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PAGLX vs. PRDGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, PAGLX achieves a 9.21% return, which is significantly lower than PRDGX's 11.24% return. Over the past 10 years, PAGLX has underperformed PRDGX with an annualized return of 12.11%, while PRDGX has yielded a comparatively higher 12.86% annualized return.


PAGLX

1D
2.64%
1M
-2.07%
6M
6.47%
YTD
9.21%
1Y
18.03%
3Y*
14.47%
5Y*
3.94%
10Y*
12.11%
ALL TIME*
13.00%

PRDGX

1D
0.71%
1M
0.75%
6M
9.35%
YTD
11.24%
1Y
19.63%
3Y*
14.49%
5Y*
9.95%
10Y*
12.86%
ALL TIME*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PAGLX vs. PRDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAGLX
T. Rowe Price Global Growth Stock Fund
9.21%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.
11.24%14.74%13.48%13.68%-10.22%26.03%13.92%31.76%-1.06%18.89%

Correlation

The correlation between PAGLX and PRDGX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2008

0.86

The correlation between PAGLX and PRDGX shifts across timeframes, from 0.69 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PAGLX vs. PRDGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PAGLX
PAGLX Risk / Return Rank: 3232
Overall Rank
PAGLX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PAGLX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PAGLX Omega Ratio Rank: 2929
Omega Ratio Rank
PAGLX Calmar Ratio Rank: 3535
Calmar Ratio Rank
PAGLX Martin Ratio Rank: 3838
Martin Ratio Rank

PRDGX
PRDGX Risk / Return Rank: 7777
Overall Rank
PRDGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PRDGX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PRDGX Omega Ratio Rank: 7474
Omega Ratio Rank
PRDGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PRDGX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


PAGLXPRDGXDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

1.52

2.39

-0.87

Martin ratioReturn relative to average drawdown

5.69

9.99

-4.30

PAGLX vs. PRDGX - Sharpe Ratio Comparison

The current PAGLX Sharpe Ratio is 1.01, which is lower than the PRDGX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of PAGLX and PRDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-10.51%

-7.34%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

-14.15%

-3.56%

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

-4.01%

-0.53%

-3.48%

Average Drawdown

Average peak-to-trough decline

-7.67%

-5.39%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.76%

+1.05%

Volatility

PAGLX vs. PRDGX - Volatility Comparison

T. Rowe Price Global Growth Stock Fund (PAGLX) has a higher volatility of 5.20% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 2.40%. 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

5.20%

2.40%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

7.42%

+5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

9.88%

+5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

14.03%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

15.82%

+2.25%

PAGLX vs. PRDGX - Expense Ratio Comparison

PAGLX has a 1.10% expense ratio, which is higher than PRDGX's 0.64% expense ratio.


Dividends

PAGLX vs. PRDGX - Dividend Comparison

PAGLX's dividend yield for the trailing twelve months is around 10.60%, more than PRDGX's 7.28% yield.


PositionTTM20252024202320222021202020192018201720162015
PAGLX
T. Rowe Price Global Growth Stock Fund
10.60%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.
7.28%8.02%4.66%2.78%3.81%2.00%1.03%2.33%3.67%1.82%3.07%7.57%

Frequently Asked Questions


PAGLX and PRDGX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAGLX has higher volatility (5.20%) compared to PRDGX (2.40%). In terms of maximum drawdown, PAGLX dropped -39.76% vs PRDGX's -49.79%.

PRDGX currently has the higher Sharpe Ratio (1.78 vs 1.01), 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.

Portfolio Optimizer

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