TRIGX vs. IDMO
Compare and contrast key facts about T.Rowe Price International Value Equity Fund (TRIGX) and Invesco S&P International Developed Momentum ETF (IDMO).
TRIGX is managed by T. Rowe Price. It was launched on Dec 20, 1998. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Performance
TRIGX vs. IDMO - Performance Comparison
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TRIGX vs. IDMO - 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% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Returns By Period
In the year-to-date period, TRIGX achieves a 2.14% return, which is significantly higher than IDMO's 1.97% return. Over the past 10 years, TRIGX has underperformed IDMO with an annualized return of 9.11%, while IDMO has yielded a comparatively higher 11.86% 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%
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
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TRIGX vs. IDMO - Expense Ratio Comparison
TRIGX has a 0.89% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
TRIGX vs. IDMO — Risk / Return Rank
TRIGX
IDMO
TRIGX vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Invesco S&P International Developed Momentum ETF (IDMO). 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 | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.66 | +0.16 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.28 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.66 | -0.29 |
Martin ratioReturn relative to average drawdown | 9.13 | 10.75 | -1.61 |
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 | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.66 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.83 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.66 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.44 | -0.10 |
Correlation
The correlation between TRIGX and IDMO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TRIGX vs. IDMO - Dividend Comparison
TRIGX's dividend yield for the trailing twelve months is around 2.72%, less than IDMO's 3.73% 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% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
TRIGX vs. IDMO - Drawdown Comparison
The maximum TRIGX drawdown since its inception was -62.28%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for TRIGX and IDMO.
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Drawdown Indicators
| TRIGX | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.28% | -39.38% | -22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -12.31% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -27.07% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.94% | -31.34% | -10.60% |
Current DrawdownCurrent decline from peak | -9.43% | -6.22% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -9.85% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.05% | +0.10% |
Volatility
TRIGX vs. IDMO - Volatility Comparison
The current volatility for T.Rowe Price International Value Equity Fund (TRIGX) is 8.06%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 9.12%. This indicates that TRIGX experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIGX | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 9.12% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 12.67% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 19.21% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 17.67% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 17.90% | -0.97% |