RPIBX vs. TRBCX
RPIBX (T. Rowe Price International Bond Fund) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - RPIBX is a Global Bonds fund managed by T. Rowe Price, while TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, RPIBX returned 0.10%/yr vs 17.15%/yr for TRBCX. At a 0.03 correlation, their price movements are largely independent. RPIBX charges 0.67%/yr vs 0.69%/yr for TRBCX.
Performance
RPIBX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, RPIBX achieves a -1.15% return, which is significantly lower than TRBCX's 1.49% return. Over the past 10 years, RPIBX has underperformed TRBCX with an annualized return of 0.10%, while TRBCX has yielded a comparatively higher 17.15% annualized return.
RPIBX
- 1D
- 0.00%
- 1M
- -1.07%
- 6M
- -0.87%
- YTD
- -1.15%
- 1Y
- -0.55%
- 3Y*
- 4.28%
- 5Y*
- -2.25%
- 10Y*
- 0.10%
TRBCX
- 1D
- 0.75%
- 1M
- 1.77%
- 6M
- 0.40%
- YTD
- 1.49%
- 1Y
- 11.32%
- 3Y*
- 26.01%
- 5Y*
- 10.90%
- 10Y*
- 17.15%
RPIBX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPIBX T. Rowe Price International Bond Fund | -1.15% | 10.96% | -2.90% | 9.35% | -20.72% | -7.18% | 11.51% | 6.67% | -2.93% | 11.16% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 1.49% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between RPIBX and TRBCX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1993 | 0.03 |
Over the past year, RPIBX and TRBCX have become more correlated (0.31) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
RPIBX vs. TRBCX — Risk / Return Rank
RPIBX
TRBCX
RPIBX vs. TRBCX - 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 (TRBCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RPIBX | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.66 | -0.80 |
| Martin ratioReturn relative to average drawdown | -0.34 | 2.10 | -2.44 |
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Drawdowns
RPIBX vs. TRBCX - Drawdown Comparison
The maximum RPIBX drawdown since its inception was -33.80%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for RPIBX and TRBCX.
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Drawdown Indicators
| RPIBX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -54.56% | +20.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.98% | -17.01% | +12.03% |
Max Drawdown (3Y)Largest decline over 3 years | -8.18% | -23.08% | +14.90% |
Max Drawdown (5Y)Largest decline over 5 years | -31.45% | -43.63% | +12.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -43.63% | +9.83% |
Current DrawdownCurrent decline from peak | -14.81% | -4.45% | -10.36% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -11.29% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 5.35% | -3.35% |
Volatility
RPIBX vs. TRBCX - Volatility Comparison
The current volatility for T. Rowe Price International Bond Fund (RPIBX) is 1.30%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 6.66%. This indicates that RPIBX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPIBX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 6.66% | -5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 14.91% | -10.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 17.85% | -11.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.84% | 24.20% | -16.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.22% | 22.82% | -15.60% |
RPIBX vs. TRBCX - Expense Ratio Comparison
RPIBX has a 0.67% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Dividends
RPIBX vs. TRBCX - Dividend Comparison
RPIBX's dividend yield for the trailing twelve months is around 3.74%, less than TRBCX's 5.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPIBX T. Rowe Price International Bond Fund | 3.74% | 4.06% | 5.59% | 4.46% | 1.37% | 1.90% | 1.27% | 1.99% | 2.05% | 1.89% | 1.81% | 1.98% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.17% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
RPIBX and TRBCX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRBCX has higher volatility (6.66%) compared to RPIBX (1.30%). In terms of maximum drawdown, RPIBX dropped -33.80% vs TRBCX's -54.56%.
TRBCX currently has the higher Sharpe Ratio (0.63 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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