PRGSX vs. FSPSX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and Fidelity International Index Fund (FSPSX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRGSX or FSPSX.
Performance
PRGSX vs. FSPSX - Performance Comparison
Returns By Period
In the year-to-date period, PRGSX achieves a 17.82% return, which is significantly higher than FSPSX's 4.83% return. Over the past 10 years, PRGSX has outperformed FSPSX with an annualized return of 10.12%, while FSPSX has yielded a comparatively lower 5.07% annualized return.
PRGSX
17.82%
0.97%
3.88%
22.77%
9.11%
10.12%
FSPSX
4.83%
-2.87%
-2.39%
11.23%
5.86%
5.07%
Key characteristics
| PRGSX | FSPSX | |
|---|---|---|
| Sharpe Ratio | 1.58 | 0.90 |
| Sortino Ratio | 2.20 | 1.31 |
| Omega Ratio | 1.28 | 1.16 |
| Calmar Ratio | 0.79 | 1.27 |
| Martin Ratio | 8.13 | 3.85 |
| Ulcer Index | 2.80% | 2.92% |
| Daily Std Dev | 14.39% | 12.48% |
| Max Drawdown | -66.74% | -33.69% |
| Current Drawdown | -11.86% | -8.29% |
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PRGSX vs. FSPSX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Correlation
The correlation between PRGSX and FSPSX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
PRGSX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and Fidelity International Index Fund (FSPSX). 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.
Dividends
PRGSX vs. FSPSX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 0.23%, less than FSPSX's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 0.23% | 0.27% | 0.00% | 0.00% | 0.02% | 0.28% | 0.20% | 0.34% | 0.63% | 0.33% | 0.27% | 0.21% |
FSPSX Fidelity International Index Fund | 3.03% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
PRGSX vs. FSPSX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -66.74%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for PRGSX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
PRGSX vs. FSPSX - Volatility Comparison
The current volatility for T. Rowe Price Global Stock Fund (PRGSX) is 3.48%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.71%. This indicates that PRGSX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.