CHUSX vs. PRGSX
CHUSX (Alger Global Focus Fund) and PRGSX (T. Rowe Price Global Stock Fund) are both Global Equities funds. Over the past 10 years, CHUSX returned 10.38%/yr vs 15.65%/yr for PRGSX. Their correlation of 0.87 means they have usually moved in the same direction. CHUSX charges 1.50%/yr vs 0.81%/yr for PRGSX.
Performance
CHUSX vs. PRGSX - Performance Comparison
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Returns By Period
In the year-to-date period, CHUSX achieves a 4.10% return, which is significantly lower than PRGSX's 14.53% return. Over the past 10 years, CHUSX has underperformed PRGSX with an annualized return of 10.38%, while PRGSX has yielded a comparatively higher 15.65% annualized return.
CHUSX
- 1D
- 2.76%
- 1M
- -3.44%
- 6M
- -0.24%
- YTD
- 4.10%
- 1Y
- 5.01%
- 3Y*
- 17.44%
- 5Y*
- 6.31%
- 10Y*
- 10.38%
- ALL TIME*
- 8.49%
PRGSX
- 1D
- 3.74%
- 1M
- -4.07%
- 6M
- 9.43%
- YTD
- 14.53%
- 1Y
- 29.00%
- 3Y*
- 19.13%
- 5Y*
- 8.00%
- 10Y*
- 15.65%
- ALL TIME*
- 10.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CHUSX vs. PRGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHUSX Alger Global Focus Fund | 4.10% | 7.71% | 40.01% | 24.23% | -32.05% | 14.05% | 38.85% | 23.58% | -15.83% | 22.86% |
PRGSX T. Rowe Price Global Stock Fund | 14.53% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
Correlation
The correlation between CHUSX and PRGSX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2003 | 0.87 |
The correlation between CHUSX and PRGSX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
CHUSX vs. PRGSX — Risk / Return Rank
CHUSX
PRGSX
CHUSX vs. PRGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alger Global Focus Fund (CHUSX) and T. Rowe Price Global Stock Fund (PRGSX). 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.
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.
| CHUSX | PRGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.22 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 2.08 | -1.84 |
| Martin ratioReturn relative to average drawdown | 0.72 | 7.18 | -6.46 |
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Drawdowns
CHUSX vs. PRGSX - Drawdown Comparison
The maximum CHUSX drawdown since its inception was -69.31%, which is greater than PRGSX's maximum drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for CHUSX and PRGSX.
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Drawdown Indicators
| CHUSX | PRGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.31% | -64.06% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -12.77% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -21.13% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -41.48% | -38.11% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | -41.48% | -38.11% | -3.37% |
Current DrawdownCurrent decline from peak | -8.05% | -8.04% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -18.39% | -13.43% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 3.70% | +0.32% |
Volatility
CHUSX vs. PRGSX - Volatility Comparison
The current volatility for Alger Global Focus Fund (CHUSX) is 6.40%, while T. Rowe Price Global Stock Fund (PRGSX) has a volatility of 7.51%. This indicates that CHUSX experiences smaller price fluctuations and is considered to be less risky than PRGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHUSX | PRGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.51% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 18.46% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 21.37% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.27% | 20.29% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.41% | 19.97% | +1.44% |
CHUSX vs. PRGSX - Expense Ratio Comparison
CHUSX has a 1.50% expense ratio, which is higher than PRGSX's 0.81% expense ratio.
Dividends
CHUSX vs. PRGSX - Dividend Comparison
CHUSX's dividend yield for the trailing twelve months is around 8.61%, more than PRGSX's 8.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHUSX Alger Global Focus Fund | 8.61% | 8.97% | 32.77% | 0.00% | 0.00% | 9.87% | 0.00% | 2.77% | 9.32% | 4.03% | 1.01% | 0.00% |
PRGSX T. Rowe Price Global Stock Fund | 8.38% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
Frequently Asked Questions
With a correlation of 0.90, CHUSX and PRGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRGSX has higher volatility (7.51%) compared to CHUSX (6.40%). In terms of maximum drawdown, CHUSX dropped -69.31% vs PRGSX's -64.06%.
PRGSX currently has the higher Sharpe Ratio (1.24 vs 0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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