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PGLOX vs. PRMTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGLOX and PRMTX is 0.85, 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.


-0.50.00.51.00.8

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.

40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
66.38%
120.51%
PGLOX
PRMTX

Key characteristics

Sharpe Ratio

PGLOX:

1.31

PRMTX:

2.70

Sortino Ratio

PGLOX:

1.88

PRMTX:

3.43

Omega Ratio

PGLOX:

1.23

PRMTX:

1.47

Calmar Ratio

PGLOX:

0.63

PRMTX:

0.94

Martin Ratio

PGLOX:

6.93

PRMTX:

16.25

Ulcer Index

PGLOX:

2.25%

PRMTX:

2.67%

Daily Std Dev

PGLOX:

11.95%

PRMTX:

16.04%

Max Drawdown

PGLOX:

-39.65%

PRMTX:

-75.22%

Current Drawdown

PGLOX:

-12.40%

PRMTX:

-22.38%

Returns By Period

In the year-to-date period, PGLOX achieves a 0.23% return, which is significantly lower than PRMTX's 1.52% return.


PGLOX

YTD

0.23%

1M

-3.00%

6M

3.74%

1Y

16.23%

5Y*

5.30%

10Y*

N/A

PRMTX

YTD

1.52%

1M

-3.05%

6M

12.74%

1Y

43.74%

5Y*

6.08%

10Y*

10.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGLOX vs. PRMTX - Expense Ratio Comparison

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


PGLOX
T. Rowe Price Global Consumer Fund
Expense ratio chart for PGLOX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for PRMTX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

PGLOX vs. PRMTX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PGLOX, currently valued at 1.31, compared to the broader market-1.000.001.002.003.001.312.70
The chart of Sortino ratio for PGLOX, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.001.883.43
The chart of Omega ratio for PGLOX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.47
The chart of Calmar ratio for PGLOX, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.000.630.94
The chart of Martin ratio for PGLOX, currently valued at 6.93, compared to the broader market0.0010.0020.0030.0040.0050.006.9316.25
PGLOX
PRMTX

The current PGLOX Sharpe Ratio is 1.31, which is lower than the PRMTX Sharpe Ratio of 2.70. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.31
2.70
PGLOX
PRMTX

Dividends

PGLOX vs. PRMTX - Dividend Comparison

PGLOX has not paid dividends to shareholders, while PRMTX's dividend yield for the trailing twelve months is around 7.28%.


TTM20242023202220212020201920182017201620152014
PGLOX
T. Rowe Price Global Consumer Fund
0.00%0.00%0.28%0.00%0.00%0.00%0.33%1.29%0.50%0.40%0.00%0.00%
PRMTX
T. Rowe Price Communications & Technology Fund
7.28%7.39%0.19%0.00%0.00%0.00%0.00%0.19%0.01%0.03%0.20%2.46%

Drawdowns

PGLOX vs. PRMTX - Drawdown Comparison

The maximum PGLOX drawdown since its inception was -39.65%, smaller than the maximum PRMTX drawdown of -75.22%. Use the drawdown chart below to compare losses from any high point for PGLOX and PRMTX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-12.40%
-22.38%
PGLOX
PRMTX

Volatility

PGLOX vs. PRMTX - Volatility Comparison

The current volatility for T. Rowe Price Global Consumer Fund (PGLOX) is 3.88%, while T. Rowe Price Communications & Technology Fund (PRMTX) has a volatility of 5.69%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.88%
5.69%
PGLOX
PRMTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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