PRGSX vs. BTC-USD
PRGSX (T. Rowe Price Global Stock Fund) is Global Equities fund managed by T. Rowe Price, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, PRGSX returned 16.59%/yr vs 58.73%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
PRGSX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, PRGSX achieves a 17.95% return, which is significantly higher than BTC-USD's -29.30% return. Over the past 10 years, PRGSX has underperformed BTC-USD with an annualized return of 16.59%, while BTC-USD has yielded a comparatively higher 58.73% annualized return.
PRGSX
- 1D
- 1.46%
- 1M
- 1.47%
- YTD
- 17.95%
- 6M
- 17.97%
- 1Y
- 35.76%
- 3Y*
- 22.45%
- 5Y*
- 8.97%
- 10Y*
- 16.59%
BTC-USD
- 1D
- -1.90%
- 1M
- -24.74%
- YTD
- -29.30%
- 6M
- -33.26%
- 1Y
- -43.91%
- 3Y*
- 33.75%
- 5Y*
- 11.01%
- 10Y*
- 58.73%
PRGSX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 17.95% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
BTC-USD Bitcoin | -29.30% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between PRGSX and BTC-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.13 |
Over the past year, PRGSX and BTC-USD have become more correlated (0.39) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
PRGSX vs. BTC-USD — Risk / Return Rank
PRGSX
BTC-USD
PRGSX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and Bitcoin (BTC-USD). 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.
| PRGSX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.95 | ||
| Sortino ratioReturn per unit of downside risk | +4.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.84 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | -0.86 | +3.69 |
| Martin ratioReturn relative to average drawdown | 11.45 | -1.52 | +12.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRGSX | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | -1.03 | +2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.20 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.86 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.13 | -0.61 |
Drawdowns
PRGSX vs. BTC-USD - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for PRGSX and BTC-USD.
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Drawdown Indicators
| PRGSX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -85.30% | +21.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -51.21% | +38.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -51.21% | +30.08% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -76.67% | +38.56% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -83.80% | +45.69% |
Current DrawdownCurrent decline from peak | -4.71% | -50.40% | +45.69% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -42.32% | +28.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 34.60% | -31.45% |
Volatility
PRGSX vs. BTC-USD - Volatility Comparison
The current volatility for T. Rowe Price Global Stock Fund (PRGSX) is 7.79%, while Bitcoin (BTC-USD) has a volatility of 11.29%. This indicates that PRGSX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.79% | 11.29% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 34.48% | -18.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 35.69% | -16.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 44.74% | -24.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 56.71% | -36.86% |
Frequently Asked Questions
PRGSX and BTC-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.29%) compared to PRGSX (7.79%). In terms of maximum drawdown, PRGSX dropped -64.06% vs BTC-USD's -85.30%.
PRGSX currently has the higher Sharpe Ratio (1.92 vs -1.03), 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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