RPMGX vs. PRITX

In the year-to-date period, RPMGX achieves a -8.60% return, which is significantly lower than PRITX's 5.68% return. Over the past 10 years, RPMGX has underperformed PRITX with an annualized return of 1.22%, while PRITX has yielded a comparatively higher 2.82% annualized return.

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RPMGX has a 0.72% expense ratio, which is lower than PRITX's 0.84% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Growth Fund (RPMGX) and T. Rowe Price International Stock Fund (PRITX). 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.

The current RPMGX Sharpe Ratio is -0.46, which is lower than the PRITX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RPMGX and PRITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RPMGX has not paid dividends to shareholders, while PRITX's dividend yield for the trailing twelve months is around 1.09%.

The maximum RPMGX drawdown since its inception was -58.69%, smaller than the maximum PRITX drawdown of -72.86%. Use the drawdown chart below to compare losses from any high point for RPMGX and PRITX. For additional features, visit the drawdowns tool.

T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a higher volatility of 13.53% compared to T. Rowe Price International Stock Fund (PRITX) at 10.52%. This indicates that RPMGX's price experiences larger fluctuations and is considered to be riskier than PRITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.