TROSX vs. FIFGX
TROSX (T. Rowe Price Overseas Stock Fund) and FIFGX (Fidelity SAI Inflation-Focused) are both mutual funds - TROSX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while FIFGX is a Commodities fund managed by Fidelity. Over the past 5 years, TROSX returned 8.96%/yr vs 74.93%/yr for FIFGX. Their 0.25 correlation means their historical movements had little consistent relationship. TROSX charges 0.77%/yr vs 0.39%/yr for FIFGX.
Performance
TROSX vs. FIFGX - Performance Comparison
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Returns By Period
In the year-to-date period, TROSX achieves a 11.98% return, which is significantly lower than FIFGX's 42.94% return.
TROSX
- 1D
- 2.66%
- 1M
- 1.34%
- 6M
- 6.46%
- YTD
- 11.98%
- 1Y
- 27.09%
- 3Y*
- 15.71%
- 5Y*
- 8.96%
- 10Y*
- 9.55%
- ALL TIME*
- 5.34%
FIFGX
- 1D
- -0.95%
- 1M
- 11.03%
- 6M
- 28.71%
- YTD
- 42.94%
- 1Y
- 46.94%
- 3Y*
- 145.76%
- 5Y*
- 74.93%
- 10Y*
- —
- ALL TIME*
- 50.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TROSX vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TROSX T. Rowe Price Overseas Stock Fund | 11.98% | 31.78% | 2.91% | 16.34% | -15.42% | 12.24% | 9.24% | 22.91% | 0.11% |
FIFGX Fidelity SAI Inflation-Focused | 42.94% | 7.44% | 6.34% | 781.04% | 9.30% | 32.92% | 1.48% | 9.32% | -2.00% |
Correlation
The correlation between TROSX and FIFGX is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.25 |
The correlation between TROSX and FIFGX shifts across timeframes, from -0.17 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TROSX vs. FIFGX — Risk / Return Rank
TROSX
FIFGX
TROSX vs. FIFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund (TROSX) and Fidelity SAI Inflation-Focused (FIFGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TROSX | FIFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.66 | -0.58 |
| Martin ratioReturn relative to average drawdown | 7.70 | 8.97 | -1.27 |
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Drawdowns
TROSX vs. FIFGX - Drawdown Comparison
The maximum TROSX drawdown since its inception was -60.62%, which is greater than FIFGX's maximum drawdown of -29.47%. Use the drawdown chart below to compare losses from any high point for TROSX and FIFGX.
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Drawdown Indicators
| TROSX | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -29.47% | -31.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -16.42% | +4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -16.42% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -29.45% | -29.47% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.34% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.37% | +6.37% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -7.72% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 4.95% | -1.60% |
Volatility
TROSX vs. FIFGX - Volatility Comparison
The current volatility for T. Rowe Price Overseas Stock Fund (TROSX) is 4.64%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 7.12%. This indicates that TROSX experiences smaller price fluctuations and is considered to be less risky than FIFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TROSX | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 7.12% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 19.45% | -5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 22.17% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 406.32% | -390.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 329.38% | -312.68% |
TROSX vs. FIFGX - Expense Ratio Comparison
TROSX has a 0.77% expense ratio, which is higher than FIFGX's 0.39% expense ratio.
Dividends
TROSX vs. FIFGX - Dividend Comparison
TROSX's dividend yield for the trailing twelve months is around 1.83%, less than FIFGX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIFGX Fidelity SAI Inflation-Focused | 3.81% | 5.44% | 4.73% | 1.54% | 12.64% | 35.77% | 3.10% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% |
TROSX T. Rowe Price Overseas Stock Fund | 1.83% | 2.05% | 2.38% | 2.28% | 2.38% | 1.88% | 1.41% | 2.14% | 3.33% | 1.86% | 1.98% | 2.11% |
Frequently Asked Questions
TROSX and FIFGX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIFGX has higher volatility (7.12%) compared to TROSX (4.64%). In terms of maximum drawdown, TROSX dropped -60.62% vs FIFGX's -29.47%.
FIFGX currently has the higher Sharpe Ratio (1.97 vs 1.59), 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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