TRIGX vs. FTIEX

In the year-to-date period, TRIGX achieves a 21.01% return, which is significantly higher than FTIEX's 14.41% return. Over the past 10 years, TRIGX has underperformed FTIEX with an annualized return of 5.58%, while FTIEX has yielded a comparatively higher 5.96% annualized return.

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TRIGX has a 0.89% expense ratio, which is lower than FTIEX's 1.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Fidelity Total International Equity Fund (FTIEX). 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 FTIEX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TRIGX and FTIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TRIGX's dividend yield for the trailing twelve months is around 2.13%, more than FTIEX's 1.37% yield.

The maximum TRIGX drawdown since its inception was -64.28%, roughly equal to the maximum FTIEX drawdown of -61.67%. Use the drawdown chart below to compare losses from any high point for TRIGX and FTIEX. For additional features, visit the drawdowns tool.

T.Rowe Price International Value Equity Fund (TRIGX) and Fidelity Total International Equity Fund (FTIEX) 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.