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PAGLX vs. PRDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAGLX vs. PRDGX - Performance Comparison

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

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PAGLX vs. PRDGX - 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%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
-2.47%14.74%13.48%13.68%-10.22%26.03%13.92%31.76%-1.06%18.89%

Returns By Period

In the year-to-date period, PAGLX achieves a -6.68% return, which is significantly lower than PRDGX's -2.47% return. Over the past 10 years, PAGLX has underperformed PRDGX with an annualized return of 10.87%, while PRDGX has yielded a comparatively higher 12.09% 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%

PRDGX

1D
0.03%
1M
-7.31%
YTD
-2.47%
6M
-0.01%
1Y
9.42%
3Y*
12.29%
5Y*
9.25%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAGLX vs. PRDGX - Expense Ratio Comparison

PAGLX has a 1.10% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


Return for Risk

PAGLX vs. PRDGX — 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

PRDGX
PRDGX Risk / Return Rank: 3333
Overall Rank
PRDGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRDGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRDGX Omega Ratio Rank: 3535
Omega Ratio Rank
PRDGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRDGX Martin Ratio Rank: 3737
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. PRDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (PAGLX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.


PAGLXPRDGXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.71

-0.10

Sortino ratio

Return per unit of downside risk

0.94

1.08

-0.14

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.03

Calmar ratio

Return relative to maximum drawdown

0.72

0.80

-0.08

Martin ratio

Return relative to average drawdown

2.92

3.83

-0.91

PAGLX vs. PRDGX - Sharpe Ratio Comparison

The current PAGLX Sharpe Ratio is 0.60, which is comparable to the PRDGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PAGLX and PRDGX, 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


PAGLXPRDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.71

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.66

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.76

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.65

-0.02

Correlation

The correlation between PAGLX and PRDGX is 0.87, 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. PRDGX - Dividend Comparison

PAGLX's dividend yield for the trailing twelve months is around 12.40%, more than PRDGX's 8.30% 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%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
8.30%8.02%4.66%2.78%3.81%2.00%1.03%2.33%3.67%1.82%3.07%7.57%

Drawdowns

PAGLX vs. PRDGX - Drawdown Comparison

The maximum PAGLX drawdown since its inception was -39.76%, smaller than the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PAGLX and PRDGX.


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Drawdown Indicators


PAGLXPRDGXDifference

Max Drawdown

Largest peak-to-trough decline

-39.76%

-49.79%

+10.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-11.28%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-39.76%

-19.31%

-20.45%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-33.18%

-6.58%

Current Drawdown

Current decline from peak

-10.51%

-7.32%

-3.19%

Average Drawdown

Average peak-to-trough decline

-7.78%

-5.44%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.34%

+0.53%

Volatility

PAGLX vs. PRDGX - Volatility Comparison

T. Rowe Price Global Growth Stock Fund (PAGLX) has a higher volatility of 5.65% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.43%. This indicates that PAGLX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAGLXPRDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

3.43%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

7.35%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

15.00%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

14.05%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

15.86%

+2.13%