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PAGLX vs. TRBCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAGLX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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 13.66% return, which is significantly higher than TRBCX's 5.48% return. Over the past 10 years, PAGLX has underperformed TRBCX with an annualized return of 12.88%, while TRBCX has yielded a comparatively higher 17.69% annualized return.


PAGLX

1D
0.47%
1M
6.77%
YTD
13.66%
6M
13.40%
1Y
26.47%
3Y*
18.36%
5Y*
5.84%
10Y*
12.88%

TRBCX

1D
-0.69%
1M
5.17%
YTD
5.48%
6M
5.64%
1Y
22.08%
3Y*
28.80%
5Y*
13.81%
10Y*
17.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAGLX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAGLX
T. Rowe Price Global Growth Stock Fund
13.66%14.37%18.57%18.99%-29.87%10.73%43.90%30.55%-7.22%34.08%
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.48%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Correlation

The correlation between PAGLX and TRBCX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2008

0.90

The correlation between PAGLX and TRBCX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

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Return for Risk

PAGLX vs. TRBCX — Risk / Return Rank

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

PAGLX
PAGLX Risk / Return Rank: 4545
Overall Rank
PAGLX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PAGLX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PAGLX Omega Ratio Rank: 4343
Omega Ratio Rank
PAGLX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PAGLX Martin Ratio Rank: 5050
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 1919
Overall Rank
TRBCX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2222
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1616
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. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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.


PAGLXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.37

+0.58

Sortino ratio

Return per unit of downside risk

2.66

1.87

+0.79

Omega ratio

Gain probability vs. loss probability

1.36

1.25

+0.11

Calmar ratio

Return relative to maximum drawdown

2.55

1.34

+1.21

Martin ratio

Return relative to average drawdown

10.35

4.54

+5.81

PAGLX vs. TRBCX - Sharpe Ratio Comparison

The current PAGLX Sharpe Ratio is 1.96, which is higher than the TRBCX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PAGLX and TRBCX, 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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Sharpe Ratios by Period


PAGLXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.37

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.78

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.60

+0.08

Drawdowns

PAGLX vs. TRBCX - Drawdown Comparison

The maximum PAGLX drawdown since its inception was -39.76%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PAGLX and TRBCX.


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Drawdown Indicators


PAGLXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.76%

-54.56%

+14.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-17.01%

+6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

-23.08%

+5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-39.76%

-43.63%

+3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-43.63%

+3.87%

Current Drawdown

Current decline from peak

0.00%

-0.69%

+0.69%

Average Drawdown

Average peak-to-trough decline

-7.72%

-11.31%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

5.01%

-2.42%

Volatility

PAGLX vs. TRBCX - Volatility Comparison

T. Rowe Price Global Growth Stock Fund (PAGLX) has a higher volatility of 3.92% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 3.57%. This indicates that PAGLX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAGLXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.57%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

13.37%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

16.66%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

24.03%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

22.79%

-4.74%

PAGLX vs. TRBCX - Expense Ratio Comparison

PAGLX has a 1.10% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Dividends

PAGLX vs. TRBCX - Dividend Comparison

PAGLX's dividend yield for the trailing twelve months is around 10.18%, more than TRBCX's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
PAGLX
T. Rowe Price Global Growth Stock Fund
10.18%11.57%0.00%0.08%0.07%8.74%3.13%0.20%1.38%0.75%0.21%4.82%
TRBCX
T. Rowe Price Blue Chip Growth Fund
4.97%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Frequently Asked Questions


PAGLX and TRBCX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAGLX has higher volatility (3.92%) compared to TRBCX (3.57%). In terms of maximum drawdown, PAGLX dropped -39.76% vs TRBCX's -54.56%.

PAGLX currently has the higher Sharpe Ratio (1.96 vs 1.37), 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.

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