TIDDX vs. HLMSX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and Harding Loevner International Small Companies Portfolio (HLMSX).
TIDDX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P Global ex-U.S. Small Cap Index Net. It was launched on Dec 17, 2015. HLMSX is managed by Harding Loevner. It was launched on Mar 25, 2007.
Performance
TIDDX vs. HLMSX - Performance Comparison
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TIDDX vs. HLMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | -1.33% | 25.73% | 3.81% | 13.38% | -30.23% | 7.45% | 38.95% | 25.18% | -17.42% | 38.58% |
HLMSX Harding Loevner International Small Companies Portfolio | -3.25% | 14.87% | -6.92% | 11.78% | -24.50% | 12.82% | 18.51% | 29.45% | -17.65% | 34.42% |
Returns By Period
In the year-to-date period, TIDDX achieves a -1.33% return, which is significantly higher than HLMSX's -3.25% return. Over the past 10 years, TIDDX has outperformed HLMSX with an annualized return of 8.47%, while HLMSX has yielded a comparatively lower 5.40% annualized return.
TIDDX
- 1D
- 3.20%
- 1M
- -9.42%
- YTD
- -1.33%
- 6M
- 2.11%
- 1Y
- 21.66%
- 3Y*
- 11.32%
- 5Y*
- 0.75%
- 10Y*
- 8.47%
HLMSX
- 1D
- 2.21%
- 1M
- -5.44%
- YTD
- -3.25%
- 6M
- -5.18%
- 1Y
- 8.56%
- 3Y*
- 3.59%
- 5Y*
- -0.47%
- 10Y*
- 5.40%
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TIDDX vs. HLMSX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is lower than HLMSX's 1.37% expense ratio.
Return for Risk
TIDDX vs. HLMSX — Risk / Return Rank
TIDDX
HLMSX
TIDDX vs. HLMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund Class I (TIDDX) and Harding Loevner International Small Companies Portfolio (HLMSX). 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.
| TIDDX | HLMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.67 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.96 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.72 | +0.80 |
Martin ratioReturn relative to average drawdown | 5.98 | 1.83 | +4.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIDDX | HLMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.67 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.03 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.36 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.33 | +0.17 |
Correlation
The correlation between TIDDX and HLMSX is 0.89, 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
TIDDX vs. HLMSX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.35%, more than HLMSX's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 5.35% | 5.28% | 4.36% | 2.24% | 3.17% | 15.55% | 4.39% | 1.51% | 6.38% | 3.11% | 2.50% | 0.00% |
HLMSX Harding Loevner International Small Companies Portfolio | 4.17% | 4.04% | 1.17% | 1.00% | 1.83% | 2.82% | 0.03% | 0.52% | 7.56% | 1.13% | 4.37% | 1.54% |
Drawdowns
TIDDX vs. HLMSX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum HLMSX drawdown of -60.77%. Use the drawdown chart below to compare losses from any high point for TIDDX and HLMSX.
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Drawdown Indicators
| TIDDX | HLMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -60.77% | +17.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -10.59% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -38.22% | -5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -38.22% | -5.54% |
Current DrawdownCurrent decline from peak | -10.59% | -17.42% | +6.83% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -13.24% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 4.19% | -0.74% |
Volatility
TIDDX vs. HLMSX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 7.23% compared to Harding Loevner International Small Companies Portfolio (HLMSX) at 5.45%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than HLMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | HLMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 5.45% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 8.63% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 13.41% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 14.94% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 14.88% | +1.65% |