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

Correlation

The correlation between PGLOX and PRMTX is 0.84, 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.


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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Key characteristics

Sharpe Ratio

PGLOX:

0.56

PRMTX:

0.78

Sortino Ratio

PGLOX:

0.96

PRMTX:

1.15

Omega Ratio

PGLOX:

1.12

PRMTX:

1.17

Calmar Ratio

PGLOX:

0.43

PRMTX:

0.45

Martin Ratio

PGLOX:

2.19

PRMTX:

2.26

Ulcer Index

PGLOX:

4.19%

PRMTX:

7.66%

Daily Std Dev

PGLOX:

15.85%

PRMTX:

21.71%

Max Drawdown

PGLOX:

-39.65%

PRMTX:

-75.22%

Current Drawdown

PGLOX:

-9.09%

PRMTX:

-26.74%

Returns By Period

In the year-to-date period, PGLOX achieves a 3.84% return, which is significantly higher than PRMTX's 2.63% return.


PGLOX

YTD

3.84%

1M

6.66%

6M

4.02%

1Y

8.70%

5Y*

7.66%

10Y*

N/A

PRMTX

YTD

2.63%

1M

10.16%

6M

-3.71%

1Y

16.88%

5Y*

3.55%

10Y*

8.72%

*Annualized

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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.


Risk-Adjusted Performance

PGLOX vs. PRMTX — Risk-Adjusted Performance Rank

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

PGLOX
The Risk-Adjusted Performance Rank of PGLOX is 5656
Overall Rank
The Sharpe Ratio Rank of PGLOX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PGLOX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of PGLOX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PGLOX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of PGLOX is 5959
Martin Ratio Rank

PRMTX
The Risk-Adjusted Performance Rank of PRMTX is 7272
Overall Rank
The Sharpe Ratio Rank of PRMTX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of PRMTX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of PRMTX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of PRMTX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of PRMTX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PGLOX Sharpe Ratio is 0.56, which is comparable to the PRMTX Sharpe Ratio of 0.78. 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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Dividends

PGLOX vs. PRMTX - Dividend Comparison

Neither PGLOX nor PRMTX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PGLOX
T. Rowe Price Global Consumer Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRMTX
T. Rowe Price Communications & Technology Fund
0.00%0.00%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.


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Volatility

PGLOX vs. PRMTX - Volatility Comparison

T. Rowe Price Global Consumer Fund (PGLOX) and T. Rowe Price Communications & Technology Fund (PRMTX) have volatilities of 4.89% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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