VEU vs. PRIDX
Compare and contrast key facts about Vanguard FTSE All-World ex-US ETF (VEU) and T. Rowe Price International Discovery Fund (PRIDX).
VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988.
Performance
VEU vs. PRIDX - Performance Comparison
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VEU vs. PRIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
PRIDX T. Rowe Price International Discovery Fund | -4.43% | 25.53% | 3.65% | 13.19% | -30.34% | 7.31% | 38.78% | 25.01% | -17.54% | 38.56% |
Returns By Period
In the year-to-date period, VEU achieves a 2.25% return, which is significantly higher than PRIDX's -4.43% return. Over the past 10 years, VEU has outperformed PRIDX with an annualized return of 9.02%, while PRIDX has yielded a comparatively lower 7.92% annualized return.
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
PRIDX
- 1D
- -0.19%
- 1M
- -13.38%
- YTD
- -4.43%
- 6M
- -1.16%
- 1Y
- 18.14%
- 3Y*
- 9.98%
- 5Y*
- 0.32%
- 10Y*
- 7.92%
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VEU vs. PRIDX - Expense Ratio Comparison
VEU has a 0.07% expense ratio, which is lower than PRIDX's 1.23% expense ratio.
Return for Risk
VEU vs. PRIDX — Risk / Return Rank
VEU
PRIDX
VEU vs. PRIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and T. Rowe Price International Discovery Fund (PRIDX). 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.
| VEU | PRIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.10 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.47 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.13 | +1.23 |
Martin ratioReturn relative to average drawdown | 9.13 | 4.48 | +4.65 |
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
| VEU | PRIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.10 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.02 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.48 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.62 | -0.39 |
Correlation
The correlation between VEU and PRIDX is 0.88, 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
VEU vs. PRIDX - Dividend Comparison
VEU's dividend yield for the trailing twelve months is around 2.92%, less than PRIDX's 5.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
PRIDX T. Rowe Price International Discovery Fund | 5.11% | 4.88% | 4.03% | 2.05% | 3.18% | 15.35% | 4.30% | 1.48% | 6.20% | 3.11% | 1.81% | 5.00% |
Drawdowns
VEU vs. PRIDX - Drawdown Comparison
The maximum VEU drawdown since its inception was -61.52%, smaller than the maximum PRIDX drawdown of -65.01%. Use the drawdown chart below to compare losses from any high point for VEU and PRIDX.
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Drawdown Indicators
| VEU | PRIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.52% | -65.01% | +3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -13.50% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -43.86% | +14.55% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -43.86% | +8.88% |
Current DrawdownCurrent decline from peak | -8.57% | -13.38% | +4.81% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -16.42% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.40% | -0.45% |
Volatility
VEU vs. PRIDX - Volatility Comparison
Vanguard FTSE All-World ex-US ETF (VEU) has a higher volatility of 8.23% compared to T. Rowe Price International Discovery Fund (PRIDX) at 6.17%. This indicates that VEU's price experiences larger fluctuations and is considered to be riskier than PRIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEU | PRIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 6.17% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 10.27% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.22% | 15.31% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 16.55% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 16.50% | +0.63% |