MDGCX vs. PGTIX

Last updated Jun 20, 2026

MDGCX (BlackRock Advantage Global Fund, Inc.) and PGTIX (T. Rowe Price Global Technology Fund I Class) are both mutual funds - MDGCX is a Global Equities fund managed by BlackRock, while PGTIX is a Technology Equities fund actively managed by T. Rowe Price. Over the past 5 years, MDGCX returned 11.76%/yr vs 10.09%/yr for PGTIX. A 0.77 correlation means they provide meaningful diversification when combined. MDGCX charges 0.96%/yr vs 0.78%/yr for PGTIX.

Performance

MDGCX vs. PGTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage Global Fund, Inc. (MDGCX) and T. Rowe Price Global Technology Fund I Class (PGTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MDGCX achieves a 18.00% return, which is significantly lower than PGTIX's 41.95% return.

MDGCX

• 1D: 0.80%
• 1M: 1.90%
• YTD: 18.00%
• 6M: 18.99%
• 1Y: 38.42%
• 3Y*: 20.17%
• 5Y*: 11.76%
• 10Y*: 12.39%

PGTIX

• 1D: 4.34%
• 1M: 7.59%
• YTD: 41.95%
• 6M: 44.54%
• 1Y: 74.95%
• 3Y*: 38.38%
• 5Y*: 10.09%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MDGCX vs. PGTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MDGCX BlackRock Advantage Global Fund, Inc.	18.00%	23.61%	10.87%	22.43%	-17.94%	17.52%	15.61%	25.54%	-11.73%	23.41%
PGTIX T. Rowe Price Global Technology Fund I Class	41.95%	27.48%	33.33%	56.25%	-55.48%	8.92%	75.98%	34.28%	-9.95%	45.22%

Correlation

The correlation between MDGCX and PGTIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.77

The correlation between MDGCX and PGTIX has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

Return for Risk

MDGCX vs. PGTIX — Risk / Return Rank

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

MDGCX

MDGCX Risk / Return Rank: 90
MDGCX Sharpe Ratio Rank: 93
MDGCX Sortino Ratio Rank: 86
MDGCX Omega Ratio Rank: 84
MDGCX Calmar Ratio Rank: 93
MDGCX Martin Ratio Rank: 95

PGTIX

PGTIX Risk / Return Rank: 88
PGTIX Sharpe Ratio Rank: 92
PGTIX Sortino Ratio Rank: 78
PGTIX Omega Ratio Rank: 81
PGTIX Calmar Ratio Rank: 96
PGTIX Martin Ratio Rank: 91

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.

MDGCX vs. PGTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Global Fund, Inc. (MDGCX) and T. Rowe Price Global Technology Fund I Class (PGTIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MDGCX	PGTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.86	2.87	-0.01
Sortino ratio: Return per unit of downside risk	3.79	3.37	+0.42
Omega ratio: Gain probability vs. loss probability	1.52	1.48	+0.04
Calmar ratio: Return relative to maximum drawdown	4.72	5.74	-1.01
Martin ratio: Return relative to average drawdown	20.69	17.08	+3.61

MDGCX vs. PGTIX - Sharpe Ratio Comparison

The current MDGCX Sharpe Ratio is 2.86, which is comparable to the PGTIX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of MDGCX and PGTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MDGCX vs. PGTIX - Drawdown Comparison

The maximum MDGCX drawdown since its inception was -48.25%, smaller than the maximum PGTIX drawdown of -65.26%. Use the drawdown chart below to compare losses from any high point for MDGCX and PGTIX.

Drawdown Indicators

	MDGCX	PGTIX	Difference
Max Drawdown Largest peak-to-trough decline	-48.25%	-65.26%	+17.01%
Max Drawdown (1Y) Largest decline over 1 year	-8.07%	-12.99%	+4.92%
Max Drawdown (3Y) Largest decline over 3 years	-21.46%	-26.71%	+5.25%
Max Drawdown (5Y) Largest decline over 5 years	-26.68%	-65.26%	+38.58%
Max Drawdown (10Y) Largest decline over 10 years	-34.87%	—	—
Current Drawdown Current decline from peak	-1.51%	-1.58%	+0.07%
Average Drawdown Average peak-to-trough decline	-9.92%	-18.93%	+9.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	4.36%	-2.52%

Volatility

MDGCX vs. PGTIX - Volatility Comparison

The current volatility for BlackRock Advantage Global Fund, Inc. (MDGCX) is 5.33%, while T. Rowe Price Global Technology Fund I Class (PGTIX) has a volatility of 13.53%. This indicates that MDGCX experiences smaller price fluctuations and is considered to be less risky than PGTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MDGCX	PGTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	13.53%	-8.20%
Volatility (6M) Calculated over the trailing 6-month period	11.02%	22.06%	-11.04%
Volatility (1Y) Calculated over the trailing 1-year period	13.31%	25.95%	-12.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	32.19%	-15.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.28%	29.15%	-11.87%

MDGCX vs. PGTIX - Expense Ratio Comparison

MDGCX has a 0.96% expense ratio, which is higher than PGTIX's 0.78% expense ratio.

Dividends

MDGCX vs. PGTIX - Dividend Comparison

MDGCX's dividend yield for the trailing twelve months is around 7.55%, while PGTIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MDGCX BlackRock Advantage Global Fund, Inc.	7.55%	8.91%	7.78%	1.42%	1.75%	16.75%	3.77%	1.73%	4.06%	34.82%	0.65%	5.18%
PGTIX T. Rowe Price Global Technology Fund I Class	0.00%	0.00%	0.00%	0.00%	3.27%	27.92%	5.04%	0.07%	24.92%	15.91%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MDGCX and PGTIX in my portfolio?

MDGCX and PGTIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MDGCX or PGTIX?

PGTIX has higher volatility (13.53%) compared to MDGCX (5.33%). In terms of maximum drawdown, MDGCX dropped -48.25% vs PGTIX's -65.26%.

Which has better risk-adjusted returns?

PGTIX currently has the higher Sharpe Ratio (2.87 vs 2.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.