FTRNX vs. PRGSX

In the year-to-date period, FTRNX achieves a -0.01% return, which is significantly lower than PRGSX's 3.36% return. Over the past 10 years, FTRNX has outperformed PRGSX with an annualized return of 15.84%, while PRGSX has yielded a comparatively lower 12.60% annualized return.

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FTRNX has a 0.73% expense ratio, which is lower than PRGSX's 0.82% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Trend Fund (FTRNX) 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.

The current FTRNX Sharpe Ratio is 0.56, which is higher than the PRGSX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FTRNX 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.

FTRNX's dividend yield for the trailing twelve months is around 18.92%, more than PRGSX's 6.51% yield.

The maximum FTRNX drawdown since its inception was -55.99%, smaller than the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for FTRNX and PRGSX.

Fidelity Trend Fund (FTRNX) has a higher volatility of 6.51% compared to T. Rowe Price Global Stock Fund (PRGSX) at 4.04%. This indicates that FTRNX's price experiences larger fluctuations and is considered to be riskier than PRGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.