Correlation
The correlation between TOUS and PRWCX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
TOUS vs. PRWCX
Compare and contrast key facts about T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price Capital Appreciation Fund (PRWCX).
TOUS is an actively managed fund by T. Rowe Price. It was launched on Jun 14, 2023. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOUS or PRWCX.
Performance
TOUS vs. PRWCX - Performance Comparison
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Key characteristics
TOUS:
0.97
PRWCX:
1.00
TOUS:
1.33
PRWCX:
1.33
TOUS:
1.18
PRWCX:
1.19
TOUS:
1.09
PRWCX:
1.05
TOUS:
3.48
PRWCX:
4.52
TOUS:
4.48%
PRWCX:
2.19%
TOUS:
17.36%
PRWCX:
11.44%
TOUS:
-14.29%
PRWCX:
-41.77%
TOUS:
-0.57%
PRWCX:
-0.59%
Returns By Period
In the year-to-date period, TOUS achieves a 20.06% return, which is significantly higher than PRWCX's 3.00% return.
TOUS
20.06%
4.97%
16.60%
15.68%
N/A
N/A
N/A
PRWCX
3.00%
3.03%
0.68%
10.47%
10.00%
11.14%
10.32%
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TOUS vs. PRWCX - Expense Ratio Comparison
TOUS has a 0.50% expense ratio, which is lower than PRWCX's 0.68% expense ratio.
Risk-Adjusted Performance
TOUS vs. PRWCX — Risk-Adjusted Performance Rank
TOUS
PRWCX
TOUS vs. PRWCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) 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.
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Dividends
TOUS vs. PRWCX - Dividend Comparison
TOUS's dividend yield for the trailing twelve months is around 2.51%, less than PRWCX's 10.07% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
TOUS T. Rowe Price International Equity ETF | 2.51% | 3.01% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRWCX T. Rowe Price Capital Appreciation Fund | 10.07% | 10.38% | 4.15% | 9.45% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% | 10.03% |
Drawdowns
TOUS vs. PRWCX - Drawdown Comparison
The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for TOUS and PRWCX.
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Volatility
TOUS vs. PRWCX - Volatility Comparison
T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price Capital Appreciation Fund (PRWCX) have volatilities of 3.04% and 3.17%, 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.
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