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RPICX vs. ANDIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RPICX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional International Disciplined Equity Fund (RPICX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RPICX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ANDIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPICX vs. ANDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPICX
T. Rowe Price Institutional International Disciplined Equity Fund
0.00%0.00%8.78%17.23%-10.26%5.14%4.57%23.46%-10.41%21.67%
ANDIX
AQR International Defensive Style Fund
5.63%21.41%2.83%12.06%-14.26%7.59%8.43%18.39%-10.35%22.86%

Correlation

The correlation between RPICX and ANDIX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2012

0.85

The correlation between RPICX and ANDIX shifts across timeframes, from 0.56 (3 years) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RPICX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional International Disciplined Equity Fund (RPICX) and AQR International Defensive Style Fund (ANDIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RPICX vs. ANDIX - Sharpe Ratio Comparison


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Drawdowns

RPICX vs. ANDIX - Drawdown Comparison


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Volatility

RPICX vs. ANDIX - Volatility Comparison


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RPICX vs. ANDIX - Expense Ratio Comparison

RPICX has a 0.75% expense ratio, which is higher than ANDIX's 0.55% expense ratio.


Dividends

RPICX vs. ANDIX - Dividend Comparison

RPICX has not paid dividends to shareholders, while ANDIX's dividend yield for the trailing twelve months is around 70.16%.


PositionTTM20252024202320222021202020192018201720162015
ANDIX
AQR International Defensive Style Fund
70.16%4.74%2.29%3.02%2.00%2.53%1.73%2.51%2.40%3.30%1.47%2.09%
RPICX
T. Rowe Price Institutional International Disciplined Equity Fund
0.00%0.00%3.48%2.79%0.84%3.15%2.70%3.61%19.04%6.08%1.68%2.37%

Frequently Asked Questions


RPICX and ANDIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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