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VTMGX vs. TROSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTMGX vs. TROSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and T. Rowe Price Overseas Stock Fund (TROSX). The values are adjusted to include any dividend payments, if applicable.

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VTMGX vs. TROSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.46%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%
TROSX
T. Rowe Price Overseas Stock Fund
-0.43%31.78%2.91%16.34%-15.42%12.24%9.24%22.91%-15.08%27.05%

Returns By Period

In the year-to-date period, VTMGX achieves a 2.46% return, which is significantly higher than TROSX's -0.43% return. Over the past 10 years, VTMGX has outperformed TROSX with an annualized return of 9.31%, while TROSX has yielded a comparatively lower 8.61% annualized return.


VTMGX

1D
2.96%
1M
-7.62%
YTD
2.46%
6M
7.79%
1Y
29.28%
3Y*
15.95%
5Y*
8.51%
10Y*
9.31%

TROSX

1D
3.13%
1M
-7.46%
YTD
-0.43%
6M
4.13%
1Y
23.06%
3Y*
13.71%
5Y*
6.82%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTMGX vs. TROSX - Expense Ratio Comparison

VTMGX has a 0.07% expense ratio, which is lower than TROSX's 0.77% expense ratio.


Return for Risk

VTMGX vs. TROSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTMGX
VTMGX Risk / Return Rank: 8787
Overall Rank
VTMGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 8484
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8888
Martin Ratio Rank

TROSX
TROSX Risk / Return Rank: 7070
Overall Rank
TROSX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TROSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TROSX Omega Ratio Rank: 6767
Omega Ratio Rank
TROSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TROSX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTMGX vs. TROSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and T. Rowe Price Overseas Stock Fund (TROSX). 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.


VTMGXTROSXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.32

+0.46

Sortino ratio

Return per unit of downside risk

2.35

1.84

+0.51

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

2.44

1.78

+0.65

Martin ratio

Return relative to average drawdown

9.56

6.92

+2.64

VTMGX vs. TROSX - Sharpe Ratio Comparison

The current VTMGX Sharpe Ratio is 1.79, which is higher than the TROSX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VTMGX and TROSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTMGXTROSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.32

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.43

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.51

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.24

+0.05

Correlation

The correlation between VTMGX and TROSX is 0.98, 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

VTMGX vs. TROSX - Dividend Comparison

VTMGX's dividend yield for the trailing twelve months is around 2.92%, more than TROSX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.92%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%
TROSX
T. Rowe Price Overseas Stock Fund
2.06%2.05%2.38%2.28%2.38%1.88%1.41%2.14%3.33%1.86%1.98%2.11%

Drawdowns

VTMGX vs. TROSX - Drawdown Comparison

The maximum VTMGX drawdown since its inception was -60.58%, roughly equal to the maximum TROSX drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for VTMGX and TROSX.


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Drawdown Indicators


VTMGXTROSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-60.62%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-12.42%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-29.45%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-36.34%

+0.66%

Current Drawdown

Current decline from peak

-9.01%

-9.44%

+0.43%

Average Drawdown

Average peak-to-trough decline

-14.74%

-12.54%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.20%

-0.23%

Volatility

VTMGX vs. TROSX - Volatility Comparison

Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and T. Rowe Price Overseas Stock Fund (TROSX) have volatilities of 7.83% and 8.18%, 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


VTMGXTROSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

8.18%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

11.75%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

17.58%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

15.94%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

16.88%

-0.43%