VAIGX vs. PRITX
VAIGX (Vanguard Advice Select International Growth Fund) and PRITX (T. Rowe Price International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, VAIGX returned 10.24%/yr vs 11.20%/yr for PRITX. Their correlation of 0.86 suggests significant overlap in exposure. VAIGX charges 0.42%/yr vs 0.84%/yr for PRITX.
Performance
VAIGX vs. PRITX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VAIGX achieves a 1.25% return, which is significantly lower than PRITX's 9.82% return.
VAIGX
- 1D
- 1.07%
- 1M
- 3.96%
- 6M
- -1.00%
- YTD
- 1.25%
- 1Y
- -2.00%
- 3Y*
- 10.24%
- 5Y*
- —
- 10Y*
- —
PRITX
- 1D
- 0.61%
- 1M
- 0.17%
- 6M
- 4.99%
- YTD
- 9.82%
- 1Y
- 14.36%
- 3Y*
- 11.20%
- 5Y*
- 4.85%
- 10Y*
- 7.82%
VAIGX vs. PRITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VAIGX Vanguard Advice Select International Growth Fund | 1.25% | 17.01% | 19.11% | 15.53% | -28.63% |
PRITX T. Rowe Price International Stock Fund | 9.82% | 18.36% | 3.44% | 16.43% | -11.14% |
Correlation
The correlation between VAIGX and PRITX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022 | 0.86 |
The correlation between VAIGX and PRITX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VAIGX vs. PRITX — Risk / Return Rank
VAIGX
PRITX
VAIGX vs. PRITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and T. Rowe Price International Stock Fund (PRITX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VAIGX | PRITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.16 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.10 | -1.19 |
| Martin ratioReturn relative to average drawdown | -0.19 | 4.05 | -4.24 |
Loading charts...
Drawdowns
VAIGX vs. PRITX - Drawdown Comparison
The maximum VAIGX drawdown since its inception was -41.46%, smaller than the maximum PRITX drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for VAIGX and PRITX.
Loading charts...
Drawdown Indicators
| VAIGX | PRITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.46% | -61.38% | +19.92% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -13.41% | -8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -25.25% | -15.03% | -10.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.02% | — |
Current DrawdownCurrent decline from peak | -7.64% | -1.99% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -15.90% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.93% | 3.65% | +6.28% |
Volatility
VAIGX vs. PRITX - Volatility Comparison
The current volatility for Vanguard Advice Select International Growth Fund (VAIGX) is 5.67%, while T. Rowe Price International Stock Fund (PRITX) has a volatility of 5.97%. This indicates that VAIGX experiences smaller price fluctuations and is considered to be less risky than PRITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VAIGX | PRITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 5.97% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.67% | 15.42% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.53% | 17.49% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.83% | 16.31% | +12.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.83% | 16.33% | +12.50% |
VAIGX vs. PRITX - Expense Ratio Comparison
VAIGX has a 0.42% expense ratio, which is lower than PRITX's 0.84% expense ratio.
Dividends
VAIGX vs. PRITX - Dividend Comparison
VAIGX's dividend yield for the trailing twelve months is around 4.46%, less than PRITX's 8.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 8.86% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
VAIGX Vanguard Advice Select International Growth Fund | 4.46% | 4.52% | 0.82% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VAIGX and PRITX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRITX has higher volatility (5.97%) compared to VAIGX (5.67%). In terms of maximum drawdown, VAIGX dropped -41.46% vs PRITX's -61.38%.
PRITX currently has the higher Sharpe Ratio (0.85 vs -0.09), 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.
Find the right allocation for VAIGX and PRITX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer