PGLOX vs. PRMTX
Compare and contrast key facts about T. Rowe Price Global Consumer Fund (PGLOX) and T. Rowe Price Communications & Technology Fund (PRMTX).
PGLOX is managed by T. Rowe Price. It was launched on Jun 26, 2016. PRMTX is managed by T. Rowe Price. It was launched on Oct 12, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGLOX or PRMTX.
Key characteristics
| PGLOX | PRMTX | |
|---|---|---|
| YTD Return | 12.81% | 37.01% |
| 1Y Return | 22.82% | 39.01% |
| 3Y Return (Ann) | -3.62% | -8.53% |
| 5Y Return (Ann) | 6.34% | 6.98% |
| Sharpe Ratio | 1.85 | 2.27 |
| Sortino Ratio | 2.69 | 2.80 |
| Omega Ratio | 1.32 | 1.43 |
| Calmar Ratio | 0.76 | 0.83 |
| Martin Ratio | 10.64 | 12.40 |
| Ulcer Index | 2.06% | 3.09% |
| Daily Std Dev | 11.84% | 16.89% |
| Max Drawdown | -39.65% | -75.22% |
| Current Drawdown | -12.55% | -24.20% |
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.
Performance
PGLOX vs. PRMTX - Performance Comparison
In the year-to-date period, PGLOX achieves a 12.81% return, which is significantly lower than PRMTX's 37.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
PGLOX vs. PRMTX - Dividend Comparison
PGLOX's dividend yield for the trailing twelve months is around 0.25%, more than PRMTX's 0.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGLOX T. Rowe Price Global Consumer Fund | 0.25% | 0.28% | 0.00% | 0.00% | 0.00% | 0.33% | 1.29% | 0.50% | 0.40% | 0.00% | 0.00% | 0.00% |
PRMTX T. Rowe Price Communications & Technology Fund | 0.14% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.01% | 0.03% | 0.20% | 2.46% | 0.30% |
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.
Volatility
PGLOX vs. PRMTX - Volatility Comparison
The current volatility for T. Rowe Price Global Consumer Fund (PGLOX) is 3.44%, while T. Rowe Price Communications & Technology Fund (PRMTX) has a volatility of 3.91%. 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.