- ISIN
- US74144Q8722
- Issuer
- T. Rowe Price
- Inception Date
- Jul 25, 2012
- Category
- Global Equities
- Min. Investment
- $500,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
PRIGX Performance Chart
T. Rowe Price Global Value Equity Fund (PRIGX) is up 18.0% since the beginning of the year. PRIGX is currently trading at $24 per share. Investors who bought $1,000 worth of PRIGX shares 5 years ago would now be looking at an investment worth $1,909.
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Returns By Period
T. Rowe Price Global Value Equity Fund (PRIGX) has returned 17.97% so far this year and 42.78% over the past 12 months. Over the last ten years, PRIGX has returned 12.78% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
T. Rowe Price Global Value Equity Fund
- 1D
- 0.91%
- 1M
- 1.67%
- YTD
- 17.97%
- 6M
- 18.26%
- 1Y
- 42.78%
- 3Y*
- 23.07%
- 5Y*
- 13.81%
- 10Y*
- 12.78%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PRIGX Monthly Returns History
Based on dividend-adjusted daily data since Jul 27, 2012, PRIGX's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PRIGX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.78% | 5.24% | -8.90% | 8.88% | 5.24% | -0.37% | 17.97% | ||||||
| 2025 | 5.37% | -0.22% | -1.91% | -0.11% | 4.13% | 3.80% | 1.48% | 2.93% | 5.63% | 2.50% | 1.92% | 2.16% | 31.10% |
| 2024 | 0.25% | 3.83% | 5.56% | -2.18% | 3.10% | -0.51% | 2.97% | 2.00% | 0.38% | -2.33% | 4.99% | -4.91% | 13.34% |
| 2023 | 4.48% | -2.75% | 0.14% | 1.72% | -2.17% | 5.19% | 4.01% | -3.22% | -2.87% | -3.43% | 7.45% | 4.81% | 13.25% |
| 2022 | -2.36% | -1.11% | 2.12% | -6.22% | 2.42% | -7.42% | 4.23% | -3.22% | -8.16% | 7.55% | 8.19% | -2.50% | -7.86% |
| 2021 | -0.98% | 5.80% | 3.81% | 2.83% | 2.57% | -1.10% | -0.68% | 3.11% | -3.86% | 4.39% | -5.29% | 5.11% | 16.08% |
Benchmark Metrics
T. Rowe Price Global Value Equity Fund has an annualized alpha of 1.19%, beta of 0.86, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since July 27, 2012.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.09%) than losses (89.85%) - typical of diversified or defensive assets.
- With beta of 0.86 and R2 of 0.86, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.19%
- Beta
- 0.86
- R²
- 0.86
- Upside Capture
- 90.09%
- Downside Capture
- 89.85%
Expense Ratio
PRIGX has an expense ratio of 0.68%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PRIGX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for T. Rowe Price Global Value Equity Fund (PRIGX) and compare them to S&P 500 Index.
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.
| PRIGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.78 | +0.91 |
| Martin ratioReturn relative to average drawdown | 15.32 | 12.44 | +2.89 |
Dividends
Dividend History
T. Rowe Price Global Value Equity Fund provided a 6.10% dividend yield over the last twelve months, with an annual payout of $1.49 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.49 | $1.49 | $1.11 | $0.28 | $0.14 | $0.91 | $0.16 | $0.30 | $0.96 | $0.98 | $0.27 | $1.02 |
Dividend yield | 6.10% | 7.20% | 6.53% | 1.75% | 0.98% | 5.81% | 1.12% | 2.31% | 9.08% | 7.35% | 2.25% | 9.12% |
Monthly Dividends
The table displays the monthly dividend distributions for T. Rowe Price Global Value Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.49 | $1.49 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 | $1.11 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the T. Rowe Price Global Value Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the T. Rowe Price Global Value Equity Fund was 36.76%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current T. Rowe Price Global Value Equity Fund drawdown is 0.65%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.76%Mar 2020 | 2mo 2d | 7mo 22d | 9mo 24dJan 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -22.35%Dec 2018 | 10mo 29d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
Bear market2022 | -20.78%Oct 2022 | 11mo 7d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2016 correction2016 | -18.44%Feb 2016 | 7mo 22d | 10mo | 1y 5moJun 2015 - Dec 2016 |
2025 selloff2025 | -14.18%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
Drawdown Indicators
| PRIGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.76% | -56.78% | +20.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -9.10% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -14.18% | -18.90% | +4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -20.78% | -25.43% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -36.76% | -33.92% | -2.84% |
Current DrawdownCurrent decline from peak | -0.65% | -1.80% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -10.71% | +6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.03% | +0.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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