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PGLOX vs. PRMTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGLOX vs. PRMTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Consumer Fund (PGLOX) and T. Rowe Price Communications & Technology Fund (PRMTX). The values are adjusted to include any dividend payments, if applicable.

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PGLOX vs. PRMTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGLOX
T. Rowe Price Global Consumer Fund
0.16%6.68%12.94%19.53%-27.34%8.82%31.60%24.85%-7.60%19.98%
PRMTX
T. Rowe Price Communications & Technology Fund
-7.10%43.31%48.75%39.30%-40.90%9.81%53.69%35.69%-1.85%31.80%

Returns By Period

In the year-to-date period, PGLOX achieves a 0.16% return, which is significantly higher than PRMTX's -7.10% return.


PGLOX

1D
0.00%
1M
0.00%
YTD
0.16%
6M
1.56%
1Y
6.43%
3Y*
9.22%
5Y*
2.20%
10Y*

PRMTX

1D
3.46%
1M
-5.26%
YTD
-7.10%
6M
17.17%
1Y
36.97%
3Y*
34.03%
5Y*
11.80%
10Y*
18.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGLOX vs. PRMTX - Expense Ratio Comparison

PGLOX has a 1.05% expense ratio, which is higher than PRMTX's 0.77% expense ratio.


Return for Risk

PGLOX vs. PRMTX — Risk / Return Rank

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

PGLOX
PGLOX Risk / Return Rank: 2222
Overall Rank
PGLOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PGLOX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PGLOX Omega Ratio Rank: 2424
Omega Ratio Rank
PGLOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PGLOX Martin Ratio Rank: 2929
Martin Ratio Rank

PRMTX
PRMTX Risk / Return Rank: 8383
Overall Rank
PRMTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 8989
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 8787
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.

PGLOX vs. PRMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Consumer Fund (PGLOX) and T. Rowe Price Communications & Technology Fund (PRMTX). 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.


PGLOXPRMTXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.98

-0.44

Sortino ratio

Return per unit of downside risk

0.90

3.05

-2.14

Omega ratio

Gain probability vs. loss probability

1.15

1.40

-0.25

Calmar ratio

Return relative to maximum drawdown

0.75

3.39

-2.64

Martin ratio

Return relative to average drawdown

3.58

9.49

-5.90

PGLOX vs. PRMTX - Sharpe Ratio Comparison

The current PGLOX Sharpe Ratio is 0.53, which is lower than the PRMTX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PGLOX and PRMTX, 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


PGLOXPRMTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.98

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.45

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.64

-0.15

Correlation

The correlation between PGLOX and PRMTX is 0.82, 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

PGLOX vs. PRMTX - Dividend Comparison

PGLOX's dividend yield for the trailing twelve months is around 53.18%, less than PRMTX's 54.27% yield.


TTM20252024202320222021202020192018201720162015
PGLOX
T. Rowe Price Global Consumer Fund
53.18%53.27%0.18%0.28%0.05%6.77%1.31%0.33%2.03%1.34%0.00%0.00%
PRMTX
T. Rowe Price Communications & Technology Fund
54.27%50.42%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%

Drawdowns

PGLOX vs. PRMTX - Drawdown Comparison

The maximum PGLOX drawdown since its inception was -35.54%, smaller than the maximum PRMTX drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for PGLOX and PRMTX.


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Drawdown Indicators


PGLOXPRMTXDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-66.30%

+30.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-11.17%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-35.54%

-47.17%

+11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

Current Drawdown

Current decline from peak

-1.24%

-8.09%

+6.85%

Average Drawdown

Average peak-to-trough decline

-8.46%

-13.92%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

3.98%

-2.01%

Volatility

PGLOX vs. PRMTX - Volatility Comparison

The current volatility for T. Rowe Price Global Consumer Fund (PGLOX) is 0.00%, while T. Rowe Price Communications & Technology Fund (PRMTX) has a volatility of 6.51%. This indicates that PGLOX experiences smaller price fluctuations and is considered to be less risky than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGLOXPRMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.51%

-6.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.87%

31.76%

-26.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

39.07%

-25.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

26.58%

-9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

23.53%

-6.82%