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TRIGX vs. DFAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRIGX and DFAI is 0.71, 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.


Performance

TRIGX vs. DFAI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TRIGX:

1.23

DFAI:

0.86

Sortino Ratio

TRIGX:

1.54

DFAI:

1.15

Omega Ratio

TRIGX:

1.22

DFAI:

1.16

Calmar Ratio

TRIGX:

1.27

DFAI:

0.95

Martin Ratio

TRIGX:

4.33

DFAI:

2.99

Ulcer Index

TRIGX:

4.20%

DFAI:

4.21%

Daily Std Dev

TRIGX:

16.38%

DFAI:

16.77%

Max Drawdown

TRIGX:

-64.28%

DFAI:

-27.44%

Current Drawdown

TRIGX:

-0.39%

DFAI:

-0.24%

Returns By Period

In the year-to-date period, TRIGX achieves a 21.01% return, which is significantly higher than DFAI's 15.83% return.


TRIGX

YTD

21.01%

1M

6.47%

6M

20.52%

1Y

19.97%

3Y*

15.17%

5Y*

16.41%

10Y*

5.58%

DFAI

YTD

15.83%

1M

6.64%

6M

14.10%

1Y

14.32%

3Y*

11.45%

5Y*

N/A

10Y*

N/A

*Annualized

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TRIGX vs. DFAI - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is higher than DFAI's 0.18% expense ratio.


Risk-Adjusted Performance

TRIGX vs. DFAI — 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

DFAI
The Risk-Adjusted Performance Rank of DFAI is 7676
Overall Rank
The Sharpe Ratio Rank of DFAI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 7474
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. DFAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Dimensional International Core Equity Market ETF (DFAI). 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 DFAI Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of TRIGX and DFAI, 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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Dividends

TRIGX vs. DFAI - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.13%, less than DFAI's 2.50% 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%
DFAI
Dimensional International Core Equity Market ETF
2.50%2.72%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TRIGX vs. DFAI - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -64.28%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for TRIGX and DFAI. For additional features, visit the drawdowns tool.


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Volatility

TRIGX vs. DFAI - Volatility Comparison

T.Rowe Price International Value Equity Fund (TRIGX) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 2.53% and 2.49%, 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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