TIDDX vs. PRWAX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
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. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
TIDDX vs. PRWAX - Performance Comparison
Loading graphics...
TIDDX vs. PRWAX - 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -12.37% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
Returns By Period
In the year-to-date period, TIDDX achieves a -4.40% return, which is significantly higher than PRWAX's -12.37% return. Over the past 10 years, TIDDX has underperformed PRWAX with an annualized return of 8.13%, while PRWAX has yielded a comparatively higher 16.95% 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%
PRWAX
- 1D
- -0.24%
- 1M
- -9.15%
- YTD
- -12.37%
- 6M
- -3.78%
- 1Y
- 16.34%
- 3Y*
- 18.79%
- 5Y*
- 10.36%
- 10Y*
- 16.95%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TIDDX vs. PRWAX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Return for Risk
TIDDX vs. PRWAX — Risk / Return Rank
TIDDX
PRWAX
TIDDX vs. PRWAX - 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 All-Cap Opportunities Fund (PRWAX). 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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.87 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.42 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.02 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.54 | 3.79 | +0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TIDDX | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.87 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.58 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.90 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.11 |
Correlation
The correlation between TIDDX and PRWAX 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. PRWAX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.52%, less than PRWAX's 19.01% 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 19.01% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
TIDDX vs. PRWAX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TIDDX and PRWAX.
Loading graphics...
Drawdown Indicators
| TIDDX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -55.06% | +11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -14.05% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -29.38% | -14.38% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -30.50% | -13.26% |
Current DrawdownCurrent decline from peak | -13.36% | -14.05% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -9.92% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.79% | -0.39% |
Volatility
TIDDX vs. PRWAX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 6.18% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 4.90%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TIDDX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 4.90% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 12.45% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 19.42% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 17.88% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 18.82% | -2.32% |