PGROX vs. PRGSX

In the year-to-date period, PGROX achieves a 2.78% return, which is significantly lower than PRGSX's 3.36% return. Both investments have delivered pretty close results over the past 10 years, with PGROX having a 12.34% annualized return and PRGSX not far ahead at 12.60%.

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PGROX has a 1.13% expense ratio, which is higher than PRGSX's 0.82% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Worldwide Growth Fund (PGROX) and T. Rowe Price Global Stock Fund (PRGSX). 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 PGROX Sharpe Ratio is 0.31, which is comparable to the PRGSX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of PGROX and PRGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PGROX's dividend yield for the trailing twelve months is around 11.53%, more than PRGSX's 6.51% yield.

The maximum PGROX drawdown since its inception was -47.42%, smaller than the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for PGROX and PRGSX.

BNY Mellon Worldwide Growth Fund (PGROX) has a higher volatility of 4.48% compared to T. Rowe Price Global Stock Fund (PRGSX) at 4.04%. This indicates that PGROX's price experiences larger fluctuations and is considered to be riskier than PRGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.