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

Correlation

The correlation between TRIGX and MCD is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

TRIGX vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T.Rowe Price International Value Equity Fund (TRIGX) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.12%
7.99%
TRIGX
MCD

Key characteristics

Sharpe Ratio

TRIGX:

1.67

MCD:

0.46

Sortino Ratio

TRIGX:

2.27

MCD:

0.78

Omega Ratio

TRIGX:

1.29

MCD:

1.10

Calmar Ratio

TRIGX:

2.25

MCD:

0.49

Martin Ratio

TRIGX:

5.61

MCD:

1.04

Ulcer Index

TRIGX:

3.70%

MCD:

8.03%

Daily Std Dev

TRIGX:

12.46%

MCD:

18.09%

Max Drawdown

TRIGX:

-64.28%

MCD:

-73.62%

Current Drawdown

TRIGX:

0.00%

MCD:

-3.13%

Returns By Period

In the year-to-date period, TRIGX achieves a 9.77% return, which is significantly higher than MCD's 5.15% return. Over the past 10 years, TRIGX has underperformed MCD with an annualized return of 5.00%, while MCD has yielded a comparatively higher 15.41% annualized return.


TRIGX

YTD

9.77%

1M

8.24%

6M

5.12%

1Y

19.13%

5Y*

8.83%

10Y*

5.00%

MCD

YTD

5.15%

1M

8.50%

6M

8.00%

1Y

6.92%

5Y*

9.78%

10Y*

15.41%

*Annualized

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Risk-Adjusted Performance

TRIGX vs. MCD — 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 7676
Overall Rank
The Sharpe Ratio Rank of TRIGX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIGX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TRIGX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of TRIGX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TRIGX is 6565
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 5757
Overall Rank
The Sharpe Ratio Rank of MCD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MCD is 5757
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. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and McDonald's Corporation (MCD). 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 1.67, compared to the broader market-1.000.001.002.003.004.001.670.46
The chart of Sortino ratio for TRIGX, currently valued at 2.27, compared to the broader market0.002.004.006.008.0010.0012.002.270.78
The chart of Omega ratio for TRIGX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.10
The chart of Calmar ratio for TRIGX, currently valued at 2.25, compared to the broader market0.005.0010.0015.0020.002.250.49
The chart of Martin ratio for TRIGX, currently valued at 5.61, compared to the broader market0.0020.0040.0060.0080.005.611.04
TRIGX
MCD

The current TRIGX Sharpe Ratio is 1.67, which is higher than the MCD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TRIGX and MCD, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.67
0.46
TRIGX
MCD

Dividends

TRIGX vs. MCD - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.35%, more than MCD's 2.22% yield.


TTM20242023202220212020201920182017201620152014
TRIGX
T.Rowe Price International Value Equity Fund
2.35%2.58%2.66%2.98%2.36%1.34%2.82%2.49%2.05%2.65%2.07%3.34%
MCD
McDonald's Corporation
2.22%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%

Drawdowns

TRIGX vs. MCD - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -64.28%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for TRIGX and MCD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-3.13%
TRIGX
MCD

Volatility

TRIGX vs. MCD - Volatility Comparison

The current volatility for T.Rowe Price International Value Equity Fund (TRIGX) is 3.32%, while McDonald's Corporation (MCD) has a volatility of 6.12%. This indicates that TRIGX experiences smaller price fluctuations and is considered to be less risky than MCD 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%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.32%
6.12%
TRIGX
MCD
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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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