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TIDDX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIDDX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Discovery Fund Class I (TIDDX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

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TIDDX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-14.83%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%

Returns By Period

In the year-to-date period, TIDDX achieves a -4.40% return, which is significantly higher than TRLGX's -14.83% return. Over the past 10 years, TIDDX has underperformed TRLGX with an annualized return of 8.13%, while TRLGX has yielded a comparatively higher 16.26% 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%

TRLGX

1D
-0.39%
1M
-9.19%
YTD
-14.83%
6M
-13.42%
1Y
8.66%
3Y*
20.81%
5Y*
9.15%
10Y*
16.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIDDX vs. TRLGX - Expense Ratio Comparison

TIDDX has a 1.08% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Return for Risk

TIDDX vs. TRLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TIDDX
TIDDX Risk / Return Rank: 5151
Overall Rank
TIDDX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TIDDX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TIDDX Omega Ratio Rank: 5252
Omega Ratio Rank
TIDDX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TIDDX Martin Ratio Rank: 4444
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 1515
Overall Rank
TRLGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 1717
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TIDDX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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.


TIDDXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.40

+0.71

Sortino ratio

Return per unit of downside risk

1.49

0.74

+0.74

Omega ratio

Gain probability vs. loss probability

1.22

1.10

+0.12

Calmar ratio

Return relative to maximum drawdown

1.14

0.29

+0.86

Martin ratio

Return relative to average drawdown

4.54

0.96

+3.58

TIDDX vs. TRLGX - Sharpe Ratio Comparison

The current TIDDX Sharpe Ratio is 1.11, which is higher than the TRLGX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TIDDX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TIDDXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.40

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.41

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.75

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Correlation

The correlation between TIDDX and TRLGX is 0.70, 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. TRLGX - Dividend Comparison

TIDDX's dividend yield for the trailing twelve months is around 5.52%, less than TRLGX's 16.07% yield.


TTM20252024202320222021202020192018201720162015
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%
TRLGX
T. Rowe Price Large-Cap Growth Fund
16.07%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

TIDDX vs. TRLGX - Drawdown Comparison

The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for TIDDX and TRLGX.


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Drawdown Indicators


TIDDXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.76%

-55.56%

+11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-18.18%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-43.76%

-40.44%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-43.76%

-40.44%

-3.32%

Current Drawdown

Current decline from peak

-13.36%

-18.18%

+4.82%

Average Drawdown

Average peak-to-trough decline

-13.36%

-8.71%

-4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

5.45%

-2.05%

Volatility

TIDDX vs. TRLGX - Volatility Comparison

T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 6.18% compared to T. Rowe Price Large-Cap Growth Fund (TRLGX) at 5.76%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIDDXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

5.76%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

11.86%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

21.86%

-6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

22.34%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

21.69%

-5.19%