TRIGX vs. FXAIX
Compare and contrast key facts about T.Rowe Price International Value Equity Fund (TRIGX) and Fidelity 500 Index Fund (FXAIX).
TRIGX is managed by T. Rowe Price. It was launched on Dec 20, 1998. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
TRIGX vs. FXAIX - Performance Comparison
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TRIGX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRIGX T.Rowe Price International Value Equity Fund | 2.14% | 43.90% | 7.85% | 19.18% | -8.45% | 12.77% | 1.63% | 20.89% | -18.22% | 18.34% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, TRIGX achieves a 2.14% return, which is significantly higher than FXAIX's -4.34% return. Over the past 10 years, TRIGX has underperformed FXAIX with an annualized return of 9.11%, while FXAIX has yielded a comparatively higher 14.08% annualized return.
TRIGX
- 1D
- 2.88%
- 1M
- -7.57%
- YTD
- 2.14%
- 6M
- 8.44%
- 1Y
- 29.73%
- 3Y*
- 20.85%
- 5Y*
- 12.35%
- 10Y*
- 9.11%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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TRIGX vs. FXAIX - Expense Ratio Comparison
TRIGX has a 0.89% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
TRIGX vs. FXAIX — Risk / Return Rank
TRIGX
FXAIX
TRIGX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Fidelity 500 Index Fund (FXAIX). 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.
| TRIGX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.97 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.49 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.52 | +0.85 |
Martin ratioReturn relative to average drawdown | 9.13 | 7.30 | +1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRIGX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.97 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.70 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.78 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.76 | -0.42 |
Correlation
The correlation between TRIGX and FXAIX is 0.77, 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. FXAIX - Dividend Comparison
TRIGX's dividend yield for the trailing twelve months is around 2.72%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIGX T.Rowe Price International Value Equity Fund | 2.72% | 2.78% | 2.58% | 2.66% | 2.98% | 2.49% | 1.34% | 2.82% | 2.49% | 0.26% | 2.65% | 2.07% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
TRIGX vs. FXAIX - Drawdown Comparison
The maximum TRIGX drawdown since its inception was -62.28%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TRIGX and FXAIX.
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Drawdown Indicators
| TRIGX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.28% | -33.79% | -28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -12.13% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -24.50% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -41.94% | -33.79% | -8.15% |
Current DrawdownCurrent decline from peak | -9.43% | -6.23% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -3.83% | -8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.53% | +0.62% |
Volatility
TRIGX vs. FXAIX - Volatility Comparison
T.Rowe Price International Value Equity Fund (TRIGX) has a higher volatility of 8.06% compared to Fidelity 500 Index Fund (FXAIX) at 5.34%. This indicates that TRIGX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIGX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.34% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 9.53% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 18.32% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 16.92% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 18.05% | -1.12% |