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PAGLX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PAGLX and ^GSPC is 0.91, 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

PAGLX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Growth Stock Fund (PAGLX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.02%
6.72%
PAGLX
^GSPC

Key characteristics

Sharpe Ratio

PAGLX:

1.36

^GSPC:

1.62

Sortino Ratio

PAGLX:

1.90

^GSPC:

2.20

Omega Ratio

PAGLX:

1.25

^GSPC:

1.30

Calmar Ratio

PAGLX:

0.64

^GSPC:

2.46

Martin Ratio

PAGLX:

8.22

^GSPC:

10.01

Ulcer Index

PAGLX:

2.03%

^GSPC:

2.08%

Daily Std Dev

PAGLX:

12.23%

^GSPC:

12.88%

Max Drawdown

PAGLX:

-44.63%

^GSPC:

-56.78%

Current Drawdown

PAGLX:

-13.97%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, PAGLX achieves a 2.64% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, PAGLX has underperformed ^GSPC with an annualized return of 8.01%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.


PAGLX

YTD

2.64%

1M

-1.18%

6M

4.02%

1Y

14.38%

5Y*

6.40%

10Y*

8.01%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PAGLX vs. ^GSPC — Risk-Adjusted Performance Rank

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

PAGLX
The Risk-Adjusted Performance Rank of PAGLX is 6969
Overall Rank
The Sharpe Ratio Rank of PAGLX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PAGLX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PAGLX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PAGLX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of PAGLX is 8383
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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.

PAGLX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (PAGLX) and S&P 500 (^GSPC). 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 PAGLX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.001.361.62
The chart of Sortino ratio for PAGLX, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.001.902.20
The chart of Omega ratio for PAGLX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.30
The chart of Calmar ratio for PAGLX, currently valued at 0.64, compared to the broader market0.005.0010.0015.0020.000.642.46
The chart of Martin ratio for PAGLX, currently valued at 8.22, compared to the broader market0.0020.0040.0060.0080.008.2210.01
PAGLX
^GSPC

The current PAGLX Sharpe Ratio is 1.36, which is comparable to the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of PAGLX and ^GSPC, 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.36
1.62
PAGLX
^GSPC

Drawdowns

PAGLX vs. ^GSPC - Drawdown Comparison

The maximum PAGLX drawdown since its inception was -44.63%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PAGLX and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.97%
-2.13%
PAGLX
^GSPC

Volatility

PAGLX vs. ^GSPC - Volatility Comparison

T. Rowe Price Global Growth Stock Fund (PAGLX) and S&P 500 (^GSPC) have volatilities of 3.38% and 3.43%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.38%
3.43%
PAGLX
^GSPC
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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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