PortfoliosLab logoPortfoliosLab logo
RPIBX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPIBX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Bond Fund (RPIBX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RPIBX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPIBX
T. Rowe Price International Bond Fund
-2.76%13.03%-5.11%7.35%-20.72%-7.18%11.51%6.67%-2.93%11.16%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-11.20%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Returns By Period

In the year-to-date period, RPIBX achieves a -2.76% return, which is significantly higher than TBCIX's -11.20% return. Over the past 10 years, RPIBX has underperformed TBCIX with an annualized return of -0.05%, while TBCIX has yielded a comparatively higher 16.10% annualized return.


RPIBX

1D
-0.29%
1M
-4.90%
YTD
-2.76%
6M
-2.04%
1Y
6.57%
3Y*
2.84%
5Y*
-2.73%
10Y*
-0.05%

TBCIX

1D
3.90%
1M
-5.46%
YTD
-11.20%
6M
-9.94%
1Y
15.19%
3Y*
26.37%
5Y*
10.79%
10Y*
16.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RPIBX vs. TBCIX - Expense Ratio Comparison

RPIBX has a 0.67% expense ratio, which is higher than TBCIX's 0.56% expense ratio.


Return for Risk

RPIBX vs. TBCIX — Risk / Return Rank

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

RPIBX
RPIBX Risk / Return Rank: 5353
Overall Rank
RPIBX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RPIBX Sortino Ratio Rank: 5656
Sortino Ratio Rank
RPIBX Omega Ratio Rank: 3939
Omega Ratio Rank
RPIBX Calmar Ratio Rank: 6464
Calmar Ratio Rank
RPIBX Martin Ratio Rank: 5252
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2929
Overall Rank
TBCIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 3131
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 2424
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.

RPIBX vs. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Bond Fund (RPIBX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.


RPIBXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.72

+0.26

Sortino ratio

Return per unit of downside risk

1.49

1.21

+0.29

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.47

0.78

+0.69

Martin ratio

Return relative to average drawdown

5.15

2.71

+2.45

RPIBX vs. TBCIX - Sharpe Ratio Comparison

The current RPIBX Sharpe Ratio is 0.98, which is higher than the TBCIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of RPIBX and TBCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RPIBXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.72

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.45

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.71

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.68

-0.17

Correlation

The correlation between RPIBX and TBCIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RPIBX vs. TBCIX - Dividend Comparison

RPIBX's dividend yield for the trailing twelve months is around 6.17%, more than TBCIX's 5.86% yield.


TTM20252024202320222021202020192018201720162015
RPIBX
T. Rowe Price International Bond Fund
6.17%5.95%3.19%2.68%1.37%1.90%1.27%1.99%2.05%1.89%1.81%1.98%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
5.86%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%

Drawdowns

RPIBX vs. TBCIX - Drawdown Comparison

The maximum RPIBX drawdown since its inception was -33.80%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for RPIBX and TBCIX.


Loading graphics...

Drawdown Indicators


RPIBXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-43.26%

+9.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

-16.96%

+11.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.09%

-43.26%

+11.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-43.26%

+9.46%

Current Drawdown

Current decline from peak

-18.11%

-13.72%

-4.39%

Average Drawdown

Average peak-to-trough decline

-6.96%

-8.15%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

4.86%

-3.44%

Volatility

RPIBX vs. TBCIX - Volatility Comparison

The current volatility for T. Rowe Price International Bond Fund (RPIBX) is 2.40%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 7.01%. This indicates that RPIBX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RPIBXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

7.01%

-4.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

12.40%

-8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.92%

22.77%

-15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

23.94%

-16.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

22.73%

-15.50%