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TRIGX vs. TRBCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRIGX vs. TRBCX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TRIGX achieves a 10.47% return, which is significantly higher than TRBCX's 4.00% return. Over the past 10 years, TRIGX has underperformed TRBCX with an annualized return of 9.66%, while TRBCX has yielded a comparatively higher 17.53% annualized return.


TRIGX

1D
-1.05%
1M
2.82%
YTD
10.47%
6M
13.63%
1Y
29.42%
3Y*
23.31%
5Y*
12.68%
10Y*
9.66%

TRBCX

1D
-1.40%
1M
3.39%
YTD
4.00%
6M
3.88%
1Y
19.70%
3Y*
28.20%
5Y*
13.20%
10Y*
17.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRIGX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIGX
T.Rowe Price International Value Equity Fund
10.47%43.90%7.85%19.18%-8.45%12.77%1.63%20.89%-18.22%18.34%
TRBCX
T. Rowe Price Blue Chip Growth Fund
4.00%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Correlation

The correlation between TRIGX and TRBCX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 22, 1998

0.65

The correlation between TRIGX and TRBCX shifts across timeframes, from 0.48 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TRIGX vs. TRBCX — Risk / Return Rank

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

TRIGX
TRIGX Risk / Return Rank: 4444
Overall Rank
TRIGX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 4646
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 4141
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 1616
Overall Rank
TRBCX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 1616
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 1818
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1515
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. TRBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


TRIGXTRBCXDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

2.45

1.21

+1.24

Martin ratioReturn relative to average drawdown

8.79

4.08

+4.71

TRIGX vs. TRBCX - Sharpe Ratio Comparison

The current TRIGX Sharpe Ratio is 1.99, which is higher than the TRBCX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of TRIGX and TRBCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TRIGXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.23

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.55

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.77

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.60

-0.24

Drawdowns

TRIGX vs. TRBCX - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -62.28%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for TRIGX and TRBCX.


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Drawdown Indicators


TRIGXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-62.28%

-54.56%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-17.01%

+4.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-23.08%

+8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-43.63%

+16.26%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-43.63%

+1.69%

Current Drawdown

Current decline from peak

-2.05%

-2.08%

+0.03%

Average Drawdown

Average peak-to-trough decline

-12.65%

-11.30%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

5.02%

-1.64%

Volatility

TRIGX vs. TRBCX - Volatility Comparison

T.Rowe Price International Value Equity Fund (TRIGX) has a higher volatility of 4.79% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 3.90%. This indicates that TRIGX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIGXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

3.90%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

13.44%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

14.94%

16.72%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

24.03%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

22.79%

-5.76%

TRIGX vs. TRBCX - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Dividends

TRIGX vs. TRBCX - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.51%, less than TRBCX's 5.04% yield.


PositionTTM20252024202320222021202020192018201720162015
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.04%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%
TRIGX
T.Rowe Price International Value Equity Fund
2.51%2.78%2.58%2.66%2.98%2.49%1.34%2.82%2.49%0.26%2.65%2.07%

Frequently Asked Questions


TRIGX and TRBCX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRIGX has higher volatility (4.79%) compared to TRBCX (3.90%). In terms of maximum drawdown, TRIGX dropped -62.28% vs TRBCX's -54.56%.

TRIGX currently has the higher Sharpe Ratio (1.99 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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