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RPICX vs. FINVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPICX vs. FINVX - 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 Value Fund (FINVX). The values are adjusted to include any dividend payments, if applicable.

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RPICX vs. FINVX - 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%
FINVX
Fidelity Series International Value Fund
1.28%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-16.40%20.41%

Returns By Period


RPICX

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

FINVX

1D
2.66%
1M
-5.05%
YTD
1.28%
6M
7.30%
1Y
29.10%
3Y*
21.23%
5Y*
13.43%
10Y*
10.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPICX vs. FINVX - Expense Ratio Comparison

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


Return for Risk

RPICX vs. FINVX — Risk / Return Rank

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

RPICX

FINVX
FINVX Risk / Return Rank: 8585
Overall Rank
FINVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FINVX Omega Ratio Rank: 8282
Omega Ratio Rank
FINVX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FINVX Martin Ratio Rank: 8888
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. FINVX - 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 Value Fund (FINVX). 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. FINVX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RPICXFINVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Correlation

The correlation between RPICX and FINVX is 0.88, 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. FINVX - Dividend Comparison

RPICX has not paid dividends to shareholders, while FINVX's dividend yield for the trailing twelve months is around 11.06%.


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%
FINVX
Fidelity Series International Value Fund
11.06%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%

Drawdowns

RPICX vs. FINVX - Drawdown Comparison


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Drawdown Indicators


RPICXFINVXDifference

Max Drawdown

Largest peak-to-trough decline

-42.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

Current Drawdown

Current decline from peak

-6.84%

Average Drawdown

Average peak-to-trough decline

-9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

Volatility

RPICX vs. FINVX - Volatility Comparison


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Volatility by Period


RPICXFINVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%