TIDDX vs. PREIX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and T. Rowe Price Equity Index 500 Fund (PREIX).
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. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Performance
TIDDX vs. PREIX - Performance Comparison
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TIDDX vs. PREIX - 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% |
PREIX T. Rowe Price Equity Index 500 Fund | -7.11% | 19.24% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 31.47% | -4.59% | 21.01% |
Returns By Period
In the year-to-date period, TIDDX achieves a -4.40% return, which is significantly higher than PREIX's -7.11% return. Over the past 10 years, TIDDX has underperformed PREIX with an annualized return of 8.13%, while PREIX has yielded a comparatively higher 13.66% 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%
PREIX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.11%
- 6M
- -3.40%
- 1Y
- 15.76%
- 3Y*
- 17.48%
- 5Y*
- 11.51%
- 10Y*
- 13.66%
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TIDDX vs. PREIX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Return for Risk
TIDDX vs. PREIX — Risk / Return Rank
TIDDX
PREIX
TIDDX vs. PREIX - 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 Equity Index 500 Fund (PREIX). 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 | PREIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.91 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.40 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.16 | -0.02 |
Martin ratioReturn relative to average drawdown | 4.54 | 5.66 | -1.13 |
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 | PREIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.91 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.68 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.76 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.11 |
Correlation
The correlation between TIDDX and PREIX 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. PREIX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.52%, more than PREIX's 3.97% 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% |
PREIX T. Rowe Price Equity Index 500 Fund | 3.97% | 3.66% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
Drawdowns
TIDDX vs. PREIX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for TIDDX and PREIX.
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Drawdown Indicators
| TIDDX | PREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -55.32% | +11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -12.12% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -24.60% | -19.16% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -33.81% | -9.95% |
Current DrawdownCurrent decline from peak | -13.36% | -8.93% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -8.76% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.49% | +0.91% |
Volatility
TIDDX vs. PREIX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 6.18% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 4.25%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | PREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 4.25% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.03% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 18.09% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 16.95% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 18.06% | -1.56% |