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FTRNX vs. PRGSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FTRNX vs. PRGSX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
-8.48%
-3.35%
FTRNX
PRGSX

Key characteristics

Sharpe Ratio

FTRNX:

0.06

PRGSX:

0.35

Sortino Ratio

FTRNX:

0.24

PRGSX:

0.56

Omega Ratio

FTRNX:

1.03

PRGSX:

1.08

Calmar Ratio

FTRNX:

0.06

PRGSX:

0.26

Martin Ratio

FTRNX:

0.19

PRGSX:

1.40

Ulcer Index

FTRNX:

7.66%

PRGSX:

4.02%

Daily Std Dev

FTRNX:

25.49%

PRGSX:

16.11%

Max Drawdown

FTRNX:

-55.96%

PRGSX:

-66.74%

Current Drawdown

FTRNX:

-23.26%

PRGSX:

-15.09%

Returns By Period

In the year-to-date period, FTRNX achieves a -6.86% return, which is significantly lower than PRGSX's 3.39% return. Over the past 10 years, FTRNX has underperformed PRGSX with an annualized return of 7.05%, while PRGSX has yielded a comparatively higher 9.41% annualized return.


FTRNX

YTD

-6.86%

1M

-12.34%

6M

-8.48%

1Y

1.63%

5Y*

10.57%

10Y*

7.05%

PRGSX

YTD

3.39%

1M

-2.72%

6M

-3.35%

1Y

5.71%

5Y*

8.35%

10Y*

9.41%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTRNX vs. PRGSX - Expense Ratio Comparison

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


PRGSX
T. Rowe Price Global Stock Fund
Expense ratio chart for PRGSX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for FTRNX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%

Risk-Adjusted Performance

FTRNX vs. PRGSX — Risk-Adjusted Performance Rank

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

FTRNX
The Risk-Adjusted Performance Rank of FTRNX is 1010
Overall Rank
The Sharpe Ratio Rank of FTRNX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FTRNX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FTRNX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FTRNX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FTRNX is 1010
Martin Ratio Rank

PRGSX
The Risk-Adjusted Performance Rank of PRGSX is 2121
Overall Rank
The Sharpe Ratio Rank of PRGSX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGSX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of PRGSX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PRGSX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of PRGSX is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for FTRNX, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.000.060.35
The chart of Sortino ratio for FTRNX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.000.240.56
The chart of Omega ratio for FTRNX, currently valued at 1.03, compared to the broader market1.002.003.004.001.031.08
The chart of Calmar ratio for FTRNX, currently valued at 0.06, compared to the broader market0.005.0010.0015.0020.000.060.26
The chart of Martin ratio for FTRNX, currently valued at 0.19, compared to the broader market0.0020.0040.0060.0080.000.191.40
FTRNX
PRGSX

The current FTRNX Sharpe Ratio is 0.06, which is lower than the PRGSX Sharpe Ratio of 0.35. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.06
0.35
FTRNX
PRGSX

Dividends

FTRNX vs. PRGSX - Dividend Comparison

FTRNX's dividend yield for the trailing twelve months is around 0.49%, more than PRGSX's 0.07% yield.


TTM20242023202220212020201920182017201620152014
FTRNX
Fidelity Trend Fund
0.49%0.46%0.05%0.01%0.00%0.04%0.23%0.26%0.35%0.46%2.49%3.12%
PRGSX
T. Rowe Price Global Stock Fund
0.07%0.08%0.27%0.00%0.00%0.02%0.28%0.20%0.34%0.63%0.33%0.27%

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.26%
-15.09%
FTRNX
PRGSX

Volatility

FTRNX vs. PRGSX - Volatility Comparison

Fidelity Trend Fund (FTRNX) has a higher volatility of 8.93% compared to T. Rowe Price Global Stock Fund (PRGSX) at 4.30%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.93%
4.30%
FTRNX
PRGSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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