TOUS vs. PRITX

Last updated Jun 5, 2026

TOUS (T. Rowe Price International Equity ETF) and PRITX (T. Rowe Price International Stock Fund) are both Foreign Large Cap Equities funds from T. Rowe Price. Over the past year, TOUS returned 21.92% vs 15.73% for PRITX. Their correlation of 0.89 suggests significant overlap in exposure. TOUS charges 0.50%/yr vs 0.84%/yr for PRITX.

Performance

TOUS vs. PRITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price International Stock Fund (PRITX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TOUS achieves a 10.20% return, which is significantly higher than PRITX's 9.68% return.

TOUS

• 1D: 0.80%
• 1M: 4.65%
• YTD: 10.20%
• 6M: 12.42%
• 1Y: 21.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRITX

• 1D: -1.07%
• 1M: 4.81%
• YTD: 9.68%
• 6M: 10.48%
• 1Y: 15.73%
• 3Y*: 12.62%
• 5Y*: 4.35%
• 10Y*: 7.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TOUS vs. PRITX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TOUS T. Rowe Price International Equity ETF	10.20%	34.00%	3.63%	3.38%
PRITX T. Rowe Price International Stock Fund	9.68%	18.36%	3.44%	3.07%

Correlation

The correlation between TOUS and PRITX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 16, 2023	0.89

The correlation between TOUS and PRITX has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

Return for Risk

TOUS vs. PRITX — Risk / Return Rank

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

TOUS

TOUS Risk / Return Rank: 41
TOUS Sharpe Ratio Rank: 42
TOUS Sortino Ratio Rank: 42
TOUS Omega Ratio Rank: 42
TOUS Calmar Ratio Rank: 37
TOUS Martin Ratio Rank: 41

PRITX

PRITX Risk / Return Rank: 15
PRITX Sharpe Ratio Rank: 14
PRITX Sortino Ratio Rank: 14
PRITX Omega Ratio Rank: 15
PRITX Calmar Ratio Rank: 14
PRITX Martin Ratio Rank: 17

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.

TOUS vs. PRITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price International Stock Fund (PRITX). 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.

	TOUS	PRITX	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.04	+0.40
Sortino ratio: Return per unit of downside risk	2.12	1.55	+0.57
Omega ratio: Gain probability vs. loss probability	1.27	1.20	+0.07
Calmar ratio: Return relative to maximum drawdown	1.80	1.23	+0.57
Martin ratio: Return relative to average drawdown	6.55	4.59	+1.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TOUS vs. PRITX - Sharpe Ratio Comparison

The current TOUS Sharpe Ratio is 1.44, which is higher than the PRITX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TOUS and PRITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TOUS	PRITX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	1.04	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	0.36	+0.74

Drawdowns

TOUS vs. PRITX - Drawdown Comparison

The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum PRITX drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for TOUS and PRITX.

Drawdown Indicators

	TOUS	PRITX	Difference
Max Drawdown Largest peak-to-trough decline	-14.29%	-61.38%	+47.09%
Max Drawdown (1Y) Largest decline over 1 year	-12.23%	-13.41%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.03%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.02%	—
Current Drawdown Current decline from peak	-0.21%	-1.07%	+0.86%
Average Drawdown Average peak-to-trough decline	-2.83%	-15.94%	+13.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	3.58%	-0.23%

Volatility

TOUS vs. PRITX - Volatility Comparison

T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price International Stock Fund (PRITX) have volatilities of 5.12% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TOUS	PRITX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	5.32%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	13.02%	13.52%	-0.50%
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	15.85%	-0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.18%	15.96%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.18%	16.45%	-1.27%

TOUS vs. PRITX - Expense Ratio Comparison

TOUS has a 0.50% expense ratio, which is lower than PRITX's 0.84% expense ratio.

Dividends

TOUS vs. PRITX - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 1.58%, less than PRITX's 8.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRITX T. Rowe Price International Stock Fund	8.87%	9.73%	1.15%	1.10%	0.95%	7.35%	1.52%	3.06%	7.31%	3.48%	0.98%	1.37%
TOUS T. Rowe Price International Equity ETF	1.58%	1.74%	3.01%	0.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TOUS and PRITX in my portfolio?

TOUS and PRITX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TOUS or PRITX?

PRITX has higher volatility (5.32%) compared to TOUS (5.12%). In terms of maximum drawdown, TOUS dropped -14.29% vs PRITX's -61.38%.

Which has better risk-adjusted returns?

TOUS currently has the higher Sharpe Ratio (1.44 vs 1.04), 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.