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TROSX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TROSX vs. PRNHX - Performance Comparison

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

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TROSX vs. PRNHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TROSX
T. Rowe Price Overseas Stock Fund
-3.46%31.78%2.91%16.34%-15.42%12.24%9.24%22.91%-15.08%27.05%
PRNHX
T. Rowe Price New Horizons Fund
-5.34%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, TROSX achieves a -3.46% return, which is significantly higher than PRNHX's -5.34% return. Over the past 10 years, TROSX has underperformed PRNHX with an annualized return of 8.27%, while PRNHX has yielded a comparatively higher 12.93% annualized return.


TROSX

1D
0.26%
1M
-11.94%
YTD
-3.46%
6M
1.68%
1Y
19.41%
3Y*
12.55%
5Y*
6.41%
10Y*
8.27%

PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TROSX vs. PRNHX - Expense Ratio Comparison

TROSX has a 0.77% expense ratio, which is higher than PRNHX's 0.75% expense ratio.


Return for Risk

TROSX vs. PRNHX — Risk / Return Rank

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

TROSX
TROSX Risk / Return Rank: 5858
Overall Rank
TROSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TROSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TROSX Omega Ratio Rank: 5555
Omega Ratio Rank
TROSX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TROSX Martin Ratio Rank: 5757
Martin Ratio Rank

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 1717
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.

TROSX vs. PRNHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund (TROSX) 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.


TROSXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.37

+0.70

Sortino ratio

Return per unit of downside risk

1.51

0.70

+0.81

Omega ratio

Gain probability vs. loss probability

1.21

1.09

+0.12

Calmar ratio

Return relative to maximum drawdown

1.40

0.46

+0.94

Martin ratio

Return relative to average drawdown

5.47

1.71

+3.76

TROSX vs. PRNHX - Sharpe Ratio Comparison

The current TROSX Sharpe Ratio is 1.07, which is higher than the PRNHX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of TROSX and PRNHX, 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


TROSXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.37

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.08

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.57

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.47

-0.24

Correlation

The correlation between TROSX and PRNHX is 0.70, 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

TROSX vs. PRNHX - Dividend Comparison

TROSX's dividend yield for the trailing twelve months is around 2.12%, less than PRNHX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
TROSX
T. Rowe Price Overseas Stock Fund
2.12%2.05%2.38%2.28%2.38%1.88%1.41%2.14%3.33%1.86%1.98%2.11%
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

TROSX vs. PRNHX - Drawdown Comparison

The maximum TROSX drawdown since its inception was -60.62%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for TROSX and PRNHX.


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Drawdown Indicators


TROSXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-60.62%

-70.96%

+10.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-13.70%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.45%

-48.37%

+18.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.34%

-48.37%

+12.03%

Current Drawdown

Current decline from peak

-12.19%

-27.08%

+14.89%

Average Drawdown

Average peak-to-trough decline

-12.54%

-18.39%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.67%

-0.49%

Volatility

TROSX vs. PRNHX - Volatility Comparison

The current volatility for T. Rowe Price Overseas Stock Fund (TROSX) is 7.46%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.88%. This indicates that TROSX 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


TROSXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

7.88%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

14.48%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

23.87%

-6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

24.41%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

22.67%

-5.81%