PAGLX vs. GAOAX
Compare and contrast key facts about T. Rowe Price Global Growth Stock Fund (PAGLX) and JPMorgan Global Allocation Fund A (GAOAX).
PAGLX is managed by T. Rowe Price. It was launched on Oct 26, 2008. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
PAGLX vs. GAOAX - Performance Comparison
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PAGLX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, PAGLX achieves a -6.68% return, which is significantly lower than GAOAX's -5.28% return. Over the past 10 years, PAGLX has outperformed GAOAX with an annualized return of 10.87%, while GAOAX has yielded a comparatively lower 5.59% annualized return.
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%
GAOAX
- 1D
- -0.10%
- 1M
- -7.76%
- YTD
- -5.28%
- 6M
- -4.20%
- 1Y
- 8.01%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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PAGLX vs. GAOAX - Expense Ratio Comparison
PAGLX has a 1.10% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
PAGLX vs. GAOAX — Risk / Return Rank
PAGLX
GAOAX
PAGLX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (PAGLX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| PAGLX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.72 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.06 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.82 | -0.10 |
Martin ratioReturn relative to average drawdown | 2.92 | 3.42 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PAGLX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.72 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.16 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.52 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.53 | +0.10 |
Correlation
The correlation between PAGLX and GAOAX 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.
Dividends
PAGLX vs. GAOAX - Dividend Comparison
PAGLX's dividend yield for the trailing twelve months is around 12.40%, more than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
PAGLX vs. GAOAX - Drawdown Comparison
The maximum PAGLX drawdown since its inception was -39.76%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for PAGLX and GAOAX.
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Drawdown Indicators
| PAGLX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.76% | -29.02% | -10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -8.95% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -29.02% | -10.74% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -29.02% | -10.74% |
Current DrawdownCurrent decline from peak | -10.51% | -8.95% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -6.01% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.15% | +0.72% |
Volatility
PAGLX vs. GAOAX - Volatility Comparison
T. Rowe Price Global Growth Stock Fund (PAGLX) has a higher volatility of 5.65% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.64%. This indicates that PAGLX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAGLX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 4.64% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 7.42% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 11.46% | +5.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 11.02% | +6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 10.80% | +7.19% |