PSILX vs. VTWAX
Compare and contrast key facts about T. Rowe Price Spectrum International Equity Fund (PSILX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX).
PSILX is managed by T. Rowe Price. It was launched on Dec 31, 1996. VTWAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSILX or VTWAX.
Key characteristics
| PSILX | VTWAX | |
|---|---|---|
| YTD Return | 8.74% | 14.38% |
| 1Y Return | 15.57% | 23.22% |
| 3Y Return (Ann) | -0.44% | 5.74% |
| 5Y Return (Ann) | 5.83% | 11.29% |
| Sharpe Ratio | 1.26 | 1.89 |
| Daily Std Dev | 12.25% | 12.16% |
| Max Drawdown | -61.38% | -34.20% |
| Current Drawdown | -3.82% | -0.79% |
Correlation
The correlation between PSILX and VTWAX is 0.92, 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. VTWAX - Performance Comparison
In the year-to-date period, PSILX achieves a 8.74% return, which is significantly lower than VTWAX's 14.38% 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. VTWAX - Expense Ratio Comparison
PSILX has a 0.89% expense ratio, which is higher than VTWAX's 0.10% expense ratio.
Risk-Adjusted Performance
PSILX vs. VTWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum International Equity Fund (PSILX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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. VTWAX - Dividend Comparison
PSILX's dividend yield for the trailing twelve months is around 1.73%, more than VTWAX's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSILX T. Rowe Price Spectrum International Equity Fund | 1.73% | 1.88% | 6.67% | 3.49% | 0.88% | 3.49% | 6.69% | 1.95% | 1.94% | 1.44% | 3.82% | 1.45% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.52% | 2.06% | 2.17% | 1.79% | 1.64% | 2.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSILX vs. VTWAX - Drawdown Comparison
The maximum PSILX drawdown since its inception was -61.38%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for PSILX and VTWAX. For additional features, visit the drawdowns tool.
Volatility
PSILX vs. VTWAX - Volatility Comparison
T. Rowe Price Spectrum International Equity Fund (PSILX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) have volatilities of 3.92% and 3.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.