TRTIX vs. FINVX
TRTIX (T. Rowe Price International Value Equity Fund Class I) and FINVX (Fidelity Series International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, TRTIX returned 9.93%/yr vs 10.61%/yr for FINVX. With a 0.96 correlation, they move nearly in lockstep. TRTIX charges 0.68%/yr vs 0.01%/yr for FINVX.
Performance
TRTIX vs. FINVX - Performance Comparison
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Returns By Period
In the year-to-date period, TRTIX achieves a 11.69% return, which is significantly higher than FINVX's 7.50% return. Over the past 10 years, TRTIX has underperformed FINVX with an annualized return of 9.93%, while FINVX has yielded a comparatively higher 10.61% annualized return.
TRTIX
- 1D
- 0.57%
- 1M
- 4.99%
- YTD
- 11.69%
- 6M
- 15.06%
- 1Y
- 31.18%
- 3Y*
- 23.96%
- 5Y*
- 13.28%
- 10Y*
- 9.93%
FINVX
- 1D
- 0.36%
- 1M
- 2.95%
- YTD
- 7.50%
- 6M
- 11.64%
- 1Y
- 24.85%
- 3Y*
- 22.98%
- 5Y*
- 13.45%
- 10Y*
- 10.61%
TRTIX vs. FINVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRTIX T. Rowe Price International Value Equity Fund Class I | 11.69% | 44.14% | 8.02% | 19.44% | -8.27% | 12.93% | 1.92% | 20.77% | -18.06% | 18.29% |
FINVX Fidelity Series International Value Fund | 7.50% | 45.75% | 6.20% | 20.35% | -7.21% | 16.39% | 4.87% | 19.85% | -16.40% | 20.41% |
Correlation
The correlation between TRTIX and FINVX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2015 | 0.96 |
The correlation between TRTIX and FINVX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
TRTIX vs. FINVX — Risk / Return Rank
TRTIX
FINVX
TRTIX vs. FINVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Value Equity Fund Class I (TRTIX) and Fidelity Series International Value Fund (FINVX). 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.
| TRTIX | FINVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.31 | +0.21 |
| Martin ratioReturn relative to average drawdown | 9.07 | 8.58 | +0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRTIX | FINVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.62 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.81 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.59 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.37 | +0.16 |
Drawdowns
TRTIX vs. FINVX - Drawdown Comparison
The maximum TRTIX drawdown since its inception was -41.90%, roughly equal to the maximum FINVX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for TRTIX and FINVX.
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Drawdown Indicators
| TRTIX | FINVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -42.48% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.38% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.20% | -14.60% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -27.13% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -42.48% | +0.58% |
Current DrawdownCurrent decline from peak | -0.98% | -1.12% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -7.32% | -9.04% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.79% | +0.58% |
Volatility
TRTIX vs. FINVX - Volatility Comparison
T. Rowe Price International Value Equity Fund Class I (TRTIX) and Fidelity Series International Value Fund (FINVX) have volatilities of 4.77% and 4.80%, 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.
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Volatility by Period
| TRTIX | FINVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.80% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 11.94% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 14.84% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 16.71% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 18.06% | -1.03% |
TRTIX vs. FINVX - Expense Ratio Comparison
TRTIX has a 0.68% expense ratio, which is higher than FINVX's 0.01% expense ratio.
Dividends
TRTIX vs. FINVX - Dividend Comparison
TRTIX's dividend yield for the trailing twelve months is around 2.63%, less than FINVX's 10.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINVX Fidelity Series International Value Fund | 10.42% | 11.20% | 4.14% | 3.29% | 3.33% | 5.01% | 2.83% | 4.05% | 4.05% | 3.14% | 2.62% | 2.14% |
TRTIX T. Rowe Price International Value Equity Fund Class I | 2.63% | 2.93% | 2.87% | 3.02% | 3.28% | 2.70% | 2.05% | 2.68% | 2.74% | 0.27% | 3.13% | 2.06% |
Frequently Asked Questions
With a correlation of 0.96, TRTIX and FINVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FINVX has higher volatility (4.80%) compared to TRTIX (4.77%). In terms of maximum drawdown, TRTIX dropped -41.90% vs FINVX's -42.48%.
TRTIX currently has the higher Sharpe Ratio (2.06 vs 1.62), 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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