TIDDX vs. PRCOX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
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. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
TIDDX vs. PRCOX - Performance Comparison
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TIDDX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | -4.40% | 25.73% | 3.81% | 13.38% | -30.23% | 7.45% | 38.95% | 25.18% | -17.42% | 38.58% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -4.40% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with TIDDX at -4.40% and PRCOX at -4.40%. Over the past 10 years, TIDDX has underperformed PRCOX with an annualized return of 8.13%, while PRCOX has yielded a comparatively higher 14.64% annualized return.
TIDDX
- 1D
- -0.18%
- 1M
- -13.36%
- YTD
- -4.40%
- 6M
- -1.09%
- 1Y
- 18.32%
- 3Y*
- 10.15%
- 5Y*
- 0.48%
- 10Y*
- 8.13%
PRCOX
- 1D
- 3.03%
- 1M
- -5.43%
- YTD
- -4.40%
- 6M
- -1.63%
- 1Y
- 17.03%
- 3Y*
- 19.27%
- 5Y*
- 12.31%
- 10Y*
- 14.64%
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TIDDX vs. PRCOX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Return for Risk
TIDDX vs. PRCOX — Risk / Return Rank
TIDDX
PRCOX
TIDDX vs. PRCOX - 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 T. Rowe Price U.S. Equity Research Fund (PRCOX). 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 | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.97 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.49 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.29 | -0.15 |
Martin ratioReturn relative to average drawdown | 4.54 | 6.07 | -1.53 |
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 | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.97 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.72 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.80 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Correlation
The correlation between TIDDX and PRCOX is 0.74, 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. PRCOX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.52%, more than PRCOX's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 5.52% | 5.28% | 4.36% | 2.24% | 3.17% | 15.55% | 4.39% | 1.51% | 6.38% | 3.11% | 2.50% | 0.00% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.80% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
TIDDX vs. PRCOX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for TIDDX and PRCOX.
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Drawdown Indicators
| TIDDX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -53.96% | +10.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -12.19% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -24.94% | -18.82% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -34.42% | -9.34% |
Current DrawdownCurrent decline from peak | -13.36% | -6.57% | -6.79% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -9.22% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.59% | +0.81% |
Volatility
TIDDX vs. PRCOX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 6.18% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 5.63%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.63% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.35% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 18.35% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 17.33% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 18.33% | -1.83% |