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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Global Value Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
T. Rowe Price Global Value Equity Fund (PRIGX) has returned 0.29% so far this year and 27.50% over the past 12 months. Over the last ten years, PRIGX has returned 11.12% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
T. Rowe Price Global Value Equity Fund
- 1D
- -0.43%
- 1M
- -11.58%
- YTD
- 0.29%
- 6M
- 7.03%
- 1Y
- 27.50%
- 3Y*
- 18.37%
- 5Y*
- 10.67%
- 10Y*
- 11.12%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 27, 2012, PRIGX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 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% | -11.58% | 0.29% | |||||||||
| 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 1.23%, beta of 0.86, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since July 30, 2012.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.68%) than losses (90.27%) — typical of diversified or defensive assets.
- With beta of 0.86 and R² of 0.87, 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
- 1.23%
- Beta
- 0.86
- R²
- 0.87
- Upside Capture
- 90.68%
- Downside Capture
- 90.27%
Expense Ratio
PRIGX has an expense ratio of 0.68%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PRIGX ranks 85 for risk / return — in the top 85% 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 a chosen benchmark (S&P 500 Index).
| PRIGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.90 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.39 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.40 | +0.83 |
Martin ratioReturn relative to average drawdown | 8.97 | 6.61 | +2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PRIGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
T. Rowe Price Global Value Equity Fund provided a 7.17% 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 | 7.17% | 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 | |||||||||
| 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 11.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.76% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -22.35% | Jan 29, 2018 | 229 | Dec 24, 2018 | 244 | Dec 12, 2019 | 473 |
| -20.78% | Nov 9, 2021 | 233 | Oct 12, 2022 | 295 | Dec 14, 2023 | 528 |
| -18.44% | Jun 24, 2015 | 161 | Feb 11, 2016 | 208 | Dec 7, 2016 | 369 |
| -14.18% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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