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FMIEX vs. PRGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMIEX vs. PRGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Global Value Fund Investor Class Shares (FMIEX) and T. Rowe Price Global Stock Fund (PRGSX). The values are adjusted to include any dividend payments, if applicable.

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FMIEX vs. PRGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMIEX
Wasatch Global Value Fund Investor Class Shares
6.04%30.93%8.66%5.67%-0.12%25.11%2.04%17.27%-5.67%11.21%
PRGSX
T. Rowe Price Global Stock Fund
-6.43%21.42%16.80%25.70%-28.01%9.81%52.29%35.84%-4.51%32.64%

Returns By Period

In the year-to-date period, FMIEX achieves a 6.04% return, which is significantly higher than PRGSX's -6.43% return. Over the past 10 years, FMIEX has underperformed PRGSX with an annualized return of 11.03%, while PRGSX has yielded a comparatively higher 14.22% annualized return.


FMIEX

1D
0.60%
1M
-5.84%
YTD
6.04%
6M
10.61%
1Y
24.34%
3Y*
16.68%
5Y*
11.63%
10Y*
11.03%

PRGSX

1D
-1.26%
1M
-11.35%
YTD
-6.43%
6M
-2.35%
1Y
17.79%
3Y*
15.41%
5Y*
5.04%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMIEX vs. PRGSX - Expense Ratio Comparison

FMIEX has a 1.10% expense ratio, which is higher than PRGSX's 0.82% expense ratio.


Return for Risk

FMIEX vs. PRGSX — Risk / Return Rank

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

FMIEX
FMIEX Risk / Return Rank: 9292
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 9191
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMIEX Martin Ratio Rank: 9494
Martin Ratio Rank

PRGSX
PRGSX Risk / Return Rank: 4343
Overall Rank
PRGSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PRGSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
PRGSX Omega Ratio Rank: 4141
Omega Ratio Rank
PRGSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PRGSX Martin Ratio Rank: 4646
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.

FMIEX vs. PRGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Value Fund Investor Class Shares (FMIEX) 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.


FMIEXPRGSXDifference

Sharpe ratio

Return per unit of total volatility

2.14

0.83

+1.30

Sortino ratio

Return per unit of downside risk

2.85

1.25

+1.60

Omega ratio

Gain probability vs. loss probability

1.42

1.18

+0.24

Calmar ratio

Return relative to maximum drawdown

2.57

1.19

+1.38

Martin ratio

Return relative to average drawdown

11.99

4.56

+7.43

FMIEX vs. PRGSX - Sharpe Ratio Comparison

The current FMIEX Sharpe Ratio is 2.14, which is higher than the PRGSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FMIEX and PRGSX, 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


FMIEXPRGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

0.83

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.26

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.73

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.48

+0.10

Correlation

The correlation between FMIEX and PRGSX is 0.77, 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

FMIEX vs. PRGSX - Dividend Comparison

FMIEX's dividend yield for the trailing twelve months is around 4.95%, less than PRGSX's 10.26% yield.


TTM20252024202320222021202020192018201720162015
FMIEX
Wasatch Global Value Fund Investor Class Shares
4.95%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%
PRGSX
T. Rowe Price Global Stock Fund
10.26%9.60%6.73%0.27%0.00%13.67%5.67%2.21%5.81%0.03%0.63%0.33%

Drawdowns

FMIEX vs. PRGSX - Drawdown Comparison

The maximum FMIEX drawdown since its inception was -49.85%, smaller than the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for FMIEX and PRGSX.


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Drawdown Indicators


FMIEXPRGSXDifference

Max Drawdown

Largest peak-to-trough decline

-49.85%

-64.06%

+14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-12.85%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-38.11%

+19.48%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-38.11%

-1.22%

Current Drawdown

Current decline from peak

-5.84%

-12.77%

+6.93%

Average Drawdown

Average peak-to-trough decline

-6.61%

-13.55%

+6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.35%

-1.31%

Volatility

FMIEX vs. PRGSX - Volatility Comparison

The current volatility for Wasatch Global Value Fund Investor Class Shares (FMIEX) is 3.51%, while T. Rowe Price Global Stock Fund (PRGSX) has a volatility of 7.68%. This indicates that FMIEX 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


FMIEXPRGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

7.68%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

14.04%

-7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

21.04%

-9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

19.42%

-6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

19.61%

-3.88%