.83%-18.04%5.00%13.94%25.00%-14.83%26.79%
IYH
iShares U.S. Healthcare ETF
-4.28%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%

Returns By Period

In the year-to-date period, PSILX achieves a -0.34% return, which is significantly higher than IYH's -4.28% return. Over the past 10 years, PSILX has underperformed IYH with an annualized return of 7.44%, while IYH has yielded a comparatively higher 9.51% annualized return.


PSILX

1D
3.08%
1M
-8.28%
YTD
-0.34%
6M
3.56%
1Y
21.36%
3Y*
12.79%
5Y*
4.67%
10Y*
7.44%

IYH

1D
0.78%
1M
-5.70%
YTD
-4.28%
6M
3.41%
1Y
5.26%
3Y*
5.68%
5Y*
5.52%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

PSILX vs. IYH — Risk / Return Rank

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

PSILX
PSILX Risk / Return Rank: 6363
Overall Rank
PSILX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PSILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PSILX Omega Ratio Rank: 6868
Omega Ratio Rank
PSILX Calmar Ratio Rank: 5555
Calmar Ratio Rank
PSILX Martin Ratio Rank: 5252
Martin Ratio Rank

IYH
IYH Risk / Return Rank: 1818
Overall Rank
IYH Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 1919
Sortino Ratio Rank
IYH Omega Ratio Rank: 1818
Omega Ratio Rank
IYH Calmar Ratio Rank: 1818
Calmar Ratio Rank
IYH Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSILX vs. IYH - Risk-Adjusted Trends 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.


PSILXIYHDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.30

+1.04

Sortino ratio

Return per unit of downside risk

1.84

0.53

+1.31

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratio

Return relative to maximum drawdown

1.44

0.32

+1.11

Martin ratio

Return relative to average drawdown

5.45

0.68

+4.77

PSILX vs. IYH - Sharpe Ratio Comparison

The current PSILX Sharpe Ratio is 1.34, which is higher than the IYH Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of PSILX and IYH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSILXIYHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.30

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.38

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.57

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.43

-0.12

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.


Dividends

PSILX vs. IYH - Dividend Comparison

PSILX's dividend yield for the trailing twelve months is around 5.44%, more than IYH's 1.30% yield.


TTM20252024202320222021202020192018201720162015
PSILX
T. Rowe Price Spectrum International Equity Fund
5.44%5.42%2.04%1.88%6.67%3.49%0.88%3.49%6.69%0.58%0.17%0.08%
IYH
iShares U.S. Healthcare ETF
1.30%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%

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 -43.12%. Use the drawdown chart below to compare losses from any high point for PSILX and IYH.


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Drawdown Indicators


PSILXIYHDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-43.12%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.72%

-10.52%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.13%

-17.91%

-15.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.33%

-28.40%

-4.93%

Current Drawdown

Current decline from peak

-10.03%

-7.45%

-2.58%

Average Drawdown

Average peak-to-trough decline

-14.13%

-8.97%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

4.95%

-1.56%

Volatility

PSILX vs. IYH - Volatility Comparison

T. Rowe Price Spectrum International Equity Fund (PSILX) has a higher volatility of 8.15% compared to iShares U.S. Healthcare ETF (IYH) at 4.91%. 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.


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Volatility by Period


PSILXIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

4.91%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

10.32%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

17.95%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

14.79%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

16.70%

-0.58%