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TROSX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TROSX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

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TROSX vs. TRBCX - 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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

In the year-to-date period, TROSX achieves a -3.46% return, which is significantly higher than TRBCX's -14.57% return. Over the past 10 years, TROSX has underperformed TRBCX with an annualized return of 8.27%, while TRBCX has yielded a comparatively higher 15.42% 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%

TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TROSX vs. TRBCX - Expense Ratio Comparison

TROSX has a 0.77% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Return for Risk

TROSX vs. TRBCX — 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

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX 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. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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.


TROSXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.51

+0.56

Sortino ratio

Return per unit of downside risk

1.51

0.89

+0.62

Omega ratio

Gain probability vs. loss probability

1.21

1.13

+0.09

Calmar ratio

Return relative to maximum drawdown

1.40

0.49

+0.91

Martin ratio

Return relative to average drawdown

5.47

1.72

+3.75

TROSX vs. TRBCX - Sharpe Ratio Comparison

The current TROSX Sharpe Ratio is 1.07, which is higher than the TRBCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TROSX and TRBCX, 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


TROSXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.51

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.42

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.68

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.57

-0.34

Correlation

The correlation between TROSX and TRBCX is 0.73, 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. TRBCX - Dividend Comparison

TROSX's dividend yield for the trailing twelve months is around 2.12%, less than TRBCX's 6.14% 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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

TROSX vs. TRBCX - Drawdown Comparison

The maximum TROSX drawdown since its inception was -60.62%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for TROSX and TRBCX.


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Drawdown Indicators


TROSXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-60.62%

-54.56%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-17.01%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.45%

-43.63%

+14.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.34%

-43.63%

+7.29%

Current Drawdown

Current decline from peak

-12.19%

-17.01%

+4.82%

Average Drawdown

Average peak-to-trough decline

-12.54%

-11.35%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

4.86%

-1.68%

Volatility

TROSX vs. TRBCX - Volatility Comparison

T. Rowe Price Overseas Stock Fund (TROSX) has a higher volatility of 7.46% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.58%. This indicates that TROSX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TROSXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

5.58%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

13.15%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

23.22%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

24.00%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

22.73%

-5.87%