PAGLX vs. ^GSPC

In the year-to-date period, PAGLX achieves a 1.98% return, which is significantly higher than ^GSPC's 0.51% return. Over the past 10 years, PAGLX has underperformed ^GSPC with an annualized return of 9.67%, while ^GSPC has yielded a comparatively higher 10.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (PAGLX) and S&P 500 (^GSPC). 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.

The current PAGLX Sharpe Ratio is 0.57, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PAGLX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum PAGLX drawdown since its inception was -39.76%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PAGLX and ^GSPC.

The current volatility for T. Rowe Price Global Growth Stock Fund (PAGLX) is 3.49%, while S&P 500 (^GSPC) has a volatility of 4.77%. This indicates that PAGLX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.