PortfoliosLab logo
TRIGX vs. CIVVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRIGX and CIVVX is 0.66, 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.


Performance

TRIGX vs. CIVVX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

TRIGX:

1.23

CIVVX:

0.28

Sortino Ratio

TRIGX:

1.54

CIVVX:

0.40

Omega Ratio

TRIGX:

1.22

CIVVX:

1.06

Calmar Ratio

TRIGX:

1.27

CIVVX:

0.20

Martin Ratio

TRIGX:

4.33

CIVVX:

0.52

Ulcer Index

TRIGX:

4.20%

CIVVX:

7.40%

Daily Std Dev

TRIGX:

16.38%

CIVVX:

19.32%

Max Drawdown

TRIGX:

-64.28%

CIVVX:

-70.48%

Current Drawdown

TRIGX:

-0.39%

CIVVX:

-2.42%

Returns By Period

In the year-to-date period, TRIGX achieves a 21.01% return, which is significantly higher than CIVVX's 15.92% return. Over the past 10 years, TRIGX has outperformed CIVVX with an annualized return of 5.58%, while CIVVX has yielded a comparatively lower 4.82% annualized return.


TRIGX

YTD

21.01%

1M

6.47%

6M

20.52%

1Y

19.97%

3Y*

15.17%

5Y*

16.41%

10Y*

5.58%

CIVVX

YTD

15.92%

1M

6.75%

6M

7.96%

1Y

5.40%

3Y*

11.94%

5Y*

15.01%

10Y*

4.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRIGX vs. CIVVX - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is lower than CIVVX's 1.10% expense ratio.


Risk-Adjusted Performance

TRIGX vs. CIVVX — Risk-Adjusted Performance Rank

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

TRIGX
The Risk-Adjusted Performance Rank of TRIGX is 8686
Overall Rank
The Sharpe Ratio Rank of TRIGX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIGX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TRIGX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of TRIGX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TRIGX is 8585
Martin Ratio Rank

CIVVX
The Risk-Adjusted Performance Rank of CIVVX is 3737
Overall Rank
The Sharpe Ratio Rank of CIVVX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CIVVX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CIVVX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of CIVVX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of CIVVX is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRIGX vs. CIVVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Causeway International Value Fund (CIVVX). 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.


The current TRIGX Sharpe Ratio is 1.23, which is higher than the CIVVX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of TRIGX and CIVVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

TRIGX vs. CIVVX - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.13%, less than CIVVX's 7.83% yield.


TTM20242023202220212020201920182017201620152014
TRIGX
T.Rowe Price International Value Equity Fund
2.13%2.58%2.66%2.98%2.49%1.34%2.82%2.49%2.31%2.65%2.07%6.90%
CIVVX
Causeway International Value Fund
7.83%9.07%1.63%1.54%1.60%1.11%4.41%3.31%1.73%1.69%1.70%2.31%

Drawdowns

TRIGX vs. CIVVX - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -64.28%, smaller than the maximum CIVVX drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for TRIGX and CIVVX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

TRIGX vs. CIVVX - Volatility Comparison

The current volatility for T.Rowe Price International Value Equity Fund (TRIGX) is 2.53%, while Causeway International Value Fund (CIVVX) has a volatility of 3.56%. This indicates that TRIGX experiences smaller price fluctuations and is considered to be less risky than CIVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...