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TROSX vs. SFNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TROSX vs. SFNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Overseas Stock Fund (TROSX) and Schwab Fundamental International Large Company Index Fund (SFNNX). The values are adjusted to include any dividend payments, if applicable.

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TROSX vs. SFNNX - 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%
SFNNX
Schwab Fundamental International Large Company Index Fund
4.82%41.06%2.27%19.88%-7.95%14.38%4.35%18.09%-13.96%23.95%

Returns By Period

In the year-to-date period, TROSX achieves a -3.46% return, which is significantly lower than SFNNX's 4.82% return. Over the past 10 years, TROSX has underperformed SFNNX with an annualized return of 8.27%, while SFNNX has yielded a comparatively higher 10.70% 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%

SFNNX

1D
0.34%
1M
-10.01%
YTD
4.82%
6M
13.47%
1Y
35.92%
3Y*
19.02%
5Y*
11.89%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TROSX vs. SFNNX - Expense Ratio Comparison

TROSX has a 0.77% expense ratio, which is higher than SFNNX's 0.25% expense ratio.


Return for Risk

TROSX vs. SFNNX — 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

SFNNX
SFNNX Risk / Return Rank: 9393
Overall Rank
SFNNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SFNNX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SFNNX Omega Ratio Rank: 9191
Omega Ratio Rank
SFNNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SFNNX Martin Ratio Rank: 9393
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. SFNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund (TROSX) and Schwab Fundamental International Large Company Index Fund (SFNNX). 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.


TROSXSFNNXDifference

Sharpe ratio

Return per unit of total volatility

1.07

2.13

-1.06

Sortino ratio

Return per unit of downside risk

1.51

2.71

-1.20

Omega ratio

Gain probability vs. loss probability

1.21

1.42

-0.20

Calmar ratio

Return relative to maximum drawdown

1.40

2.88

-1.48

Martin ratio

Return relative to average drawdown

5.47

11.48

-6.01

TROSX vs. SFNNX - Sharpe Ratio Comparison

The current TROSX Sharpe Ratio is 1.07, which is lower than the SFNNX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of TROSX and SFNNX, 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


TROSXSFNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.13

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.78

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.62

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.24

-0.01

Correlation

The correlation between TROSX and SFNNX is 0.96, 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. SFNNX - Dividend Comparison

TROSX's dividend yield for the trailing twelve months is around 2.12%, less than SFNNX's 4.88% 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%
SFNNX
Schwab Fundamental International Large Company Index Fund
4.88%5.11%3.61%3.26%2.92%3.81%2.42%3.69%3.51%2.70%3.21%2.92%

Drawdowns

TROSX vs. SFNNX - Drawdown Comparison

The maximum TROSX drawdown since its inception was -60.62%, roughly equal to the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for TROSX and SFNNX.


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Drawdown Indicators


TROSXSFNNXDifference

Max Drawdown

Largest peak-to-trough decline

-60.62%

-59.60%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-10.96%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.45%

-25.66%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-36.34%

-40.23%

+3.89%

Current Drawdown

Current decline from peak

-12.19%

-10.01%

-2.18%

Average Drawdown

Average peak-to-trough decline

-12.54%

-12.06%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.89%

+0.29%

Volatility

TROSX vs. SFNNX - Volatility Comparison

T. Rowe Price Overseas Stock Fund (TROSX) has a higher volatility of 7.46% compared to Schwab Fundamental International Large Company Index Fund (SFNNX) at 6.92%. This indicates that TROSX's price experiences larger fluctuations and is considered to be riskier than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TROSXSFNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

6.92%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

10.72%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

16.35%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

15.43%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

17.27%

-0.41%