TRTIX vs. PPYPX
Compare and contrast key facts about T. Rowe Price International Value Equity Fund Class I (TRTIX) and PIMCO RAE International Fund (PPYPX).
TRTIX is an actively managed fund by T. Rowe Price. It was launched on Aug 28, 2015. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
TRTIX vs. PPYPX - Performance Comparison
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TRTIX vs. PPYPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRTIX T. Rowe Price International Value Equity Fund Class I | -0.72% | 44.14% | 8.02% | 19.44% | -8.27% | 12.93% | 1.92% | 20.77% | -18.06% | 18.29% |
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, TRTIX achieves a -0.72% return, which is significantly lower than PPYPX's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with TRTIX having a 8.95% annualized return and PPYPX not far behind at 8.80%.
TRTIX
- 1D
- 0.04%
- 1M
- -11.82%
- YTD
- -0.72%
- 6M
- 6.06%
- 1Y
- 26.47%
- 3Y*
- 19.90%
- 5Y*
- 12.15%
- 10Y*
- 8.95%
PPYPX
- 1D
- 0.63%
- 1M
- -6.12%
- YTD
- 8.42%
- 6M
- 13.11%
- 1Y
- 31.25%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
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TRTIX vs. PPYPX - Expense Ratio Comparison
TRTIX has a 0.68% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
TRTIX vs. PPYPX — Risk / Return Rank
TRTIX
PPYPX
TRTIX vs. PPYPX - 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 PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.96 | -0.40 |
Sortino ratioReturn per unit of downside risk | 2.03 | 2.52 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.46 | -0.47 |
Martin ratioReturn relative to average drawdown | 7.65 | 11.58 | -3.92 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.96 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.46 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.46 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.45 | +0.02 |
Correlation
The correlation between TRTIX and PPYPX 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.
Dividends
TRTIX vs. PPYPX - Dividend Comparison
TRTIX's dividend yield for the trailing twelve months is around 2.95%, less than PPYPX's 7.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRTIX T. Rowe Price International Value Equity Fund Class I | 2.95% | 2.93% | 2.87% | 3.02% | 3.28% | 2.70% | 2.05% | 2.68% | 2.74% | 0.27% | 3.13% | 2.06% |
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
Drawdowns
TRTIX vs. PPYPX - Drawdown Comparison
The maximum TRTIX drawdown since its inception was -41.90%, roughly equal to the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for TRTIX and PPYPX.
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Drawdown Indicators
| TRTIX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -42.48% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.21% | -1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -35.65% | +8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -42.48% | +0.58% |
Current DrawdownCurrent decline from peak | -11.98% | -6.12% | -5.86% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -10.28% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.47% | +0.68% |
Volatility
TRTIX vs. PPYPX - Volatility Comparison
T. Rowe Price International Value Equity Fund Class I (TRTIX) has a higher volatility of 7.44% compared to PIMCO RAE International Fund (PPYPX) at 4.98%. This indicates that TRTIX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRTIX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 4.98% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 9.98% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 15.30% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 19.59% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 19.07% | -2.15% |