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IGE vs. PRNEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGE vs. PRNEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) and T. Rowe Price New Era Fund (PRNEX). The values are adjusted to include any dividend payments, if applicable.

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IGE vs. PRNEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGE
iShares North American Natural Resources ETF
25.88%20.41%7.55%3.12%33.24%39.42%-19.58%17.16%-21.59%0.82%
PRNEX
T. Rowe Price New Era Fund
19.15%26.94%4.41%1.02%7.14%25.35%-2.63%16.91%-16.23%10.57%

Returns By Period

In the year-to-date period, IGE achieves a 25.88% return, which is significantly higher than PRNEX's 19.15% return. Over the past 10 years, IGE has outperformed PRNEX with an annualized return of 11.20%, while PRNEX has yielded a comparatively lower 10.12% annualized return.


IGE

1D
0.80%
1M
0.69%
YTD
25.88%
6M
29.74%
1Y
41.67%
3Y*
20.08%
5Y*
20.61%
10Y*
11.20%

PRNEX

1D
-1.11%
1M
-1.19%
YTD
19.15%
6M
31.26%
1Y
44.27%
3Y*
17.27%
5Y*
14.17%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGE vs. PRNEX - Expense Ratio Comparison

IGE has a 0.39% expense ratio, which is lower than PRNEX's 0.56% expense ratio.


Return for Risk

IGE vs. PRNEX — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 8888
Overall Rank
IGE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 8888
Sortino Ratio Rank
IGE Omega Ratio Rank: 9090
Omega Ratio Rank
IGE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IGE Martin Ratio Rank: 8787
Martin Ratio Rank

PRNEX
PRNEX Risk / Return Rank: 9393
Overall Rank
PRNEX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PRNEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRNEX Omega Ratio Rank: 9393
Omega Ratio Rank
PRNEX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRNEX Martin Ratio Rank: 9494
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.

IGE vs. PRNEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) and T. Rowe Price New Era Fund (PRNEX). 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.


IGEPRNEXDifference

Sharpe ratio

Return per unit of total volatility

1.94

2.23

-0.28

Sortino ratio

Return per unit of downside risk

2.41

2.80

-0.38

Omega ratio

Gain probability vs. loss probability

1.37

1.45

-0.08

Calmar ratio

Return relative to maximum drawdown

2.52

2.67

-0.15

Martin ratio

Return relative to average drawdown

10.18

12.65

-2.47

IGE vs. PRNEX - Sharpe Ratio Comparison

The current IGE Sharpe Ratio is 1.94, which is comparable to the PRNEX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of IGE and PRNEX, 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


IGEPRNEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

2.23

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.76

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.49

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.38

-0.08

Correlation

The correlation between IGE and PRNEX is 0.94, 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

IGE vs. PRNEX - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 1.85%, less than PRNEX's 12.94% yield.


TTM20252024202320222021202020192018201720162015
IGE
iShares North American Natural Resources ETF
1.85%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%
PRNEX
T. Rowe Price New Era Fund
12.94%15.41%4.81%11.46%4.47%2.07%2.54%2.18%1.69%1.89%1.28%2.68%

Drawdowns

IGE vs. PRNEX - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, roughly equal to the maximum PRNEX drawdown of -66.56%. Use the drawdown chart below to compare losses from any high point for IGE and PRNEX.


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Drawdown Indicators


IGEPRNEXDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-66.56%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.95%

-16.24%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-21.50%

-4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

-49.64%

-10.93%

Current Drawdown

Current decline from peak

-0.57%

-2.25%

+1.68%

Average Drawdown

Average peak-to-trough decline

-19.01%

-16.35%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.42%

+0.78%

Volatility

IGE vs. PRNEX - Volatility Comparison

iShares North American Natural Resources ETF (IGE) and T. Rowe Price New Era Fund (PRNEX) have volatilities of 4.86% and 5.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGEPRNEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.01%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.10%

12.38%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

20.21%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.67%

18.82%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.04%

20.69%

+4.35%