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PAGLX vs. FMIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAGLX vs. FMIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Growth Stock Fund (PAGLX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). The values are adjusted to include any dividend payments, if applicable.

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PAGLX vs. FMIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAGLX
T. Rowe Price Global Growth Stock Fund
-6.68%14.37%18.57%18.99%-29.87%10.73%43.90%30.55%-7.22%34.08%
FMIEX
Wasatch Global Value Fund Investor Class Shares
6.04%30.93%8.66%5.67%-0.12%25.11%2.04%17.27%-5.67%11.21%

Returns By Period

In the year-to-date period, PAGLX achieves a -6.68% return, which is significantly lower than FMIEX's 6.04% return. Both investments have delivered pretty close results over the past 10 years, with PAGLX having a 10.87% annualized return and FMIEX not far ahead at 11.03%.


PAGLX

1D
-0.52%
1M
-9.33%
YTD
-6.68%
6M
-4.81%
1Y
10.32%
3Y*
12.22%
5Y*
2.66%
10Y*
10.87%

FMIEX

1D
0.60%
1M
-5.84%
YTD
6.04%
6M
10.61%
1Y
24.34%
3Y*
16.68%
5Y*
11.63%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAGLX vs. FMIEX - Expense Ratio Comparison

Both PAGLX and FMIEX have an expense ratio of 1.10%.


Return for Risk

PAGLX vs. FMIEX — Risk / Return Rank

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

PAGLX
PAGLX Risk / Return Rank: 2525
Overall Rank
PAGLX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PAGLX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PAGLX Omega Ratio Rank: 2424
Omega Ratio Rank
PAGLX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PAGLX Martin Ratio Rank: 2727
Martin Ratio Rank

FMIEX
FMIEX Risk / Return Rank: 9292
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 9191
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMIEX 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.

PAGLX vs. FMIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (PAGLX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.


PAGLXFMIEXDifference

Sharpe ratio

Return per unit of total volatility

0.60

2.14

-1.53

Sortino ratio

Return per unit of downside risk

0.94

2.85

-1.91

Omega ratio

Gain probability vs. loss probability

1.14

1.42

-0.28

Calmar ratio

Return relative to maximum drawdown

0.72

2.57

-1.85

Martin ratio

Return relative to average drawdown

2.92

11.99

-9.07

PAGLX vs. FMIEX - Sharpe Ratio Comparison

The current PAGLX Sharpe Ratio is 0.60, which is lower than the FMIEX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of PAGLX and FMIEX, 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


PAGLXFMIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

2.14

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.92

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.70

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.58

+0.04

Correlation

The correlation between PAGLX and FMIEX is 0.77, 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

PAGLX vs. FMIEX - Dividend Comparison

PAGLX's dividend yield for the trailing twelve months is around 12.40%, more than FMIEX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
PAGLX
T. Rowe Price Global Growth Stock Fund
12.40%11.57%0.00%0.08%0.07%8.74%3.13%0.20%1.38%0.75%0.21%4.82%
FMIEX
Wasatch Global Value Fund Investor Class Shares
4.95%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%

Drawdowns

PAGLX vs. FMIEX - Drawdown Comparison

The maximum PAGLX drawdown since its inception was -39.76%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for PAGLX and FMIEX.


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Drawdown Indicators


PAGLXFMIEXDifference

Max Drawdown

Largest peak-to-trough decline

-39.76%

-49.85%

+10.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-9.34%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-39.76%

-18.63%

-21.13%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-39.33%

-0.43%

Current Drawdown

Current decline from peak

-10.51%

-5.84%

-4.67%

Average Drawdown

Average peak-to-trough decline

-7.78%

-6.61%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.04%

+0.83%

Volatility

PAGLX vs. FMIEX - Volatility Comparison

T. Rowe Price Global Growth Stock Fund (PAGLX) has a higher volatility of 5.65% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that PAGLX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAGLXFMIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

3.51%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

6.70%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

11.81%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

12.77%

+4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

15.73%

+2.26%