TROSX vs. VZICX
Compare and contrast key facts about T. Rowe Price Overseas Stock Fund (TROSX) and Vanguard International Core Stock Fund Admiral Shares (VZICX).
TROSX is managed by T. Rowe Price. It was launched on Dec 29, 2006. VZICX is managed by Vanguard. It was launched on Oct 16, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TROSX or VZICX.
Key characteristics
| TROSX | VZICX | |
|---|---|---|
| YTD Return | 6.01% | 13.24% |
| 1Y Return | 17.55% | 24.30% |
| 3Y Return (Ann) | 1.01% | 4.65% |
| 5Y Return (Ann) | 5.71% | 8.09% |
| Sharpe Ratio | 1.31 | 1.86 |
| Sortino Ratio | 1.92 | 2.60 |
| Omega Ratio | 1.24 | 1.32 |
| Calmar Ratio | 1.34 | 2.43 |
| Martin Ratio | 7.38 | 10.83 |
| Ulcer Index | 2.38% | 2.21% |
| Daily Std Dev | 13.38% | 12.84% |
| Max Drawdown | -61.11% | -34.37% |
| Current Drawdown | -5.91% | -3.71% |
Correlation
The correlation between TROSX and VZICX is 0.94, 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.
Performance
TROSX vs. VZICX - Performance Comparison
In the year-to-date period, TROSX achieves a 6.01% return, which is significantly lower than VZICX's 13.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TROSX vs. VZICX - Expense Ratio Comparison
TROSX has a 0.77% expense ratio, which is higher than VZICX's 0.35% expense ratio.
Risk-Adjusted Performance
TROSX vs. VZICX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund (TROSX) and Vanguard International Core Stock Fund Admiral Shares (VZICX). 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.
Dividends
TROSX vs. VZICX - Dividend Comparison
TROSX's dividend yield for the trailing twelve months is around 2.15%, more than VZICX's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TROSX T. Rowe Price Overseas Stock Fund | 2.15% | 2.28% | 2.31% | 1.88% | 1.41% | 2.14% | 2.26% | 1.86% | 1.98% | 2.11% | 2.87% | 1.87% |
VZICX Vanguard International Core Stock Fund Admiral Shares | 1.94% | 2.20% | 2.10% | 2.82% | 1.89% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TROSX vs. VZICX - Drawdown Comparison
The maximum TROSX drawdown since its inception was -61.11%, which is greater than VZICX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for TROSX and VZICX. For additional features, visit the drawdowns tool.
Volatility
TROSX vs. VZICX - Volatility Comparison
T. Rowe Price Overseas Stock Fund (TROSX) and Vanguard International Core Stock Fund Admiral Shares (VZICX) have volatilities of 3.90% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.