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TRIGX vs. IXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRIGX vs. IXUS - Performance Comparison

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

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TRIGX vs. IXUS - 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%
IXUS
iShares Core MSCI Total International Stock ETF
2.36%32.40%5.19%15.83%-16.47%8.86%10.80%21.71%-14.41%28.12%

Returns By Period

In the year-to-date period, TRIGX achieves a -0.71% return, which is significantly lower than IXUS's 2.36% return. Both investments have delivered pretty close results over the past 10 years, with TRIGX having a 8.81% annualized return and IXUS not far ahead at 8.90%.


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%

IXUS

1D
3.46%
1M
-7.87%
YTD
2.36%
6M
6.89%
1Y
28.40%
3Y*
15.55%
5Y*
7.22%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRIGX vs. IXUS - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is higher than IXUS's 0.09% expense ratio.


Return for Risk

TRIGX vs. IXUS — 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

IXUS
IXUS Risk / Return Rank: 8686
Overall Rank
IXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
IXUS Omega Ratio Rank: 8787
Omega Ratio Rank
IXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
IXUS Martin Ratio Rank: 8686
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. IXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and iShares Core MSCI Total International Stock ETF (IXUS). 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.


TRIGXIXUSDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.64

-0.10

Sortino ratio

Return per unit of downside risk

2.03

2.27

-0.24

Omega ratio

Gain probability vs. loss probability

1.31

1.34

-0.03

Calmar ratio

Return relative to maximum drawdown

1.97

2.43

-0.45

Martin ratio

Return relative to average drawdown

7.61

9.39

-1.78

TRIGX vs. IXUS - Sharpe Ratio Comparison

The current TRIGX Sharpe Ratio is 1.55, which is comparable to the IXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of TRIGX and IXUS, 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


TRIGXIXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.64

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.45

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.45

-0.11

Correlation

The correlation between TRIGX and IXUS is 0.93, 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. IXUS - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.80%, less than IXUS's 3.16% 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%
IXUS
iShares Core MSCI Total International Stock ETF
3.16%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%

Drawdowns

TRIGX vs. IXUS - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -62.28%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for TRIGX and IXUS.


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Drawdown Indicators


TRIGXIXUSDifference

Max Drawdown

Largest peak-to-trough decline

-62.28%

-36.22%

-26.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-11.36%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-30.04%

+2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-36.22%

-5.72%

Current Drawdown

Current decline from peak

-11.97%

-8.29%

-3.68%

Average Drawdown

Average peak-to-trough decline

-12.71%

-7.58%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.93%

+0.22%

Volatility

TRIGX vs. IXUS - Volatility Comparison

The current volatility for T.Rowe Price International Value Equity Fund (TRIGX) is 7.43%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 8.41%. This indicates that TRIGX experiences smaller price fluctuations and is considered to be less risky than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIGXIXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

8.41%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

11.58%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

17.37%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

15.96%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

16.98%

-0.07%