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TROSX vs. FCIRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TROSX and FCIRX is 0.87, 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.


-0.50.00.51.00.9

Performance

TROSX vs. FCIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Overseas Stock Fund (TROSX) and Fiera Capital International Equity Fund (FCIRX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.64%
-4.50%
TROSX
FCIRX

Key characteristics

Sharpe Ratio

TROSX:

0.11

FCIRX:

0.50

Sortino Ratio

TROSX:

0.24

FCIRX:

0.79

Omega Ratio

TROSX:

1.03

FCIRX:

1.09

Calmar Ratio

TROSX:

0.13

FCIRX:

0.69

Martin Ratio

TROSX:

0.42

FCIRX:

1.71

Ulcer Index

TROSX:

3.46%

FCIRX:

3.89%

Daily Std Dev

TROSX:

13.01%

FCIRX:

13.28%

Max Drawdown

TROSX:

-61.11%

FCIRX:

-32.05%

Current Drawdown

TROSX:

-11.39%

FCIRX:

-9.60%

Returns By Period

In the year-to-date period, TROSX achieves a -0.16% return, which is significantly lower than FCIRX's 4.46% return.


TROSX

YTD

-0.16%

1M

-3.64%

6M

-4.30%

1Y

2.55%

5Y*

3.89%

10Y*

4.70%

FCIRX

YTD

4.46%

1M

-0.41%

6M

-4.50%

1Y

5.34%

5Y*

12.35%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TROSX vs. FCIRX - Expense Ratio Comparison

TROSX has a 0.77% expense ratio, which is lower than FCIRX's 1.25% expense ratio.


FCIRX
Fiera Capital International Equity Fund
Expense ratio chart for FCIRX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for TROSX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

TROSX vs. FCIRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund (TROSX) and Fiera Capital International Equity Fund (FCIRX). 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 TROSX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.200.50
The chart of Sortino ratio for TROSX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.350.79
The chart of Omega ratio for TROSX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.09
The chart of Calmar ratio for TROSX, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.0014.000.220.69
The chart of Martin ratio for TROSX, currently valued at 0.72, compared to the broader market0.0020.0040.0060.000.721.71
TROSX
FCIRX

The current TROSX Sharpe Ratio is 0.11, which is lower than the FCIRX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TROSX and FCIRX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.20
0.50
TROSX
FCIRX

Dividends

TROSX vs. FCIRX - Dividend Comparison

TROSX has not paid dividends to shareholders, while FCIRX's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
TROSX
T. Rowe Price Overseas Stock Fund
0.00%2.28%2.31%1.88%1.41%2.14%2.26%1.86%1.98%2.11%2.87%1.87%
FCIRX
Fiera Capital International Equity Fund
0.41%0.40%0.92%18.54%5.54%4.94%2.49%0.90%0.00%0.00%0.00%0.00%

Drawdowns

TROSX vs. FCIRX - Drawdown Comparison

The maximum TROSX drawdown since its inception was -61.11%, which is greater than FCIRX's maximum drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for TROSX and FCIRX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.39%
-9.60%
TROSX
FCIRX

Volatility

TROSX vs. FCIRX - Volatility Comparison

T. Rowe Price Overseas Stock Fund (TROSX) has a higher volatility of 3.86% compared to Fiera Capital International Equity Fund (FCIRX) at 3.60%. This indicates that TROSX's price experiences larger fluctuations and is considered to be riskier than FCIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.86%
3.60%
TROSX
FCIRX
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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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