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RPICX vs. PRDGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RPICX vs. PRDGX - 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 T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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*

PRDGX

1D
0.79%
1M
3.23%
YTD
7.60%
6M
7.74%
1Y
17.14%
3Y*
15.54%
5Y*
10.09%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPICX vs. PRDGX - 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%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
7.60%14.74%13.48%13.68%-10.22%26.03%13.92%31.76%-1.06%18.89%

Correlation

The correlation between RPICX and PRDGX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.43

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

0.60

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

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.71

The correlation between RPICX and PRDGX shifts across timeframes, from 0.43 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RPICX vs. PRDGX — Risk / Return Rank

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

RPICX

PRDGX
PRDGX Risk / Return Rank: 4040
Overall Rank
PRDGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRDGX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PRDGX Omega Ratio Rank: 3737
Omega Ratio Rank
PRDGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
PRDGX Martin Ratio Rank: 4747
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. PRDGX - 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 T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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. PRDGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RPICXPRDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

Drawdowns

RPICX vs. PRDGX - Drawdown Comparison


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Drawdown Indicators


RPICXPRDGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

Volatility

RPICX vs. PRDGX - Volatility Comparison


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Volatility by Period


RPICXPRDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

RPICX vs. PRDGX - Expense Ratio Comparison

RPICX has a 0.75% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


Dividends

RPICX vs. PRDGX - Dividend Comparison

RPICX has not paid dividends to shareholders, while PRDGX's dividend yield for the trailing twelve months is around 7.52%.


PositionTTM20252024202320222021202020192018201720162015
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
7.52%8.02%4.66%2.78%3.81%2.00%1.03%2.33%3.67%1.82%3.07%7.57%
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 PRDGX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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