WAIGX vs. PRITX
Compare and contrast key facts about Wasatch International Growth Fund (WAIGX) and T. Rowe Price International Stock Fund (PRITX).
WAIGX is managed by Wasatch. It was launched on Jun 27, 2002. PRITX is managed by T. Rowe Price. It was launched on May 8, 1980.
Performance
WAIGX vs. PRITX - Performance Comparison
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WAIGX vs. PRITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAIGX Wasatch International Growth Fund | -10.44% | 11.89% | -0.62% | 11.64% | -36.64% | 10.86% | 24.65% | 29.43% | -15.86% | 33.04% |
PRITX T. Rowe Price International Stock Fund | -6.22% | 18.36% | 3.44% | 16.43% | -15.74% | 1.46% | 14.63% | 28.40% | -14.03% | 26.38% |
Returns By Period
In the year-to-date period, WAIGX achieves a -10.44% return, which is significantly lower than PRITX's -6.22% return. Over the past 10 years, WAIGX has underperformed PRITX with an annualized return of 2.96%, while PRITX has yielded a comparatively higher 6.44% annualized return.
WAIGX
- 1D
- -0.68%
- 1M
- -10.98%
- YTD
- -10.44%
- 6M
- -13.51%
- 1Y
- 1.15%
- 3Y*
- 1.58%
- 5Y*
- -4.51%
- 10Y*
- 2.96%
PRITX
- 1D
- -0.40%
- 1M
- -13.03%
- YTD
- -6.22%
- 6M
- -5.37%
- 1Y
- 6.59%
- 3Y*
- 6.93%
- 5Y*
- 2.11%
- 10Y*
- 6.44%
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WAIGX vs. PRITX - Expense Ratio Comparison
WAIGX has a 1.44% expense ratio, which is higher than PRITX's 0.84% expense ratio.
Return for Risk
WAIGX vs. PRITX — Risk / Return Rank
WAIGX
PRITX
WAIGX vs. PRITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) 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.
| WAIGX | PRITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.00 | 0.34 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.11 | 0.58 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.08 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.35 | -0.43 |
Martin ratioReturn relative to average drawdown | -0.22 | 1.40 | -1.61 |
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
| WAIGX | PRITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.00 | 0.34 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.14 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.40 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.34 | +0.07 |
Correlation
The correlation between WAIGX and PRITX is 0.80, 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
WAIGX vs. PRITX - Dividend Comparison
WAIGX's dividend yield for the trailing twelve months is around 60.05%, more than PRITX's 10.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAIGX Wasatch International Growth Fund | 60.05% | 53.78% | 20.59% | 0.00% | 0.00% | 10.13% | 10.93% | 2.50% | 17.84% | 2.71% | 4.01% | 0.00% |
PRITX T. Rowe Price International Stock Fund | 10.37% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
Drawdowns
WAIGX vs. PRITX - Drawdown Comparison
The maximum WAIGX drawdown since its inception was -67.66%, which is greater than PRITX's maximum drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for WAIGX and PRITX.
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Drawdown Indicators
| WAIGX | PRITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.66% | -61.38% | -6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -17.68% | -13.41% | -4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -48.06% | -32.04% | -16.02% |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | -33.02% | -15.04% |
Current DrawdownCurrent decline from peak | -34.17% | -13.41% | -20.76% |
Average DrawdownAverage peak-to-trough decline | -14.25% | -16.00% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.75% | 3.35% | +3.40% |
Volatility
WAIGX vs. PRITX - Volatility Comparison
The current volatility for Wasatch International Growth Fund (WAIGX) is 5.94%, while T. Rowe Price International Stock Fund (PRITX) has a volatility of 7.47%. This indicates that WAIGX 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.
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Volatility by Period
| WAIGX | PRITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 7.47% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 11.72% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 16.89% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 15.61% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 16.29% | +1.79% |