PRGSX vs. AOM
PRGSX (T. Rowe Price Global Stock Fund) and AOM (iShares Core Moderate Allocation ETF) are both funds - PRGSX is a Global Equities fund managed by T. Rowe Price, while AOM is a Diversified Portfolio fund tracking the S&P Target Risk Moderate. Over the past 10 years, PRGSX returned 16.85%/yr vs 6.31%/yr for AOM. Their correlation of 0.81 suggests significant overlap in exposure. PRGSX charges 0.82%/yr vs 0.25%/yr for AOM.
Performance
PRGSX vs. AOM - Performance Comparison
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Returns By Period
In the year-to-date period, PRGSX achieves a 19.13% return, which is significantly higher than AOM's 4.75% return. Over the past 10 years, PRGSX has outperformed AOM with an annualized return of 16.85%, while AOM has yielded a comparatively lower 6.31% annualized return.
PRGSX
- 1D
- 3.77%
- 1M
- 1.51%
- YTD
- 19.13%
- 6M
- 20.89%
- 1Y
- 36.75%
- 3Y*
- 22.39%
- 5Y*
- 9.00%
- 10Y*
- 16.85%
AOM
- 1D
- 0.04%
- 1M
- 0.49%
- YTD
- 4.75%
- 6M
- 5.32%
- 1Y
- 12.80%
- 3Y*
- 10.66%
- 5Y*
- 4.66%
- 10Y*
- 6.31%
PRGSX vs. AOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 19.13% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
AOM iShares Core Moderate Allocation ETF | 4.75% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.02% | 15.58% | -3.88% | 11.63% |
Correlation
The correlation between PRGSX and AOM is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.81 |
The correlation between PRGSX and AOM has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
PRGSX vs. AOM — Risk / Return Rank
PRGSX
AOM
PRGSX vs. AOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and iShares Core Moderate Allocation ETF (AOM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRGSX | AOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.52 | +0.40 |
| Martin ratioReturn relative to average drawdown | 11.56 | 10.84 | +0.72 |
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Drawdowns
PRGSX vs. AOM - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, which is greater than AOM's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for PRGSX and AOM.
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Drawdown Indicators
| PRGSX | AOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -19.96% | -44.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -5.11% | -7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -6.85% | -14.28% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -19.96% | -18.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -19.96% | -18.15% |
Current DrawdownCurrent decline from peak | -3.75% | -0.70% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -2.70% | -10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.19% | +2.02% |
Volatility
PRGSX vs. AOM - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 8.81% compared to iShares Core Moderate Allocation ETF (AOM) at 2.82%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | AOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 2.82% | +5.99% |
Volatility (6M)Calculated over the trailing 6-month period | 16.52% | 5.63% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 6.90% | +12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 8.19% | +11.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 7.96% | +11.92% |
PRGSX vs. AOM - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than AOM's 0.25% expense ratio.
Dividends
PRGSX vs. AOM - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 8.06%, more than AOM's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 2.99% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
PRGSX T. Rowe Price Global Stock Fund | 8.06% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
Frequently Asked Questions
PRGSX and AOM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRGSX has higher volatility (8.81%) compared to AOM (2.82%). In terms of maximum drawdown, PRGSX dropped -64.06% vs AOM's -19.96%.
PRGSX currently has the higher Sharpe Ratio (1.93 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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