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TRIGX vs. EPDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRIGX vs. EPDIX - Performance Comparison

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

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TRIGX vs. EPDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIGX
T.Rowe Price International Value Equity Fund
-0.71%43.90%7.85%19.18%-8.45%12.77%1.63%20.89%-18.22%18.34%
EPDIX
EuroPac International Dividend Income Fund
5.87%62.35%0.87%7.85%1.53%8.04%9.23%13.33%-10.74%15.81%

Returns By Period

In the year-to-date period, TRIGX achieves a -0.71% return, which is significantly lower than EPDIX's 5.87% return. Over the past 10 years, TRIGX has underperformed EPDIX with an annualized return of 8.81%, while EPDIX has yielded a comparatively higher 9.85% annualized return.


TRIGX

1D
0.08%
1M
-11.80%
YTD
-0.71%
6M
6.05%
1Y
26.30%
3Y*
19.72%
5Y*
11.97%
10Y*
8.81%

EPDIX

1D
0.07%
1M
-9.48%
YTD
5.87%
6M
16.80%
1Y
44.92%
3Y*
20.84%
5Y*
14.71%
10Y*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRIGX vs. EPDIX - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is lower than EPDIX's 1.25% expense ratio.


Return for Risk

TRIGX vs. EPDIX — Risk / Return Rank

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

TRIGX
TRIGX Risk / Return Rank: 8181
Overall Rank
TRIGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 8080
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 7878
Martin Ratio Rank

EPDIX
EPDIX Risk / Return Rank: 9797
Overall Rank
EPDIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EPDIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
EPDIX Omega Ratio Rank: 9595
Omega Ratio Rank
EPDIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EPDIX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

TRIGX vs. EPDIX - Risk-Adjusted Trends Comparison

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


TRIGXEPDIXDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.80

-1.26

Sortino ratio

Return per unit of downside risk

2.03

3.33

-1.31

Omega ratio

Gain probability vs. loss probability

1.31

1.54

-0.23

Calmar ratio

Return relative to maximum drawdown

1.97

4.08

-2.11

Martin ratio

Return relative to average drawdown

7.61

16.78

-9.17

TRIGX vs. EPDIX - Sharpe Ratio Comparison

The current TRIGX Sharpe Ratio is 1.55, which is lower than the EPDIX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of TRIGX and EPDIX, 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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Sharpe Ratios by Period


TRIGXEPDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.80

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.06

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.66

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.46

-0.12

Correlation

The correlation between TRIGX and EPDIX is 0.78, 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.


Dividends

TRIGX vs. EPDIX - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.80%, less than EPDIX's 6.72% yield.


TTM20252024202320222021202020192018201720162015
TRIGX
T.Rowe Price International Value Equity Fund
2.80%2.78%2.58%2.66%2.98%2.49%1.34%2.82%2.49%0.26%2.65%2.07%
EPDIX
EuroPac International Dividend Income Fund
6.72%7.71%4.09%3.32%2.81%2.31%1.92%2.68%3.00%2.93%2.47%3.88%

Drawdowns

TRIGX vs. EPDIX - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -62.28%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for TRIGX and EPDIX.


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Drawdown Indicators


TRIGXEPDIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.28%

-38.23%

-24.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-10.92%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-20.98%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-32.84%

-9.10%

Current Drawdown

Current decline from peak

-11.97%

-9.48%

-2.49%

Average Drawdown

Average peak-to-trough decline

-12.71%

-10.88%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.65%

+0.50%

Volatility

TRIGX vs. EPDIX - Volatility Comparison

T.Rowe Price International Value Equity Fund (TRIGX) has a higher volatility of 7.43% compared to EuroPac International Dividend Income Fund (EPDIX) at 6.47%. This indicates that TRIGX's price experiences larger fluctuations and is considered to be riskier than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIGXEPDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

6.47%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

11.36%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

16.09%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

14.01%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

14.86%

+2.05%