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RPICX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPICX vs. FIGSX - 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 Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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RPICX vs. FIGSX - 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%
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period


RPICX

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

FIGSX

1D
-0.44%
1M
-13.35%
YTD
-5.60%
6M
-5.08%
1Y
9.99%
3Y*
9.41%
5Y*
5.27%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPICX vs. FIGSX - Expense Ratio Comparison

RPICX has a 0.75% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

RPICX vs. FIGSX — Risk / Return Rank

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

RPICX

FIGSX
FIGSX Risk / Return Rank: 2020
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1919
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2222
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.

RPICX vs. FIGSX - 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 Fidelity Series International Growth Fund (FIGSX). 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. FIGSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RPICXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Correlation

The correlation between RPICX and FIGSX is 0.85, 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.


Dividends

RPICX vs. FIGSX - Dividend Comparison

RPICX has not paid dividends to shareholders, while FIGSX's dividend yield for the trailing twelve months is around 9.19%.


TTM20252024202320222021202020192018201720162015
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%
FIGSX
Fidelity Series International Growth Fund
9.19%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

RPICX vs. FIGSX - Drawdown Comparison


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Drawdown Indicators


RPICXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-13.89%

Average Drawdown

Average peak-to-trough decline

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

Volatility

RPICX vs. FIGSX - Volatility Comparison


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Volatility by Period


RPICXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%