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

Correlation

The correlation between PSILX and TROSX is 0.80, 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.


Performance

PSILX vs. TROSX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PSILX:

0.67

TROSX:

0.56

Sortino Ratio

PSILX:

1.08

TROSX:

0.96

Omega Ratio

PSILX:

1.14

TROSX:

1.13

Calmar Ratio

PSILX:

0.63

TROSX:

0.74

Martin Ratio

PSILX:

2.68

TROSX:

2.26

Ulcer Index

PSILX:

4.30%

TROSX:

4.60%

Daily Std Dev

PSILX:

16.22%

TROSX:

17.10%

Max Drawdown

PSILX:

-67.58%

TROSX:

-61.15%

Current Drawdown

PSILX:

-3.65%

TROSX:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with PSILX having a 12.38% return and TROSX slightly lower at 12.20%. Over the past 10 years, PSILX has underperformed TROSX with an annualized return of 3.23%, while TROSX has yielded a comparatively higher 5.06% annualized return.


PSILX

YTD

12.38%

1M

10.12%

6M

8.82%

1Y

10.75%

5Y*

8.27%

10Y*

3.23%

TROSX

YTD

12.20%

1M

9.75%

6M

9.00%

1Y

9.58%

5Y*

12.00%

10Y*

5.06%

*Annualized

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PSILX vs. TROSX - Expense Ratio Comparison

PSILX has a 0.89% expense ratio, which is higher than TROSX's 0.77% expense ratio.


Risk-Adjusted Performance

PSILX vs. TROSX — 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 6666
Overall Rank
The Sharpe Ratio Rank of PSILX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PSILX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PSILX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of PSILX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PSILX is 6868
Martin Ratio Rank

TROSX
The Risk-Adjusted Performance Rank of TROSX is 6161
Overall Rank
The Sharpe Ratio Rank of TROSX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TROSX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TROSX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TROSX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TROSX is 6161
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. TROSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum International Equity Fund (PSILX) and T. Rowe Price Overseas Stock Fund (TROSX). 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 PSILX Sharpe Ratio is 0.67, which is comparable to the TROSX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of PSILX and TROSX, 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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Dividends

PSILX vs. TROSX - Dividend Comparison

PSILX's dividend yield for the trailing twelve months is around 1.81%, less than TROSX's 2.13% yield.


TTM20242023202220212020201920182017201620152014
PSILX
T. Rowe Price Spectrum International Equity Fund
1.81%2.04%1.88%1.45%1.30%0.75%1.99%1.97%1.37%1.77%1.36%3.82%
TROSX
T. Rowe Price Overseas Stock Fund
2.13%2.38%2.28%2.31%1.88%1.41%2.14%2.26%1.86%1.98%2.11%2.87%

Drawdowns

PSILX vs. TROSX - Drawdown Comparison

The maximum PSILX drawdown since its inception was -67.58%, which is greater than TROSX's maximum drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for PSILX and TROSX. For additional features, visit the drawdowns tool.


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Volatility

PSILX vs. TROSX - Volatility Comparison

The current volatility for T. Rowe Price Spectrum International Equity Fund (PSILX) is 3.54%, while T. Rowe Price Overseas Stock Fund (TROSX) has a volatility of 3.95%. This indicates that PSILX experiences smaller price fluctuations and is considered to be less risky than TROSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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