TROIX vs. PRNHX
Compare and contrast key facts about T. Rowe Price Overseas Stock Fund Class I (TROIX) and T. Rowe Price New Horizons Fund (PRNHX).
TROIX is an actively managed fund by T. Rowe Price. It was launched on Aug 28, 2015. PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960.
Performance
TROIX vs. PRNHX - Performance Comparison
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TROIX vs. PRNHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TROIX T. Rowe Price Overseas Stock Fund Class I | -0.43% | 31.93% | 2.96% | 16.60% | -15.38% | 12.43% | 9.33% | 23.04% | -14.85% | 27.25% |
PRNHX T. Rowe Price New Horizons Fund | -1.22% | 3.27% | 8.80% | 21.35% | -36.96% | 9.96% | 58.05% | 56.50% | 3.79% | 31.59% |
Returns By Period
In the year-to-date period, TROIX achieves a -0.43% return, which is significantly higher than PRNHX's -1.22% return. Over the past 10 years, TROIX has underperformed PRNHX with an annualized return of 8.75%, while PRNHX has yielded a comparatively higher 13.41% annualized return.
TROIX
- 1D
- 3.14%
- 1M
- -7.47%
- YTD
- -0.43%
- 6M
- 4.17%
- 1Y
- 23.20%
- 3Y*
- 13.82%
- 5Y*
- 6.93%
- 10Y*
- 8.75%
PRNHX
- 1D
- 4.35%
- 1M
- -7.73%
- YTD
- -1.22%
- 6M
- 0.51%
- 1Y
- 15.10%
- 3Y*
- 7.79%
- 5Y*
- -1.42%
- 10Y*
- 13.41%
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TROIX vs. PRNHX - Expense Ratio Comparison
TROIX has a 0.67% expense ratio, which is lower than PRNHX's 0.75% expense ratio.
Return for Risk
TROIX vs. PRNHX — Risk / Return Rank
TROIX
PRNHX
TROIX vs. PRNHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund Class I (TROIX) and T. Rowe Price New Horizons Fund (PRNHX). 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.
| TROIX | PRNHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.61 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.04 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.99 | +0.71 |
Martin ratioReturn relative to average drawdown | 6.55 | 3.66 | +2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TROIX | PRNHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.61 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | -0.06 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.59 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | -0.01 |
Correlation
The correlation between TROIX and PRNHX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TROIX vs. PRNHX - Dividend Comparison
TROIX's dividend yield for the trailing twelve months is around 2.16%, less than PRNHX's 12.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TROIX T. Rowe Price Overseas Stock Fund Class I | 2.16% | 2.15% | 2.60% | 2.32% | 2.54% | 1.88% | 1.66% | 2.14% | 3.44% | 1.95% | 2.54% | 2.11% |
PRNHX T. Rowe Price New Horizons Fund | 12.00% | 11.85% | 9.82% | 0.00% | 4.72% | 17.09% | 13.67% | 23.46% | 13.94% | 8.27% | 5.77% | 7.72% |
Drawdowns
TROIX vs. PRNHX - Drawdown Comparison
The maximum TROIX drawdown since its inception was -36.11%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for TROIX and PRNHX.
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Drawdown Indicators
| TROIX | PRNHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.11% | -70.96% | +34.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -13.70% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.37% | -48.37% | +19.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -48.37% | +12.26% |
Current DrawdownCurrent decline from peak | -9.44% | -23.90% | +14.46% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -18.39% | +11.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.71% | -0.49% |
Volatility
TROIX vs. PRNHX - Volatility Comparison
The current volatility for T. Rowe Price Overseas Stock Fund Class I (TROIX) is 8.14%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 9.16%. This indicates that TROIX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TROIX | PRNHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 9.16% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 15.10% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 24.21% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 24.47% | -8.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 22.71% | -5.85% |