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

Correlation

The correlation between TRIGX and FTIEX is 0.94, 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.


-0.50.00.51.00.9

Performance

TRIGX vs. FTIEX - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
2.08%
2.52%
TRIGX
FTIEX

Key characteristics

Sharpe Ratio

TRIGX:

1.40

FTIEX:

1.04

Sortino Ratio

TRIGX:

1.93

FTIEX:

1.51

Omega Ratio

TRIGX:

1.25

FTIEX:

1.18

Calmar Ratio

TRIGX:

1.89

FTIEX:

1.30

Martin Ratio

TRIGX:

4.72

FTIEX:

3.77

Ulcer Index

TRIGX:

3.70%

FTIEX:

3.58%

Daily Std Dev

TRIGX:

12.49%

FTIEX:

13.02%

Max Drawdown

TRIGX:

-64.28%

FTIEX:

-61.67%

Current Drawdown

TRIGX:

-1.07%

FTIEX:

-1.61%

Returns By Period

In the year-to-date period, TRIGX achieves a 8.59% return, which is significantly higher than FTIEX's 7.56% return. Over the past 10 years, TRIGX has underperformed FTIEX with an annualized return of 4.87%, while FTIEX has yielded a comparatively higher 5.59% annualized return.


TRIGX

YTD

8.59%

1M

5.55%

6M

2.08%

1Y

15.98%

5Y*

8.64%

10Y*

4.87%

FTIEX

YTD

7.56%

1M

3.47%

6M

2.52%

1Y

11.94%

5Y*

6.02%

10Y*

5.59%

*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. FTIEX - Expense Ratio Comparison

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


FTIEX
Fidelity Total International Equity Fund
Expense ratio chart for FTIEX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for TRIGX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

TRIGX vs. FTIEX — 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 7272
Overall Rank
The Sharpe Ratio Rank of TRIGX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIGX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of TRIGX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TRIGX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TRIGX is 6363
Martin Ratio Rank

FTIEX
The Risk-Adjusted Performance Rank of FTIEX is 5858
Overall Rank
The Sharpe Ratio Rank of FTIEX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIEX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FTIEX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FTIEX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FTIEX is 5555
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. FTIEX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TRIGX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.001.401.04
The chart of Sortino ratio for TRIGX, currently valued at 1.93, compared to the broader market0.002.004.006.008.0010.0012.001.931.51
The chart of Omega ratio for TRIGX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.18
The chart of Calmar ratio for TRIGX, currently valued at 1.89, compared to the broader market0.005.0010.0015.0020.001.891.30
The chart of Martin ratio for TRIGX, currently valued at 4.72, compared to the broader market0.0020.0040.0060.0080.004.723.77
TRIGX
FTIEX

The current TRIGX Sharpe Ratio is 1.40, which is higher than the FTIEX Sharpe Ratio of 1.04. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.40
1.04
TRIGX
FTIEX

Dividends

TRIGX vs. FTIEX - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.37%, more than FTIEX's 1.46% yield.


TTM20242023202220212020201920182017201620152014
TRIGX
T.Rowe Price International Value Equity Fund
2.37%2.58%2.66%2.98%2.36%1.34%2.82%2.49%2.05%2.65%2.07%3.34%
FTIEX
Fidelity Total International Equity Fund
1.46%1.57%1.33%1.07%1.95%0.72%1.66%1.00%1.60%1.47%1.25%3.92%

Drawdowns

TRIGX vs. FTIEX - Drawdown Comparison

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.07%
-1.61%
TRIGX
FTIEX

Volatility

TRIGX vs. FTIEX - Volatility Comparison

The current volatility for T.Rowe Price International Value Equity Fund (TRIGX) is 3.30%, while Fidelity Total International Equity Fund (FTIEX) has a volatility of 3.64%. This indicates that TRIGX experiences smaller price fluctuations and is considered to be less risky than FTIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.30%
3.64%
TRIGX
FTIEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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