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PIEQX vs. PRGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIEQX vs. PRGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity Index Fund (PIEQX) and T. Rowe Price Global Technology Fund (PRGTX). The values are adjusted to include any dividend payments, if applicable.

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PIEQX vs. PRGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIEQX
T. Rowe Price International Equity Index Fund
1.00%31.37%3.40%18.07%-14.54%11.02%9.21%21.04%-14.29%23.44%
PRGTX
T. Rowe Price Global Technology Fund
-2.98%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%

Returns By Period

In the year-to-date period, PIEQX achieves a 1.00% return, which is significantly higher than PRGTX's -2.98% return. Over the past 10 years, PIEQX has underperformed PRGTX with an annualized return of 8.50%, while PRGTX has yielded a comparatively higher 15.61% annualized return.


PIEQX

1D
3.07%
1M
-6.36%
YTD
1.00%
6M
4.72%
1Y
22.75%
3Y*
14.23%
5Y*
8.01%
10Y*
8.50%

PRGTX

1D
4.55%
1M
-6.22%
YTD
-2.98%
6M
-1.87%
1Y
37.61%
3Y*
27.49%
5Y*
3.68%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIEQX vs. PRGTX - Expense Ratio Comparison

PIEQX has a 0.29% expense ratio, which is lower than PRGTX's 0.95% expense ratio.


Return for Risk

PIEQX vs. PRGTX — Risk / Return Rank

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

PIEQX
PIEQX Risk / Return Rank: 7373
Overall Rank
PIEQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PIEQX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PIEQX Omega Ratio Rank: 6868
Omega Ratio Rank
PIEQX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PIEQX Martin Ratio Rank: 7373
Martin Ratio Rank

PRGTX
PRGTX Risk / Return Rank: 8080
Overall Rank
PRGTX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 7878
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 7373
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PIEQX vs. PRGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Index Fund (PIEQX) and T. Rowe Price Global Technology Fund (PRGTX). 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.


PIEQXPRGTXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.39

-0.05

Sortino ratio

Return per unit of downside risk

1.85

2.01

-0.16

Omega ratio

Gain probability vs. loss probability

1.27

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

1.91

2.72

-0.81

Martin ratio

Return relative to average drawdown

7.30

8.49

-1.19

PIEQX vs. PRGTX - Sharpe Ratio Comparison

The current PIEQX Sharpe Ratio is 1.34, which is comparable to the PRGTX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of PIEQX and PRGTX, 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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Sharpe Ratios by Period


PIEQXPRGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.39

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.12

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.56

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.41

-0.14

Correlation

The correlation between PIEQX and PRGTX is 0.65, 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.


Dividends

PIEQX vs. PRGTX - Dividend Comparison

PIEQX's dividend yield for the trailing twelve months is around 3.16%, while PRGTX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PIEQX
T. Rowe Price International Equity Index Fund
3.16%3.19%2.89%3.00%2.67%3.15%1.71%2.82%2.99%0.21%2.90%2.69%
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%

Drawdowns

PIEQX vs. PRGTX - Drawdown Comparison

The maximum PIEQX drawdown since its inception was -60.73%, smaller than the maximum PRGTX drawdown of -71.18%. Use the drawdown chart below to compare losses from any high point for PIEQX and PRGTX.


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Drawdown Indicators


PIEQXPRGTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.73%

-71.18%

+10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-13.95%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-65.29%

+35.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-65.29%

+30.10%

Current Drawdown

Current decline from peak

-8.19%

-9.10%

+0.91%

Average Drawdown

Average peak-to-trough decline

-14.03%

-21.68%

+7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.47%

-1.49%

Volatility

PIEQX vs. PRGTX - Volatility Comparison

The current volatility for T. Rowe Price International Equity Index Fund (PIEQX) is 7.77%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 10.21%. This indicates that PIEQX experiences smaller price fluctuations and is considered to be less risky than PRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIEQXPRGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

10.21%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

18.23%

-6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

28.07%

-10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

31.79%

-15.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

28.20%

-11.49%