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

Correlation

The correlation between PGLOX and XLP is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

PGLOX vs. XLP - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
70.05%
85.07%
PGLOX
XLP

Key characteristics

Sharpe Ratio

PGLOX:

0.55

XLP:

0.82

Sortino Ratio

PGLOX:

0.90

XLP:

1.22

Omega Ratio

PGLOX:

1.11

XLP:

1.15

Calmar Ratio

PGLOX:

0.40

XLP:

1.30

Martin Ratio

PGLOX:

2.12

XLP:

3.47

Ulcer Index

PGLOX:

4.07%

XLP:

3.12%

Daily Std Dev

PGLOX:

15.67%

XLP:

13.27%

Max Drawdown

PGLOX:

-39.65%

XLP:

-35.89%

Current Drawdown

PGLOX:

-11.55%

XLP:

-1.92%

Returns By Period

In the year-to-date period, PGLOX achieves a 1.03% return, which is significantly lower than XLP's 4.30% return.


PGLOX

YTD

1.03%

1M

-0.17%

6M

3.46%

1Y

8.36%

5Y*

7.37%

10Y*

N/A

XLP

YTD

4.30%

1M

0.01%

6M

3.07%

1Y

10.62%

5Y*

10.08%

10Y*

8.19%

*Annualized

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PGLOX vs. XLP - Expense Ratio Comparison

PGLOX has a 1.05% expense ratio, which is higher than XLP's 0.13% expense ratio.


Expense ratio chart for PGLOX: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PGLOX: 1.05%
Expense ratio chart for XLP: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLP: 0.13%

Risk-Adjusted Performance

PGLOX vs. XLP — 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 4949
Overall Rank
The Sharpe Ratio Rank of PGLOX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PGLOX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PGLOX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PGLOX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PGLOX is 5353
Martin Ratio Rank

XLP
The Risk-Adjusted Performance Rank of XLP is 7676
Overall Rank
The Sharpe Ratio Rank of XLP is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 7373
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 6969
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 7676
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. XLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Consumer Fund (PGLOX) and Consumer Staples Select Sector SPDR Fund (XLP). 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 chart of Sharpe ratio for PGLOX, currently valued at 0.65, compared to the broader market-2.00-1.000.001.002.003.00
PGLOX: 0.65
XLP: 0.82
The chart of Sortino ratio for PGLOX, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
PGLOX: 1.04
XLP: 1.22
The chart of Omega ratio for PGLOX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
PGLOX: 1.13
XLP: 1.15
The chart of Calmar ratio for PGLOX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.00
PGLOX: 0.48
XLP: 1.30
The chart of Martin ratio for PGLOX, currently valued at 2.50, compared to the broader market0.0010.0020.0030.0040.00
PGLOX: 2.50
XLP: 3.47

The current PGLOX Sharpe Ratio is 0.55, which is lower than the XLP Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PGLOX and XLP, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.65
0.82
PGLOX
XLP

Dividends

PGLOX vs. XLP - Dividend Comparison

PGLOX's dividend yield for the trailing twelve months is around 0.18%, less than XLP's 2.50% yield.


TTM20242023202220212020201920182017201620152014
PGLOX
T. Rowe Price Global Consumer Fund
0.18%0.18%0.28%0.00%0.00%0.00%0.33%1.29%0.50%0.40%0.00%0.00%
XLP
Consumer Staples Select Sector SPDR Fund
2.50%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%

Drawdowns

PGLOX vs. XLP - Drawdown Comparison

The maximum PGLOX drawdown since its inception was -39.65%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for PGLOX and XLP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.55%
-1.92%
PGLOX
XLP

Volatility

PGLOX vs. XLP - Volatility Comparison

T. Rowe Price Global Consumer Fund (PGLOX) has a higher volatility of 9.95% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 7.63%. This indicates that PGLOX's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
9.95%
7.63%
PGLOX
XLP