TRIGX vs. MCD
Compare and contrast key facts about T.Rowe Price International Value Equity Fund (TRIGX) and McDonald's Corporation (MCD).
TRIGX is managed by T. Rowe Price. It was launched on Dec 20, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRIGX or MCD.
Key characteristics
| TRIGX | MCD | |
|---|---|---|
| YTD Return | 10.71% | 2.66% |
| 1Y Return | 22.20% | 14.73% |
| 3Y Return (Ann) | 5.41% | 8.22% |
| 5Y Return (Ann) | 7.45% | 11.66% |
| 10Y Return (Ann) | 4.55% | 15.08% |
| Sharpe Ratio | 1.69 | 0.82 |
| Sortino Ratio | 2.42 | 1.20 |
| Omega Ratio | 1.30 | 1.16 |
| Calmar Ratio | 3.15 | 0.84 |
| Martin Ratio | 10.66 | 1.88 |
| Ulcer Index | 2.07% | 7.71% |
| Daily Std Dev | 13.05% | 17.76% |
| Max Drawdown | -62.28% | -73.62% |
| Current Drawdown | -5.40% | -5.56% |
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.
Performance
TRIGX vs. MCD - Performance Comparison
In the year-to-date period, TRIGX achieves a 10.71% return, which is significantly higher than MCD's 2.66% return. Over the past 10 years, TRIGX has underperformed MCD with an annualized return of 4.55%, while MCD has yielded a comparatively higher 15.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
TRIGX vs. MCD - Dividend Comparison
TRIGX's dividend yield for the trailing twelve months is around 2.40%, more than MCD's 2.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIGX T.Rowe Price International Value Equity Fund | 2.40% | 2.66% | 2.98% | 2.36% | 1.34% | 2.82% | 2.49% | 2.05% | 2.65% | 2.07% | 3.34% | 2.25% |
MCD McDonald's Corporation | 2.23% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
Drawdowns
TRIGX vs. MCD - Drawdown Comparison
The maximum TRIGX drawdown since its inception was -62.28%, 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.
Volatility
TRIGX vs. MCD - Volatility Comparison
The current volatility for T.Rowe Price International Value Equity Fund (TRIGX) is 3.52%, while McDonald's Corporation (MCD) has a volatility of 7.51%. 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.