TIDDX vs. VGPMX
TIDDX (T. Rowe Price International Discovery Fund Class I) and VGPMX (Vanguard Global Capital Cycles Fund) are both mutual funds - TIDDX is a Foreign Small & Mid Cap Equities fund tracking the S&P Global ex-U.S. Small Cap Index Net, while VGPMX is a Global Equities fund managed by Vanguard. Over the past 10 years, TIDDX returned 9.12%/yr vs 9.11%/yr for VGPMX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. TIDDX charges 1.08%/yr vs 0.36%/yr for VGPMX.
Performance
TIDDX vs. VGPMX - Performance Comparison
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Returns By Period
In the year-to-date period, TIDDX achieves a 9.62% return, which is significantly lower than VGPMX's 16.88% return. Both investments have delivered pretty close results over the past 10 years, with TIDDX having a 9.12% annualized return and VGPMX not far behind at 9.11%.
TIDDX
- 1D
- 2.40%
- 1M
- 0.62%
- 6M
- 4.03%
- YTD
- 9.62%
- 1Y
- 19.99%
- 3Y*
- 13.53%
- 5Y*
- 1.79%
- 10Y*
- 9.12%
- ALL TIME*
- 9.03%
VGPMX
- 1D
- 2.26%
- 1M
- 2.84%
- 6M
- 6.45%
- YTD
- 16.88%
- 1Y
- 58.07%
- 3Y*
- 27.54%
- 5Y*
- 20.65%
- 10Y*
- 9.11%
- ALL TIME*
- 6.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TIDDX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 9.62% | 25.73% | 3.81% | 13.38% | -30.23% | 7.45% | 38.95% | 25.18% | -17.42% | 38.58% |
VGPMX Vanguard Global Capital Cycles Fund | 16.88% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Correlation
The correlation between TIDDX and VGPMX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.64 |
The correlation between TIDDX and VGPMX shifts across timeframes, from 0.64 (all time) to 0.78 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TIDDX vs. VGPMX — Risk / Return Rank
TIDDX
VGPMX
TIDDX vs. VGPMX - 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 Vanguard Global Capital Cycles Fund (VGPMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TIDDX | VGPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.53 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 4.42 | -2.98 |
| Martin ratioReturn relative to average drawdown | 5.18 | 14.96 | -9.78 |
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Drawdowns
TIDDX vs. VGPMX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for TIDDX and VGPMX.
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Drawdown Indicators
| TIDDX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -78.85% | +35.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -12.80% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -14.63% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -22.71% | -21.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -54.56% | +10.80% |
Current DrawdownCurrent decline from peak | -0.94% | -3.52% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -13.03% | -34.44% | +21.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 3.77% | -0.03% |
Volatility
TIDDX vs. VGPMX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 5.29% compared to Vanguard Global Capital Cycles Fund (VGPMX) at 4.49%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIDDX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.49% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 15.24% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 18.11% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 17.49% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 20.63% | -4.08% |
TIDDX vs. VGPMX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Dividends
TIDDX vs. VGPMX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 4.82%, more than VGPMX's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 4.82% | 5.28% | 4.36% | 2.24% | 3.17% | 15.55% | 4.39% | 1.51% | 6.38% | 3.11% | 2.50% | 0.00% |
VGPMX Vanguard Global Capital Cycles Fund | 3.34% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Frequently Asked Questions
TIDDX and VGPMX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIDDX has higher volatility (5.29%) compared to VGPMX (4.49%). In terms of maximum drawdown, TIDDX dropped -43.76% vs VGPMX's -78.85%.
VGPMX currently has the higher Sharpe Ratio (3.13 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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