FTRNX vs. PRGSX
Compare and contrast key facts about Fidelity Trend Fund (FTRNX) and T. Rowe Price Global Stock Fund (PRGSX).
FTRNX is managed by Fidelity. It was launched on Jun 16, 1958. PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTRNX or PRGSX.
Performance
FTRNX vs. PRGSX - Performance Comparison
Returns By Period
In the year-to-date period, FTRNX achieves a 41.74% return, which is significantly higher than PRGSX's 17.82% return. Over the past 10 years, FTRNX has underperformed PRGSX with an annualized return of 8.81%, while PRGSX has yielded a comparatively higher 10.12% annualized return.
FTRNX
41.74%
7.40%
17.40%
42.13%
13.59%
8.81%
PRGSX
17.82%
0.97%
3.88%
22.77%
9.11%
10.12%
Key characteristics
| FTRNX | PRGSX | |
|---|---|---|
| Sharpe Ratio | 1.98 | 1.58 |
| Sortino Ratio | 2.61 | 2.20 |
| Omega Ratio | 1.35 | 1.28 |
| Calmar Ratio | 1.80 | 0.79 |
| Martin Ratio | 11.39 | 8.13 |
| Ulcer Index | 3.70% | 2.80% |
| Daily Std Dev | 21.25% | 14.39% |
| Max Drawdown | -55.96% | -66.74% |
| Current Drawdown | -0.19% | -11.86% |
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FTRNX vs. PRGSX - Expense Ratio Comparison
FTRNX has a 0.73% expense ratio, which is lower than PRGSX's 0.82% expense ratio.
Correlation
The correlation between FTRNX and PRGSX is 0.88, 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.
Risk-Adjusted Performance
FTRNX vs. PRGSX - Risk-Adjusted Performance Comparison
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.
Dividends
FTRNX vs. PRGSX - Dividend Comparison
FTRNX's dividend yield for the trailing twelve months is around 0.03%, less than PRGSX's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRNX Fidelity Trend Fund | 0.03% | 0.05% | 0.01% | 0.00% | 0.04% | 0.23% | 0.26% | 0.35% | 0.46% | 2.49% | 3.12% | 14.74% |
PRGSX T. Rowe Price Global Stock Fund | 0.23% | 0.27% | 0.00% | 0.00% | 0.02% | 0.28% | 0.20% | 0.34% | 0.63% | 0.33% | 0.27% | 0.21% |
Drawdowns
FTRNX vs. PRGSX - Drawdown Comparison
The maximum FTRNX drawdown since its inception was -55.96%, smaller than the maximum PRGSX drawdown of -66.74%. Use the drawdown chart below to compare losses from any high point for FTRNX and PRGSX. For additional features, visit the drawdowns tool.
Volatility
FTRNX vs. PRGSX - Volatility Comparison
Fidelity Trend Fund (FTRNX) has a higher volatility of 6.61% compared to T. Rowe Price Global Stock Fund (PRGSX) at 3.48%. 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.