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TRIGX vs. SCHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRIGX vs. SCHF - Performance Comparison

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

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TRIGX vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHF
Schwab International Equity ETF
4.58%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Returns By Period

In the year-to-date period, TRIGX achieves a 2.14% return, which is significantly lower than SCHF's 4.58% return. Over the past 10 years, TRIGX has underperformed SCHF with an annualized return of 9.11%, while SCHF has yielded a comparatively higher 9.59% 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%

SCHF

1D
1.58%
1M
-5.42%
YTD
4.58%
6M
10.18%
1Y
31.07%
3Y*
16.76%
5Y*
9.03%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRIGX vs. SCHF - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Return for Risk

TRIGX vs. SCHF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRIGX
TRIGX Risk / Return Rank: 8787
Overall Rank
TRIGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 8686
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 8686
Martin Ratio Rank

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

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Schwab International Equity ETF (SCHF). 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.


TRIGXSCHFDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.76

+0.06

Sortino ratio

Return per unit of downside risk

2.35

2.40

-0.05

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

2.37

2.75

-0.38

Martin ratio

Return relative to average drawdown

9.13

10.59

-1.46

TRIGX vs. SCHF - Sharpe Ratio Comparison

The current TRIGX Sharpe Ratio is 1.82, which is comparable to the SCHF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TRIGX and SCHF, 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


TRIGXSCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.76

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.56

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.40

-0.06

Correlation

The correlation between TRIGX and SCHF is 0.95, 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. SCHF - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.72%, less than SCHF's 3.27% yield.


TTM20252024202320222021202020192018201720162015
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%
SCHF
Schwab International Equity ETF
3.27%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Drawdowns

TRIGX vs. SCHF - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -62.28%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for TRIGX and SCHF.


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Drawdown Indicators


TRIGXSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-62.28%

-34.87%

-27.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-11.48%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-29.14%

+1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-34.87%

-7.07%

Current Drawdown

Current decline from peak

-9.43%

-7.16%

-2.27%

Average Drawdown

Average peak-to-trough decline

-12.71%

-7.44%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.98%

+0.17%

Volatility

TRIGX vs. SCHF - Volatility Comparison

T.Rowe Price International Value Equity Fund (TRIGX) and Schwab International Equity ETF (SCHF) have volatilities of 8.06% and 7.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIGXSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

7.94%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

11.79%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

17.75%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

16.14%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

17.09%

-0.16%