TIDDX vs. PRWCX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
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. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Performance
TIDDX vs. PRWCX - Performance Comparison
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TIDDX vs. PRWCX - 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% |
PRWCX T. Rowe Price Capital Appreciation Fund | -3.22% | 20.92% | 12.50% | 18.85% | -12.00% | 18.45% | 18.13% | 24.62% | 0.63% | 15.34% |
Returns By Period
In the year-to-date period, TIDDX achieves a -1.33% return, which is significantly higher than PRWCX's -3.22% return. Over the past 10 years, TIDDX has underperformed PRWCX with an annualized return of 8.47%, while PRWCX has yielded a comparatively higher 11.41% 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%
PRWCX
- 1D
- 1.91%
- 1M
- -2.92%
- YTD
- -3.22%
- 6M
- 5.51%
- 1Y
- 16.80%
- 3Y*
- 13.72%
- 5Y*
- 9.22%
- 10Y*
- 11.41%
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TIDDX vs. PRWCX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than PRWCX's 0.68% expense ratio.
Return for Risk
TIDDX vs. PRWCX — Risk / Return Rank
TIDDX
PRWCX
TIDDX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). 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 | PRWCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.27 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.37 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.34 | -0.81 |
Martin ratioReturn relative to average drawdown | 5.98 | 9.70 | -3.71 |
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 | PRWCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.27 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.70 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.88 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.90 | -0.41 |
Correlation
The correlation between TIDDX and PRWCX is 0.72, 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. PRWCX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.35%, less than PRWCX's 16.24% 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% |
PRWCX T. Rowe Price Capital Appreciation Fund | 16.24% | 15.72% | 10.38% | 4.15% | 9.44% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% |
Drawdowns
TIDDX vs. PRWCX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, roughly equal to the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for TIDDX and PRWCX.
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Drawdown Indicators
| TIDDX | PRWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -41.77% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -6.80% | -6.70% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -17.07% | -26.69% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -26.86% | -16.90% |
Current DrawdownCurrent decline from peak | -10.59% | -4.47% | -6.12% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -3.34% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.64% | +1.81% |
Volatility
TIDDX vs. PRWCX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 7.23% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 3.64%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | PRWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 3.64% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 9.78% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 13.57% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 13.24% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 12.98% | +3.55% |