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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%25.00%JulyAugustSeptemberOctoberNovemberDecember
2.14%
-2.46%
FTRNX
PRGSX

Key characteristics

Sharpe Ratio

FTRNX:

1.06

PRGSX:

0.72

Sortino Ratio

FTRNX:

1.41

PRGSX:

1.02

Omega Ratio

FTRNX:

1.22

PRGSX:

1.14

Calmar Ratio

FTRNX:

1.60

PRGSX:

0.43

Martin Ratio

FTRNX:

6.67

PRGSX:

3.77

Ulcer Index

FTRNX:

3.89%

PRGSX:

3.06%

Daily Std Dev

FTRNX:

24.58%

PRGSX:

16.07%

Max Drawdown

FTRNX:

-55.96%

PRGSX:

-66.74%

Current Drawdown

FTRNX:

-15.60%

PRGSX:

-16.56%

Returns By Period

In the year-to-date period, FTRNX achieves a 26.01% return, which is significantly higher than PRGSX's 11.54% return. Over the past 10 years, FTRNX has outperformed PRGSX with an annualized return of 12.02%, while PRGSX has yielded a comparatively lower 9.74% annualized return.


FTRNX

YTD

26.01%

1M

-11.66%

6M

2.14%

1Y

26.04%

5Y*

16.98%

10Y*

12.02%

PRGSX

YTD

11.54%

1M

-5.33%

6M

-2.46%

1Y

11.91%

5Y*

7.02%

10Y*

9.74%

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 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 1.06, compared to the broader market-1.000.001.002.003.004.001.060.72
The chart of Sortino ratio for FTRNX, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.001.411.02
The chart of Omega ratio for FTRNX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.14
The chart of Calmar ratio for FTRNX, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.0012.0014.001.600.43
The chart of Martin ratio for FTRNX, currently valued at 6.67, compared to the broader market0.0020.0040.0060.006.673.77
FTRNX
PRGSX

The current FTRNX Sharpe Ratio is 1.06, which is higher than the PRGSX Sharpe Ratio of 0.72. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.06
0.72
FTRNX
PRGSX

Dividends

FTRNX vs. PRGSX - Dividend Comparison

Neither FTRNX nor PRGSX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FTRNX
Fidelity Trend Fund
0.00%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
0.00%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.60%
-16.56%
FTRNX
PRGSX

Volatility

FTRNX vs. PRGSX - Volatility Comparison

Fidelity Trend Fund (FTRNX) has a higher volatility of 13.81% compared to T. Rowe Price Global Stock Fund (PRGSX) at 7.93%. 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%JulyAugustSeptemberOctoberNovemberDecember
13.81%
7.93%
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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