TIDDX vs. SPY
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and State Street SPDR S&P 500 ETF (SPY).
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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both TIDDX and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TIDDX vs. SPY - Performance Comparison
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TIDDX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
The year-to-date returns for both investments are quite close, with TIDDX having a -4.40% return and SPY slightly higher at -4.37%. Over the past 10 years, TIDDX has underperformed SPY with an annualized return of 8.13%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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TIDDX vs. SPY - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TIDDX vs. SPY — Risk / Return Rank
TIDDX
SPY
TIDDX vs. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.93 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.45 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.53 | -0.38 |
Martin ratioReturn relative to average drawdown | 4.54 | 7.30 | -2.76 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.93 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.69 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.78 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Correlation
The correlation between TIDDX and SPY 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. SPY - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.52%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TIDDX vs. SPY - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TIDDX and SPY.
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Drawdown Indicators
| TIDDX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -55.19% | +11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -12.05% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -24.50% | -19.26% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -33.72% | -10.04% |
Current DrawdownCurrent decline from peak | -13.36% | -6.24% | -7.12% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -9.09% | -4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.52% | +0.88% |
Volatility
TIDDX vs. SPY - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 6.18% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.31% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.47% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 19.05% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 17.06% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 17.92% | -1.42% |